SAP ABAP Function Module RM_MC_GENERATE_BOOTSTRAP_RULES (OBSOLETE Creates a simulated time series by bootstrapping)
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_MC_GENERATE_BOOTSTRAP_RULES | OBSOLETE Creates a simulated time series by bootstrapping |
| Function Group | RMMC | Risk Management: Monte Carlo Simulation |
| Program Name | SAPLRMMC | Risk Management: Monte Carlo Simulation |
| INCLUDE Name | LRMMCU01 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
I_VAR_DEFAULTS | TYPE | JBRIHSVAR | VaR General Parameters | |||
 Tables |
I_LEAFS | TYPE | JBRRHBLATT | Risk Factor Description | |||
| Tables |
E_TIMESERIE | TYPE | VTVUEMC_KORR_TIMESERIE | Sample | |||
| Tables |
I_HIST_TIMESERIE | TYPE | VTVUEMC_HIST_TIMESERIE | Historic Time Sequence of Market Price Changes | |||
| Tables |
I_COVARIANZMATRIX | TYPE | VTVVKMATRIX | Covariance Matrix | |||
 Exception |
NEGATIV_SUBSUM | TYPE | |||||
| Exception |
ZERO_VALUE | TYPE | |||||
| Exception |
NOT_POS_DEFINIT | TYPE | |||||
| Exception |
RANDOM_GEN_PROBLEMS | 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 |
