SAP ABAP Data Element AFWKFRA_BCK_UW (Holding Period)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
Basic Data
Data Element | AFWKFRA_BCK_UW |
Short Description | Holding Period |
Data Type
Category of Dictionary Type | Direct Type Entry | |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | ||
Data Type | INT2 | 2-byte integer, only for length field before LCHR or LRAW |
Length | 5 | |
Decimal Places | 0 | |
Output Length | 6 | |
Value Table |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
Parameter ID | ||
Default Component name | ||
Change document | ||
No Input History | ||
Basic direction is set to LTR | ||
No BIDI Filtering |
Field Label
Length | Field Label | |
Short | 10 | Hold.Per. |
Medium | 16 | Holding Period |
Long | 29 | Holding Period |
Heading | 12 | Holding Per. |
Documentation
Definition
For historical simulation, the holding period specifies the time interval for which the historical market data changes should be taken to create the simulation scenarios. The holding period is the term of the statistical covariance matrix for the Monte Carlo simulation and for the variance/covariance.
History
Last changed by/on | SAP | 20040819 |
SAP Release Created in | 500 |