SAP ABAP Domain JBRRTYP (RM Rule category)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
Domain Name | JBRRTYP |
Short Description | RM Rule category |
Definition
Data Type | NUMC | Character string with only digits |
No. Characters | 2 | |
Decimal Places | ||
Output Length | 2 | |
Conversion Routine | ||
Sign | ||
Lower Case |
Value Range
# | Lower Limit | Upper Limit | Short Description |
---|---|---|---|
1 | 00 | No rule shifts | |
2 | 01 | Sensitivity rules | |
3 | 02 | Grid rules | |
4 | 03 | Rules for historical simulation - full evaluation | |
5 | 04 | Rules for historical simulation - delta approach | |
6 | 05 | Rules for variance/covariance - delta positions | |
7 | 06 | Historical simulation rule - delta/gamma approach | |
8 | 07 | Rules for variance/covariance - delta/gamma | |
9 | 09 | Combination procedure (generic rule) | |
10 | 99 | External rules | |
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |