SAP ABAP Function Module RM_VAKO_SHIFT_FOR_WP (Norm Scaled Shift for Security Prices)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Function Module | RM_VAKO_SHIFT_FOR_WP | Norm Scaled Shift for Security Prices |
Function Group | RMTVVK | Variance/Covariance control |
Program Name | SAPLRMTVVK | Volatility and Correlation Calculator |
INCLUDE Name | LRMTVVKU06 |
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_WPGATT | TYPE | VWPBONO-RANL | ||||
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 |