SAP ABAP Data Element JBNHTAG (Number of Historical Day for Historical Simulation)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ IS-B-RA (Application Component) Risk Analysis
⤷ JBR (Package) Application development IS-B Risk Mangement
⤷ 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 | 5 | 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 |