SAP ABAP Function Module RM_VAKO_SHIFT_FOR_YC (Normalskalierter Shift für Zinsreferenz)

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_YC	Normalskalierter Shift für Zinsreferenz
Function Group	RMTVVK	Variance/Covariance control
Program Name	SAPLRMTVVK	Volatility and Correlation Calculator
INCLUDE Name	LRMTVVKU02

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	E_SHIFT	TYPE	F		☐	☑	Ermittelter Shift
Exporting	E_SAMPTYP	TYPE	ATVO3-SAMPLETYP		☐	☑
Importing	I_VDATUM	TYPE	ATIVO-DATAB		☐	☑	Datum Vola gültig ab
Importing	I_VOLART	TYPE	ATVO1-VOLART		☐	☑	Volatilitätsart
Importing	I_REFERENZ	TYPE	T056R-REFERENZ		☐	☑	Underlying Zinsreferenz
Importing	I_KURVENART	TYPE	JBD14-SZKART		☐	☑
Importing	I_RENDTYP	TYPE	AT56R-RENDTYP		☐	☑
Importing	I_KONFIDENZ	TYPE	ATVO3-KNIVEAU		☑	☑	Konfidenzniveau
Importing	I_HALTEDAUER	TYPE	JBRIHSDEF-UNWIND		☐	☑	Haltedauer
Importing	I_KALID	TYPE	JBRIHSDEF-KALENDER		☑	☑	Fabrikkalender
Exception	NO_INTEREST_DEFINITION	TYPE			☐	☑
Exception	NO_VOLA_DEFINITION	TYPE			☐	☑	Keine Stammdaten
Exception	NO_VOLA_VALUE	TYPE			☐	☑	Keine Bewegungsarten
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