SAP ABAP Function Module RM_MC_CHOLESKY (Generates the Cholesky decomposition of a matrix)
Hierarchy
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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_MC_CHOLESKY | Generates the Cholesky decomposition of a matrix |
| Function Group | RMMC | Risk Management: Monte Carlo Simulation |
| Program Name | SAPLRMMC | Risk Management: Monte Carlo Simulation |
| INCLUDE Name | LRMMCU02 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_MATRIX | TYPE | VTVVKMATRIX_TAB | Table for Matrix | |||
 Importing |
I_DIM | TYPE | I | Size of Matrix | |||
| Importing |
I_MATRIX | TYPE | VTVVKMATRIX_TAB | Table for Matrix | |||
 Exception |
NEGATIV_SUBSUM | TYPE | Negative Walue Under the Root 0> Matrix Not Positive Definite | ||||
| Exception |
ZERO_VALUE | TYPE | |||||
| Exception |
NOT_POS_DEFINIT | 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 |
