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
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