SAP ABAP Domain JBRSSCALCP (VaR: Fixed Values for Position Calculation: Variance/Covar.)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA (Application Component) Risk Analysis
⤷
JBRC (Package) Customizing for SAP Banking Risk Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
| Domain Name | JBRSSCALCP |
| Short Description | VaR: Fixed Values for Position Calculation: Variance/Covar. |
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 | 01 | Delta Positions | |
| 2 | 02 | Delta and Gamma Positions | |
| 3 | 03 | Full Valuation | |
| 4 | 99 | Combination | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
