SAP Reports / Programs | Financials | Financial Supply Chain Management | Market Risk Analyzer(FIN-FSCM-TRM-MR) SAP FIN
MF7AK_BIS110F04 SAP ABAP INCLUDE - Berechnungsroutinen für Exoten
MF7AK_BIS110F04 is a standard ABAP INCLUDE available within your SAP system (depending on your version and release level). Below is the basic information available for this SAP report including which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC. Also check out the submitted Comments related to this SAP report or see any standard documentation available.
If you would like to execute this report or see the full code listing simply enter MF7AK_BIS110F04 into the relevant SAP transactions such as SE38 or SE80
ABAP code to call this SAP report using the submit statement
This report can be called from another progam/report simply by using the ABAP SUBMIT statement, see below for example ABAP code snipts of how to do this.
SUBMIT MF7AK_BIS110F04. "Basic submit
SUBMIT MF7AK_BIS110F04 AND RETURN. "Return to original report after report execution complete
SUBMIT MF7AK_BIS110F04 VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
See more syntax options for the ABAP SUBMIT statement
Text pool values
Title: Berechnungsroutinen für Exoten
INCLUDES used within this REPORT MF7AK_BIS110F04
No INCLUDES are used within this REPORT code!
TABLES used within REPORT and the associated SELECT statement:
No SAP DATABASE tables are accessed within this REPORT code!
Function Modules used within report and the associated call statement:
OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_VOLA = VOLA OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_UNDERLYING = UNDERLYING OPT_DAYS = OPTDAYS PUT_CALL = OPTPC BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
BARRIER_PRICE_EURO_RUB CALL FUNCTION 'BARRIER_PRICE_EURO_RUB' EXPORTING IN_OUT = 'I' OPT_BARRIER = BARRIER OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_UNDERLYING = UNDERLYING OPT_VOLA = VOLA PUT_CALL = OPTPC UP_DOWN = 'D' BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
BARRIER_PRICE_EURO_RUB CALL FUNCTION 'BARRIER_PRICE_EURO_RUB' EXPORTING IN_OUT = 'O' OPT_BARRIER = BARRIER OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_UNDERLYING = UNDERLYING OPT_VOLA = VOLA PUT_CALL = OPTPC UP_DOWN = 'D' BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
BARRIER_PRICE_EURO_RUB CALL FUNCTION 'BARRIER_PRICE_EURO_RUB' EXPORTING IN_OUT = 'I' OPT_BARRIER = BARRIER OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_UNDERLYING = UNDERLYING OPT_VOLA = VOLA PUT_CALL = OPTPC UP_DOWN = 'U' BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
BARRIER_PRICE_EURO_RUB CALL FUNCTION 'BARRIER_PRICE_EURO_RUB' EXPORTING IN_OUT = 'O' OPT_BARRIER = BARRIER OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_UNDERLYING = UNDERLYING OPT_VOLA = VOLA PUT_CALL = OPTPC UP_DOWN = 'U' BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
ONETOUCH_PRICE_EURO CALL FUNCTION 'ONETOUCH_PRICE_EURO' EXPORTING OPT_BARRIER = STRIKE OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_VOLA = VOLA UP_DOWN = UP_DOWN BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
DIGITAL_PRICE_EURO_BS CALL FUNCTION 'DIGITAL_PRICE_EURO_BS' EXPORTING OPT_DAYS = OPTDAYS OPT_DOMESTIC_RATE = DOMRATE OPT_FOREIGN_RATE = FORRATE OPT_REBATE = REBATE OPT_REBSIGN = RESSIGN OPT_SPOT = SPOT OPT_STRIKE = STRIKE OPT_UNDERLYING = UNDERLYING OPT_VOLA = VOLA PUT_CALL = OPTPC BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = OPTPRICE.
DIGITAL_PRICE_EURO_BS CALL FUNCTION 'DIGITAL_PRICE_EURO_BS' EXPORTING OPT_DAYS = IMPL_DAYS OPT_DOMESTIC_RATE = IMPL_DOMRATE OPT_FOREIGN_RATE = IMPL_FORRATE OPT_REBATE = IMPL_REBETR OPT_REBSIGN = IMPL_RESSIGN OPT_SPOT = IMPL_SPOT OPT_STRIKE = IMPL_STRIKE OPT_UNDERLYING = IMPL_UNDERLYING OPT_VOLA = HILF_BITER PUT_CALL = IMPL_PUTCALL BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = Y.
