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

Component : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/97340 (SAP Service marketplace login required)

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

Related Notes :

99585Collective note for Open Reporting