Ansicht
Dokumentation
Displaying the Key Figures for Sensitivity Gamma, Vega, and Theta (New) ( RELNBANKCFM_RA_200_GREEK )
SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up BAL Application Log DocumentationThis documentation is copyright by SAP AG.
Short text
Displaying the Key Figures for Sensitivity Gamma, Vega, and Theta (New)
Use
From SAP R/3 Enterprise Financial Services 2.00 (EA-FINSERV 200), you can use the system to calculate not only the delta of options, but also the sensitivity key figures gamma, vega, and theta. These parameters reveal how an option reacts to changes in the price of its underlying, the residual maturity, and volatility. This information is contained in the detail log for single value analysis.
Effects on Existing Data
Effects on Data Transfer
Effects on System Administration
Effects on Customizing
Further Information
General Data in Customer Master General Material Data
This documentation is copyright by SAP AG.
Length: 944 Date: 20240328 Time: 230906 sap01-206 ( 22 ms )