SAP ABAP Function Module RM_CORNISH_FISCHER_VAR (Provides VaR)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Function Module | RM_CORNISH_FISCHER_VAR | Provides VaR |
| Function Group | RMRV | Risk Management: Factor Calc. Var/Covar |
| Program Name | SAPLRMRV | Factor Calculation in VaR (Gamma - Variance/Covariance) |
| INCLUDE Name | LRMRVU12 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_VAR | TYPE | VTVUEVAKOTYPEN-VAR | ||||
 Importing |
I_M1 | TYPE | VTVUEVAKOTYPEN-MOMENTE | ||||
| Importing |
I_M2 | TYPE | VTVUEVAKOTYPEN-MOMENTE | ||||
| Importing |
I_M3 | TYPE | VTVUEVAKOTYPEN-MOMENTE | ||||
| Importing |
I_M4 | TYPE | VTVUEVAKOTYPEN-MOMENTE | ||||
| Importing |
I_CONFIDENCE_INTERVAL_ND | TYPE | VTVUEVAKOTYPEN-CONFINTERVA | ||||
| Importing |
I_KONFIDENZNIVEAU | TYPE | VTVUEVAKOTYPEN-CONFNIVEAU | ||||
 Exception |
M2_NEGATIV | TYPE | |||||
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 |
