SAP ABAP Function Module RM_GET_HISTORY_FOR_SECURITY (Compile Historical Time Series of Security Prices)
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_GET_HISTORY_FOR_SECURITY | Compile Historical Time Series of Security Prices |
| Function Group | RMRH | Risk Management: Risk Hierarchy Rules |
| Program Name | SAPLRMRH | Rule Shifter for Risk Hierarchies |
| INCLUDE Name | LRMRHU43 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
START_DATE | TYPE | D | ||||
| Importing |
WPGATT | TYPE | VWPBONO-RANL | Security ID Number | |||
| Importing |
WPHANDPL | TYPE | ATRAS-RHANDPL | Exchange | |||
| Importing |
WPKART | TYPE | TW56-SKURSART | Security Price Type | |||
| Importing |
KURS | TYPE | ATRAS-PKTKUR | Price of Unit- or Percentage-Quoted Security | |||
| Importing |
DEVKTYP | TYPE | TCURV-KURST | Price/Rate Type | |||
| Importing |
REGELFLAG | TYPE | JBRHSREG-SAMPTYP | Determination Category for Sample Elements | |||
| Importing |
REGELBASIS | TYPE | JBRREG-REGELID | Market Data Shift Rule in Risk Management | |||
| Importing |
HISTORY | TYPE | JBRIHSDEF-HISTORY | Historical Period | |||
| Importing |
OFFSET | TYPE | JBRIHSDEF-UNWIND | Retention Period for Historical Simulation in RM | |||
| Importing |
KALENDER | TYPE | JBRIHSDEF-KALENDER | Factory Calendar | |||
| Importing |
MISSLIMIT | TYPE | JBRIHSDEF-MISSLIMIT | Number of Errors in the Yield Curve | |||
| Importing |
AUSWART | TYPE | JBREVAL_D | ID of Risk Management Evaluation | |||
 Tables |
E_KRSVEK | TYPE | JBRSKRSVEK | Structure of a Rate Change Vector | |||
| Tables |
E_HSREG | TYPE | JBRSIMREG | Buffer for Historical Market Price Changes | |||
| Tables |
CT_ATRAS | TYPE | ATRAS | Treasury Rates Table | |||
 Exception |
VIRTUAL_NO_COMPUTE | 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 | 20040819 |
| SAP Release Created in |
