SAP ABAP Function Module RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma)
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_VAR_VAKO_GAMMA | Value at Risk: Variance/Covariance Delta-Gamma |
| Function Group | RMR0 | Risk Management: Evaluation Control |
| Program Name | SAPLRMR0 | Risk Management: FIMA Control |
| INCLUDE Name | LRMR0U02 |
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 | Portfolio Hierarchy | |||
| Tables |
I_ZUORDN | TYPE | JBRZUORDN | Assignment of BP to PH | |||
| Tables |
E_JBRRPHSVAR | TYPE | JBRRPHSVAR | Value at Risk Profitability Segment | |||
 Exception |
INIT_ERROR | TYPE | |||||
| Exception |
VAR_ERROR | 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 | 20091125 |
| SAP Release Created in |
