SAP ABAP Function Module RMMATH1_BIN_DISTRIBUTION_BT (Calculation of Cumulated Binomialo Distribution)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
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FTBB (Package) Risk Management Basis
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Basic Data
| Function Module | RMMATH1_BIN_DISTRIBUTION_BT | Calculation of Cumulated Binomialo Distribution |
| Function Group | RMMATH1 | Calculation Functions for Backtesting |
| Program Name | SAPLRMMATH1 | |
| INCLUDE Name | LRMMATH1U12 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
| |
E_NUM_OF_EXCEP_B1 | TYPE | I | number of exceptions for bound 1 | |||
| |
E_NUM_OF_EXCEP_B2 | TYPE | I | number of exceptions for bound 2 | |||
| |
I_SAMPLE_SIZE | TYPE | I | Sample size | |||
| |
I_CONFIDENCE_LEVEL | TYPE | F | confidence level (specified value) | |||
| |
I_BOUND1 | TYPE | F | bound1 (in percent) | |||
| |
I_BOUND2 | TYPE | F | bound2 (in percent) | |||
Processing Type
| Normal Function 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 | 20040819 |
| SAP Release Created in | 500 |