SAP ABAP Data Element JBRSSCALCP (VaR: Calculation of Items with Simulation)
Hierarchy
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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 | JBRSSCALCP |
| Short Description | VaR: Calculation of Items with Simulation |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBRSSCALCP | |
| 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
Defines whether transactions are valued completely during simulation, or whether an approximation is made (delta, delta-gamma).
Which method you choose affects the run time of the evaluation. Complete valuation gives more accurate results, but can lead to long run times. An approximation can be used for linear instruments, which gives the same degree of accuracy but with shorter run times.
Use
Dependencies
Example
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
