SAP ABAP Function Module ISB_VAR_CALC (IS-B: RM VaR-Kalkulation)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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IS-B-RA (Application Component) Risk Analysis
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JBR (Package) Application development IS-B Risk Mangement
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Basic Data
| Function Module | ISB_VAR_CALC | IS-B: RM VaR-Kalkulation |
| Function Group | JBRR | RM Results Formatting for Reporting |
| Program Name | SAPLJBRR | SAP Banking: RM Results Formatting for Reporting |
| INCLUDE Name | LJBRRU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
| |
ALGORITHMUS | TYPE | JBRHSSPARI-ALGORITHM | VaR-Ermittlungs-Algorithmus | |||
| |
IS_JBRHSSPAR | TYPE | JBRHSSPARI | Auswertungsparameter-Struktur | |||
| |
I_JBRRPHS | TYPE | JBRRPHS | Ergebnisobjekt: Gewinn/Verlust | |||
| |
E_JBRRPHSGUV | TYPE | JBRRPHSGUV | Reporting-EO: Gewinne/Verluste | |||
| |
E_JBRRPHSVAR | TYPE | JBRRPHSVAR | Reporting-EO: VaR's | |||
| |
FALSE_KONF_FAKT | TYPE | Konfidenzfaktor außerhalb der Grenzwerte | ||||
| |
FALSE_ALGORITHM | TYPE | VaR-Algorithmus existiert nicht | ||||
Processing Type
| Normal Function Module | |
| |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 20011004 |
| SAP Release Created in |