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FTR_LISTED_AVERAGE_PRICE - Average Price Options Calculation for Listed Options

FTR_LISTED_AVERAGE_PRICE - Average Price Options Calculation for Listed Options

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Functionality

This FM is used to fetch and display the Market prices for the DCSID in between DATE_FROM and DATE_TO period range which is passed as an importing parameter.

The prices for the past dates are read from Spot and the prices for current/forward dates are read from Curve.

The Average Price calculation is also done in between the DATE_FROM to DATE_TO period range.

If the ALV_POPUP flag is passed as "X" then it will display the prices in the popup for the given period of dates.

Notes

Further information





Parameters

ES_AVG_PRICE
ET_AVERAGE
IV_ALV_POPUP
IV_CURVETYPE
IV_DATE_FROM
IV_DATE_TO
IV_DCSID
IV_KEYDATE
IV_MIC
IV_PRICE_TYPE
IV_TIMING

Exceptions

Function Group

FTR_AVG_OPTION

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