SAP ABAP Function Module RM_ADJUST_DELTA_GAMMA_FOR_REL (Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Function Module | RM_ADJUST_DELTA_GAMMA_FOR_REL | Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities |
Function Group | RMRV | Risk Management: Factor Calc. Var/Covar |
Program Name | SAPLRMRV | Factor Calculation in VaR (Gamma - Variance/Covariance) |
INCLUDE Name | LRMRVU10 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | E_IT_POS_CALC | TYPE | TVRM0_DELTAGAMMA_TAB | ||||
Importing | I_SPARA | TYPE | JBRHSSPARI | ||||
Importing | I_IT_RHBLATT | TYPE | TVRM_BLTTAB | ||||
Importing | I_IT_POS | TYPE | TVRM0_DELTAGAMMA_TAB | ||||
Tables | I_RHBAUM | TYPE | JBRRHKNTS | ||||
Tables | I_FOB | TYPE | JBRFOB | Financial Object List | |||
Processing Type
Normal Function Module | |
Remote-Enabled 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 |