SAP ABAP Function Module RM_GET_VOLA_FOR_RF (Determination of the Volatility of a Risk Factor)
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_VOLA_FOR_RF | Determination of the Volatility of a Risk Factor |
| Function Group | RMRV | Risk Management: Factor Calc. Var/Covar |
| Program Name | SAPLRMRV | Factor Calculation in VaR (Gamma - Variance/Covariance) |
| INCLUDE Name | LRMRVU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
VOLA | TYPE | F | ||||
 Importing |
WA_BLATT | TYPE | TVRM_BLT | ||||
| Importing |
VAR_DEFAULTS | TYPE | JBRIHSDEF | ||||
 Exception |
NO_VOLA_DEFINITION | TYPE | |||||
| Exception |
NO_VOLA_VALUE | 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 |
