Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Data Element | JBRMISSES |
| Short Description | Number of Errors in Historical Data |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBRMISSES | |
| 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 | Error Tol. |
| Medium | 14 | Error Tolernce |
| Long | 14 | Error Tolernce |
| Heading | 6 | Errors |
Documentation
Definition
Maximum number of errors in the history.
When the system calculates volatilities and correlations, it selects historical market data. If some market data is missing, the sample is extended, which means that if the error quota is 10 days, then market data records for up to 10 additional days is read and used to calculate the volatility. If more errors occur during data selection than the maximum number of errors permitted, which you define, then the system cancels the data selection, and hence also the valuation.
When the system calculates correlations, it needs pairs of market data for the market prices. If the value of a price parameter is missing for a particular business date, this is also interpreted as an error for the other value in the respective pair, and the history is extended by one day for both market prices.
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in |
