SAP ABAP Function Module RM_VAR_MONTE_CARLO (Value at Risk: Monte Carlo Simulation)
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_VAR_MONTE_CARLO | Value at Risk: Monte Carlo Simulation |
Function Group | RMR0 | Risk Management: Evaluation Control |
Program Name | SAPLRMR0 | Risk Management: FIMA Control |
INCLUDE Name | LRMR0U11 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Changing | SPARA | TYPE | JBRHSSPARI | Evaluation Parameters | |||
Tables | I_FOB | TYPE | JBRFOB | Financial Objects | |||
Tables | I_JBRPHBAUM | TYPE | JBRPHBAUM | Risk Hierarchy | |||
Tables | I_ZUORDN | TYPE | JBRZUORDN | Assignment of BP to PH | |||
Tables | E_JBRRPHSVAR | TYPE | JBRRPHSVAR | Value at Risk Profitability Segment | |||
Tables | E_JBRRPHSGUV | TYPE | JBRRPHSGUV | Profit & Loss Profitability Segment | |||
Exception | INIT_ERROR | TYPE | Error in General Initialization | ||||
Exception | VAR_ERROR | TYPE | Errors in VaR Calculation | ||||
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 |