SAP Reports / Programs | Financials | Financial Supply Chain Management | Market Risk Analyzer(FIN-FSCM-TRM-MR) SAP FIN
SAPMF7AK SAP ABAP dialog Program - Calculation Module for Standard Options
SAPMF7AK is a standard Module pool for a dialog screen ABAP Program available within your SAP system (depending on your version and release level). It is used for Option price calculator: Ask and bid premiums for European and American standard options are calculated using the Black-Scholes formula and the binomial tree on the basis of the market data displayed...see full standard documentation available for this report. Also check out the submitted Comments related to this SAP report and the details below to see which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC.
If you would like to execute this report or see the full code listing simply enter SAPMF7AK into the relevant SAP transactions such as SE38 or SE80
Transaction Code(s):
Below is a list of transaction codes which are relevant to this SAP report
TXAK - Calculation of option premiums
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 SAPMF7AK. "Basic submit
SUBMIT SAPMF7AK AND RETURN. "Return to original report after report execution complete
SUBMIT SAPMF7AK VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
See more syntax options for the ABAP SUBMIT statement
Text pool values
Calculate
Title: Calculation Module for Standard Options
Text Symbol: 212 = Put 2 Premium Bid European
Text Symbol: 211 = Put 1 Premium Bid European
Text Symbol: 206 = Call 3 Strike
Text Symbol: 205 = Call 2 Strike
Text Symbol: 204 = Call 1 Strike
Text Symbol: 203 = Put 3 Strike
Text Symbol: 202 = Put 2 Strike
Text Symbol: 201 = Put 1 Strike
Text Symbol: 088 = European-Style
Text Symbol: 087 = RhoFor.
Text Symbol: 086 = RhoIn
Text Symbol: 085 = Vega
Text Symbol: 084 = Theta
Text Symbol: 083 = Gamma
Text Symbol: 082 = Delta
Text Symbol: 081 = Call 3
Text Symbol: 080 = Call 2
Text Symbol: 079 = Call 1
Text Symbol: 078 = Put 3
Text Symbol: 077 = Put 2
Text Symbol: 076 = Put 1
Text Symbol: 075 = Basis
Text Symbol: 074 = American-style
Text Symbol: 072 = Days:
Text Symbol: 213 = Put 3 Premium Bid European
Text Symbol: TYP = Cat.
Text Symbol: REB = Rebate
Text Symbol: BAR = Barrier
Text Symbol: 246 = Call 3 Premium Ask American
Text Symbol: 245 = Call 2 Premium Ask American
Text Symbol: 244 = Call 1 Premium Ask American
Text Symbol: 243 = Put 3 Premium Ask American
Text Symbol: 242 = Put 2 Premium Ask American
Text Symbol: 241 = Put 1 Premium Ask American
Text Symbol: 236 = Call 3 Premium Bid American
Text Symbol: 235 = Call 2 Premium Bid American
Text Symbol: 234 = Call 1 Premium Bid American
Text Symbol: 233 = Put 3 Premium Bid American
Text Symbol: 232 = Put 2 Premium Bid American
Text Symbol: 231 = Put 1 Premium Bid American
Text Symbol: 226 = Call 3 Premium Ask European
Text Symbol: 225 = Call 2 Premium Ask European
Text Symbol: 224 = Call 1 Premium Ask European
Text Symbol: 223 = Put 3 Premium Ask European
Text Symbol: 222 = Put 2 Premium Ask European
Text Symbol: 221 = Put 1 Premium Ask European
Text Symbol: 216 = Call 3 Premium Bid European
Text Symbol: 215 = Call 2 Premium Bid European
Text Symbol: 214 = Call 1 Premium Bid European
Text Symbol: 045 = CALL 2 BID EURO.
Text Symbol: 044 = CALL 1 ASK EURO.
Text Symbol: 043 = CALL 1 BID EURO.
Text Symbol: 042 = PUT 3 ASK EURO.
Text Symbol: 041 = PUT 3 BID EURO.
Text Symbol: 040 = PUT 2 ASK EURO.
Text Symbol: 039 = PUT 2 BID EURO.
Text Symbol: 038 = PUT 1 ASK EURO.
Text Symbol: 037 = PUT 1 BID EURO.
Text Symbol: 036 = Su
Text Symbol: 035 = Sat
Text Symbol: 034 = Fri
Text Symbol: 033 = Thurs
Text Symbol: 032 = Wed
Text Symbol: 031 = Tues
Text Symbol: 030 = Mon
Text Symbol: 017 = Volatility
Text Symbol: 016 = Mkt Data
Text Symbol: 015 = Strike Amount (Put or Call)
Text Symbol: 014 = Int in 1st Crcy
Text Symbol: 013 = Spot
Text Symbol: 012 = End Date
Text Symbol: 011 = Start Date
Text Symbol: 005 = Enter evaluation type
Text Symbol: 001 = Days
Text Symbol: 046 = CALL 2 ASK EURO.
Text Symbol: 071 = Forward:
Text Symbol: 070 = Volatility:
Text Symbol: 069 = Swap:
Text Symbol: 068 = Int in 2nd Crcy:
Text Symbol: 067 = Spot:
Text Symbol: 066 = Int in 1st Crcy:
Text Symbol: 065 = Market Data
Text Symbol: 064 = Value date:
Text Symbol: 063 = Upto:
Text Symbol: 062 = From:
Text Symbol: 061 = Currency Pair
Text Symbol: 060 = CALL 3 ASK AMER.
Text Symbol: 059 = CALL 3 BID AMER.
Text Symbol: 058 = CALL 2 ASK AMER.
Text Symbol: 057 = CALL 2 BID AMER.
Text Symbol: 056 = CALL 1 ASK AMER.
Text Symbol: 055 = CALL 1 BID AMER.
Text Symbol: 054 = PUT 3 ASK AMER.
Text Symbol: 053 = PUT 3 BID AMER.
Text Symbol: 052 = PUT 2 ASK AMER.
Text Symbol: 051 = PUT 2 BID AMER.
Text Symbol: 050 = PUT 1 ASK AMER.
Text Symbol: 049 = PUT 1 BID AMER.
Text Symbol: 048 = CALL 3 ASK EURO.
Text Symbol: 047 = CALL 3 BID EURO.
INCLUDES used within this REPORT SAPMF7AK
INCLUDE MF7AKTOP.
INCLUDE MF7AKO01.
INCLUDE MF7AKI01.
INCLUDE MF7AKF01.
INCLUDE MF7AKF02.
INCLUDE MF7AKF03.
INCLUDE MF7AKF04.
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:
No SAP FUNCTION MODULES are executed within this report code!
Contribute (Add Comments)
Although this basic information may have limited use it does provide an easy to find location to store any knowledge about this program/report.
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 SAPMF7AK or its description.