SAP ABAP Data Element AFWKFRA_UNWIND (Holding Period)
Hierarchy
☛
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
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
Basic Data
| Data Element | AFWKFRA_UNWIND |
| 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 | 5 | |
| 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 | Hold. Per. |
Documentation
Definition
In the case of historical simulation, the holding period determines on the basis of which time intervals the historical market data changes for generating the simulation scenarios are selected. In the Monte Carlo simulation and the variance/covariance approach, the holding period describes the term of the statistical covariance matrix.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
