SAP ABAP Function Module RM_VAKO_SHIFT_FOR_CR (Norm Scaling for Exchange Rates)
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_VAKO_SHIFT_FOR_CR | Norm Scaling for Exchange Rates |
| Function Group | RMTVVK | Variance/Covariance control |
| Program Name | SAPLRMTVVK | Volatility and Correlation Calculator |
| INCLUDE Name | LRMTVVKU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_SHIFT | TYPE | F | Shift Calculated | |||
| Exporting |
E_SAMPTYP | TYPE | ATVO3-SAMPLETYP | ||||
 Importing |
I_VDATUM | TYPE | ATIVO-DATAB | Date on Which Volatility Valid | |||
| Importing |
I_VOLART | TYPE | ATVO1-VOLART | Volatility Type | |||
| Importing |
I_VONWAER | TYPE | VTVSZCR-FCURR | ||||
| Importing |
I_NACHWAER | TYPE | VTVSZCR-TCURR | ||||
| Importing |
I_KONFIDENZ | TYPE | ATVO3-KNIVEAU | Confidence Level | |||
| Importing |
I_HALTEDAUER | TYPE | JBRIHSDEF-UNWIND | Holding Period | |||
| Importing |
I_KALID | TYPE | JBRIHSDEF-KALENDER | Factory Calendar | |||
 Exception |
NO_VOLA_DEFINITION | TYPE | No Master Data | ||||
| Exception |
NO_VOLA_VALUE | TYPE | No Movement Types | ||||
| Exception |
CANNOT_SCALE_UP | 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 |
