SAP Note 97340 - Error in option price calculator for delta calcul.

Composant : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/97340 (Connexion à SAP Service Marketplace requise)

Mots Clés :
additional key words price calculator, +/- sign error occurrs, option gamma, regulatory reporting, risk management, prerequisites solution, difference quotient, gamma calculation, calculation

Notes associées :

99585Collective note for Open Reporting