SAP ABAP Data Element FTBB_FLG_VOLA_CORR_SELECT (Calculate Volatility + Correlation for Selected Risk Factors)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
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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_CORR_SELECT |
| Short Description | Calculate Volatility + Correlation for Selected Risk Factors |
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 | 54 | Calc. Volatility and Correlation for Sel. Risk Factors |
Documentation
Definition
Use
If you set this indicator, then the system displays a list of all the risk factors in the specified risk hierarchy, or in the specified risk hierarchy node. From this list you can then choose the risk factors or pairs of risk factors for which you want the system to calculate volatilities and correlations.
Dependencies
Example
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in | 500 |
