SAP Library - Price Calculator for Financial Instruments

Start Level 1 Node: Price Calculator for Financial Instruments

Price Calculator for Financial Instruments

End Level 1 Node: Price Calculator for Financial Instruments

Start Level 2 Node: Price Calculator

Price Calculator

End Level 2 Node: Price Calculator

Start Level 3 Node: Account Transactions

Account Transactions

End Level 3 Node: Account Transactions

Start Level 3 Node: Money Market

End Level 3 Node: Money Market

Start Level 4 Node: Money Market Transactions

Money Market Transactions

End Level 4 Node: Money Market Transactions

Start Level 4 Node: Fiduciary Deposits

Fiduciary Deposits

End Level 4 Node: Fiduciary Deposits

Start Level 3 Node: Foreign Exchange

Foreign Exchange

End Level 3 Node: Foreign Exchange

Start Level 4 Node: Forex Spot Transactions (OTC)

Forex Spot Transactions (OTC)

End Level 4 Node: Forex Spot Transactions (OTC)

Start Level 3 Node: Derivatives

End Level 3 Node: Derivatives

Start Level 4 Node: Forward Exchange Transaction

Forward Exchange Transaction

End Level 4 Node: Forward Exchange Transaction

Start Level 4 Node: Forward Stock Transactions (Listed)

Forward Stock Transactions (Listed)

End Level 4 Node: Forward Stock Transactions (Listed)

Start Level 4 Node: Forward Stock Transactions

Forward Stock Transactions

End Level 4 Node: Forward Stock Transactions

Start Level 4 Node: Forward Transactions on Bonds (Listed)

Forward Transactions on Bonds (Listed)

End Level 4 Node: Forward Transactions on Bonds (Listed)

Start Level 4 Node: Forward Rate Agreements (OTC)

Forward Rate Agreements (OTC)

End Level 4 Node: Forward Rate Agreements (OTC)

Start Level 4 Node: Futures (Listed)

Futures (Listed)

End Level 4 Node: Futures (Listed)

Start Level 4 Node: Commodity Forwards

Commodity Forwards

End Level 4 Node: Commodity Forwards

Start Level 4 Node: Commodity Futures

Commodity Futures

End Level 4 Node: Commodity Futures

Start Level 4 Node: Swaps (OTC)

End Level 4 Node: Swaps (OTC)

Start Level 4 Node: Commodity Swaps

Commodity Swaps

End Level 4 Node: Commodity Swaps

Start Level 4 Node: Total Return Swap

Total Return Swap

End Level 4 Node: Total Return Swap

Start Level 4 Node: Eonia Swaps

End Level 4 Node: Eonia Swaps

Start Level 4 Node: Securities Lending

Securities Lending

End Level 4 Node: Securities Lending

Start Level 4 Node: Repurchase Agreements (Repos)

Repurchase Agreements (Repos)

End Level 4 Node: Repurchase Agreements (Repos)

Start Level 4 Node: Spot Stock Transactions, Forward Stock Transactions and Stock Op

Spot Stock Transactions, Forward Stock Transactions and Stock Op

End Level 4 Node: Spot Stock Transactions, Forward Stock Transactions and Stock Op

Start Level 4 Node: Option Price Calculator

Option Price Calculator

End Level 4 Node: Option Price Calculator

Start Level 5 Node: General European Standard Options

General European Standard Options

End Level 5 Node: General European Standard Options

Start Level 6 Node: Caps (OTC)

End Level 6 Node: Caps (OTC)

Start Level 6 Node: Floors (OTC)

End Level 6 Node: Floors (OTC)

Start Level 6 Node: Stock Options

End Level 6 Node: Stock Options

Start Level 6 Node: Options on Bonds (OTC)

Options on Bonds (OTC)

End Level 6 Node: Options on Bonds (OTC)

Start Level 6 Node: Options on Indices (Listed)

Options on Indices (Listed)

End Level 6 Node: Options on Indices (Listed)

Start Level 6 Node: Options on Futures (Listed)

Options on Futures (Listed)

End Level 6 Node: Options on Futures (Listed)

Start Level 6 Node: Currency Options / Currency Barrier Options (OTC)

Currency Options / Currency Barrier Options (OTC)

End Level 6 Node: Currency Options / Currency Barrier Options (OTC)

Start Level 6 Node: Equity Warrants (OTC)

Equity Warrants (OTC)

End Level 6 Node: Equity Warrants (OTC)

Start Level 6 Node: Using the Hull-White Model to Price Interest Rate Options

Using the Hull-White Model to Price Interest Rate Options

End Level 6 Node: Using the Hull-White Model to Price Interest Rate Options

Start Level 6 Node: Swaptions (OTC)

Swaptions (OTC)

End Level 6 Node: Swaptions (OTC)

