SAP ABAP Function Module RM_MC_VAR_COMPUTE (Special Aggregation for Monte Carlo Simulation)
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_VAR_COMPUTE | Special Aggregation for Monte Carlo Simulation |
| Function Group | RMMC | Risk Management: Monte Carlo Simulation |
| Program Name | SAPLRMMC | Risk Management: Monte Carlo Simulation |
| INCLUDE Name | LRMMCU14 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
I_SPARA | TYPE | JBRHSSPARI | Control Parameters | |||
| Importing |
I_BAR | TYPE | TVRM0_BARW_TAB | NPVs per PH Node | |||
| Importing |
I_POS | TYPE | TVRM0_DELTAGAMMA_TAB | Delta and Gamma Positions per PH Node | |||
 Tables |
E_JBRRPHSVAR | TYPE | JBRRPHSVAR | Value at Risk Profitability Segment | |||
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 |
