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The Hull-White Valuation Model (New) ( RELNBANKCFM_RA_200_HULLW )

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Short text

The Hull-White Valuation Model (New)

Use

From R/3 Enterprise Financial Services 2.00 (EA FINSERV 200), you can use the Hull-White model to value options on interest-rate-based transactions. This means that you can now value American and Bermuda options on interest rate transactions. You can choose between the Black-Scholes model and the Hull-White model for European options.

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

General Data in Customer Master   TXBHW - Original Tax Base Amount in Local Currency  
This documentation is copyright by SAP AG.

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