SAP ABAP Data Element JBNHTAG (Number of Historical Day for Historical Simulation)
Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   IS-B-RA (Application Component) Risk Analysis
     JBR (Package) Application development IS-B Risk Mangement
Basic Data
Data Element JBNHTAG
Short Description Number of Historical Day for Historical Simulation  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type NUMC05    
Data Type NUMC   Character string with only digits 
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 Hist.Day 
Medium 16 No.of Hist.Day 
Long 20 No.of Hist.Day 
Heading HDay 
Documentation

Definition

In historic simulation, this is the number of the historical risk factor change being viewed. Starting from the valuation day, the system consistently numbers the historical changes of the risk factors and the related NPV changes or profits/losses and then uses the corresponding data to determine the value at risk.

History
Last changed by/on SAP  20020417 
SAP Release Created in