ONETOUCH_PRICE_EURO CALL FUNCTION 'ONETOUCH_PRICE_EURO' EXPORTING OPT_BARRIER = IMPL_STRIKE OPT_DAYS = IMPL_DAYS OPT_DOMESTIC_RATE = IMPL_DOMRATE OPT_FOREIGN_RATE = IMPL_FORRATE OPT_REBATE = IMPL_REBETR OPT_REBSIGN = IMPL_RESSIGN OPT_SPOT = IMPL_SPOT OPT_VOLA = HILF_BITER UP_DOWN = IMPL_UD BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = Y.
BARRIER_PRICE_EURO_RUB CALL FUNCTION 'BARRIER_PRICE_EURO_RUB' EXPORTING IN_OUT = IMPL_IO OPT_BARRIER = IMPL_BARRIER OPT_DAYS = IMPL_DAYS OPT_DOMESTIC_RATE = IMPL_DOMRATE OPT_FOREIGN_RATE = IMPL_FORRATE OPT_REBATE = IMPL_REBETR OPT_REBSIGN = IMPL_RESSIGN OPT_SPOT = IMPL_SPOT OPT_STRIKE = IMPL_STRIKE OPT_UNDERLYING = IMPL_UNDERLYING OPT_VOLA = HILF_BITER PUT_CALL = IMPL_PUTCALL UP_DOWN = IMPL_UD BASISTAGE = BER_BASIS IMPORTING OPT_PRICE = Y.
IMPL_VOLA_STD_EURO CALL FUNCTION 'IMPL_VOLA_STD_EURO' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_BARRIER CALL FUNCTION 'IMPL_VOLA_BARRIER' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_BARRIER CALL FUNCTION 'IMPL_VOLA_BARRIER' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_BARRIER CALL FUNCTION 'IMPL_VOLA_BARRIER' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_BARRIER CALL FUNCTION 'IMPL_VOLA_BARRIER' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_ONETOUCH CALL FUNCTION 'IMPL_VOLA_ONETOUCH' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
IMPL_VOLA_HITATEND CALL FUNCTION 'IMPL_VOLA_HITATEND' EXPORTING VOLA_START = STARTVOLA IMPORTING IMPLIED_VOLA = IM_VOLA.
TV_MARKET_DATA_RATES2 CALL FUNCTION 'TV_MARKET_DATA_RATES2' EXPORTING AKT_DATUM = AKT_DATUM KONDDATUM = KONDDATUM HORIZONT = HORIZONT MATURITY = H_DELFZ "DS 080798 * SZENAME = SZENAME * ZERO_PAR = ' ' SHIFT_REGEL = SHIFT_REGEL I_MSEG = I_i_MSEG TABLES E_FORWARD_RATES = I_FORWARD_RATE I_YIELDCTYPE = I_YIELDCTYPE EXCEPTIONS DEFAULT_YIELDCURVE_MISSING = 1 DIVISION_BY_ZERO = 2 KONDDAT_LT_OLDDAT = 3 NOT_F_JBD14 = 4 NOT_F_SZENARIO = 5 NO_DATA_FOUND = 6 NO_INITIALIZATION = 7 REFERENZZINS_MISSING = 9 NO_CURVE_DATA = 10 SHIFT_ERROR = 11 OTHERS = 12.
Contribute (Add Comments)
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The contribute/comments section below therefore offer's an opportunity for anyone to add additional information. This can be anything from useful hints, tips and screen shots to relevant SAP notes or anything else you feel is relevant to this report.
This will then be available for everyone to easily find by simply searching on the report name MF7AK_BIS110F04 or its description.
MF7AK_BIS110F04 - Berechnungsroutinen für Exoten MF7AK_BIS110F03 - Berechnungsroutinen für Optionspreisrechner (Sensis u.a.) MF7AK_BIS110F02 - Berechnungsroutinen für Optionspreisrechner (Sensis u.a.) MF7AK_BIS110F01 - Berechnungsroutinen für Optionspreisrechner MF7AKTOP - Calculate Standard Option Premiums MF7AKO01 - Optionspreisrechner: PBO Module