SAP Reports / Programs

comments icon Comments

SAPMF7AK_BIS110 SAP ABAP dialog Program - Calculation Module for Standard Options







SAPMF7AK_BIS110 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 The bid and ask premiums on European and American standard options are calculated using the Black-Scholes formula, the binomial tree, and the market data displayed, which is taken from the current system tables or from a digital data feed...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_BIS110 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 SAPMF7AK_BIS110. "Basic submit
SUBMIT SAPMF7AK_BIS110 AND RETURN. "Return to original report after report execution complete
SUBMIT SAPMF7AK_BIS110 VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
    See more syntax options for the ABAP SUBMIT statement


Text pool values


Cost
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
Text Symbol: 087 = RhoFgn
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 = Strke
Text Symbol: 074 = American
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 = Sa
Text Symbol: 034 = Fr
Text Symbol: 033 = Th
Text Symbol: 032 = We
Text Symbol: 031 = Tu
Text Symbol: 030 = Mo
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 = Fwd:
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 = Mkt Data
Text Symbol: 064 = ValDate
Text Symbol: 063 = Til:
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_BIS110

INCLUDE MF7AK_BIS110TOP.
INCLUDE MF7AK_BIS110O01.
INCLUDE MF7AK_BIS110I01.
INCLUDE MF7AK_BIS110F01.
INCLUDE MF7AK_BIS110F02.
INCLUDE MF7AK_BIS110F03.
INCLUDE MF7AK_BIS110F04.


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_BIS110 or its description.


   
 

SAPMF7AK_BIS110 - Calculation Module for Standard Options
SAPMF7AK_BIS110 - Calculation Module for Standard Options
SAPMF7AK - Calculation Module for Standard Options
SAPMF7AK - Calculation Module for Standard Options
SAPMF77A - Fast Entry - Forex Transaction
SAPMF77A - Fast Entry - Forex Transaction