Start Level 6 Node: Option on Commodity Futures

Option on Commodity Futures

End Level 6 Node: Option on Commodity Futures

Start Level 6 Node: Commodity OTC Options

Commodity OTC Options

End Level 6 Node: Commodity OTC Options

Start Level 5 Node: Interest Rate Guarantees (OTC)

Interest Rate Guarantees (OTC)

End Level 5 Node: Interest Rate Guarantees (OTC)

Start Level 5 Node: Digital Options (Hit-At-End Binary) (OTC)

Digital Options (Hit-At-End Binary) (OTC)

End Level 5 Node: Digital Options (Hit-At-End Binary) (OTC)

Start Level 5 Node: Digital Options (One Touch Binary) (OTC)

Digital Options (One Touch Binary) (OTC)

End Level 5 Node: Digital Options (One Touch Binary) (OTC)

Start Level 5 Node: European Barrier Options (OTC)

European Barrier Options (OTC)

End Level 5 Node: European Barrier Options (OTC)

Start Level 5 Node: Standard American Options (OTC)

Standard American Options (OTC)

End Level 5 Node: Standard American Options (OTC)

Start Level 5 Node: Double Barrier Options

Double Barrier Options

End Level 5 Node: Double Barrier Options

Start Level 5 Node: Using the Hull-White Model to Price Options

Using the Hull-White Model to Price Options

End Level 5 Node: Using the Hull-White Model to Price Options

Start Level 6 Node: Calibration of the Hull-White Model

Calibration of the Hull-White Model

End Level 6 Node: Calibration of the Hull-White Model

Start Level 5 Node: Bermuda Options

Bermuda Options

End Level 5 Node: Bermuda Options

Start Level 5 Node: Basket Options and Average Spot Options

Basket Options and Average Spot Options

End Level 5 Node: Basket Options and Average Spot Options

Start Level 5 Node: Correlation Options

Correlation Options

End Level 5 Node: Correlation Options

Start Level 5 Node: Forward Volatility Agreements

Forward Volatility Agreements

End Level 5 Node: Forward Volatility Agreements

Start Level 3 Node: Securities

End Level 3 Node: Securities

Start Level 4 Node: Spot Stock Transactions (Listed)

Spot Stock Transactions (Listed)

End Level 4 Node: Spot Stock Transactions (Listed)

Start Level 4 Node: Subscription Rights (Listed)

Subscription Rights (Listed)

End Level 4 Node: Subscription Rights (Listed)

Start Level 4 Node: Investments (Listed)

Investments (Listed)

End Level 4 Node: Investments (Listed)

Start Level 4 Node: Investment Shares (Listed)

Investment Shares (Listed)

End Level 4 Node: Investment Shares (Listed)

Start Level 4 Node: Participation Certificates (Listed)

Participation Certificates (Listed)

End Level 4 Node: Participation Certificates (Listed)

Start Level 4 Node: Bonds (Listed)

End Level 4 Node: Bonds (Listed)

Start Level 4 Node: Multicurrency Bonds

Multicurrency Bonds

End Level 4 Node: Multicurrency Bonds

Start Level 4 Node: Bond Issues

End Level 4 Node: Bond Issues

Start Level 4 Node: Asset-Backed Securities (ABS) + Mortgage-Backed Securities (MBS)

Asset-Backed Securities (ABS) + Mortgage-Backed Securities (MBS)

End Level 4 Node: Asset-Backed Securities (ABS) + Mortgage-Backed Securities (MBS)

Start Level 3 Node: Loans

End Level 3 Node: Loans

Start Level 4 Node: Loan Transactions

Loan Transactions

End Level 4 Node: Loan Transactions

Start Level 3 Node: Operating Exposures

Operating Exposures

End Level 3 Node: Operating Exposures

Start Level 2 Node: Function Modules

Function Modules

End Level 2 Node: Function Modules

Start Level 3 Node: Interpolation

End Level 3 Node: Interpolation

Start Level 3 Node: Interest Rate Tables

Interest Rate Tables

End Level 3 Node: Interest Rate Tables

Start Level 3 Node: Zero Bond Discounting Factors

Zero Bond Discounting Factors

End Level 3 Node: Zero Bond Discounting Factors

Start Level 3 Node: Forward Rates

End Level 3 Node: Forward Rates

Start Level 3 Node: Accrued Interest

Accrued Interest

End Level 3 Node: Accrued Interest

Start Level 3 Node: Calculation of the Cumulative Distribution Functio

Calculation of the Cumulative Distribution Functio

End Level 3 Node: Calculation of the Cumulative Distribution Functio

Start Level 3 Node: Convexity Adjustment

Convexity Adjustment

End Level 3 Node: Convexity Adjustment

Start Level 2 Node: Interface to External Price Calculators

Interface to External Price Calculators

End Level 2 Node: Interface to External Price Calculators