SAP ABAP Function Module RM_RH_APPLY_RULE_TO_VOLA (Apply Shift Rules to Volatilities for All Underlyings)
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_RH_APPLY_RULE_TO_VOLA | Apply Shift Rules to Volatilities for All Underlyings |
| Function Group | RMRH | Risk Management: Risk Hierarchy Rules |
| Program Name | SAPLRMRH | Rule Shifter for Risk Hierarchies |
| INCLUDE Name | LRMRHU05 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
VOLA_F | TYPE | F | ||||
 Importing |
REGEL | TYPE | JBRREG | ||||
| Importing |
ULYING | TYPE | VTVMDSVO | ||||
 Tables |
E_VOLA | TYPE | TVGS_VCURVE | ||||
 Exception |
INVALID_RULES | 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 |
