SAP ABAP Data Element JBRPSCALCP (VaR: Calculation of Items in Variance/Covariance)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA (Application Component) Risk Analysis
⤷
JBRC (Package) Customizing for SAP Banking Risk Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBRC (Package) Customizing for SAP Banking Risk Management
Basic Data
| Data Element | JBRPSCALCP |
| Short Description | VaR: Calculation of Items in Variance/Covariance |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBRPSCALCP | |
| Data Type | NUMC | Character string with only digits |
| Length | 2 | |
| Decimal Places | 0 | |
| Output Length | 2 | |
| 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 | Item Calc. |
| Medium | 20 | Item Calculation |
| Long | 20 | Item Calculation |
| Heading | 5 | ItmCl |
Documentation
Definition
When you use a parametric approach (variance-covariance approach), you define whether the delta method or delta-gamma method is to be used in the valuation.
Use
Dependencies
Example
History
| Last changed by/on | SAP | 20030326 |
| SAP Release Created in |
