SAP ABAP Data Element FTBB_FLG_VOLA_AND_CORR (Calculate Volatilities and Correlations)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Data Element | FTBB_FLG_VOLA_AND_CORR |
| Short Description | Calculate Volatilities and Correlations |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | FLAG | |
| Data Type | CHAR | Character String |
| Length | 1 | |
| Decimal Places | 0 | |
| Output Length | 1 | |
| 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 | 9 | Vola+Corr |
| Medium | 9 | Vola+Corr |
| Long | 9 | Vola+Corr |
| Heading | 39 | Calculate Volatilities and Correlations |
Documentation
Definition
Use
If you set this indicator, the system calculates the following values for the risk factors that belong to the specified risk hierarchy or to the specified node in the risk hierarchy:
- The volatilities of all risk factors
- The correlations for each risk factor pair
Dependencies
Example
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in | 500 |
