SAP ABAP Function Module RMSTAT_CALC_CORREL_FOR_FX (Calculation of Correlations)
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 | RMSTAT_CALC_CORREL_FOR_FX | Calculation of Correlations |
| Function Group | RMSTAT | Calculation of Correlations |
| Program Name | SAPLRMSTAT | |
| INCLUDE Name | LRMSTATU01 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_CORR | TYPE | VTVSTUEDATATYPES-RESULT | Correlation | |||
 Importing |
I_UPWIND | TYPE | JBRIHSDEF-UNWIND | Term | |||
| Importing |
I_EVAL_DATE | TYPE | D | Evaluation Date | |||
| Importing |
I_VOLA_TYP | TYPE | ATVO1-VOLART | Volatility Type | |||
 Tables |
IT_RISKFACTORS | TYPE | JBRRHBLATT | Risk Hierarchy | |||
 Exception |
NO_CALC | TYPE | |||||
| Exception |
ZERO_VALUE | 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 | 20040819 |
| SAP Release Created in | 500 |
