SAP ABAP Function Module RMSTAT_REBONATO_ADJUST (Adjustment 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_REBONATO_ADJUST | Adjustment of Correlations |
| Function Group | RMSTAT | Calculation of Correlations |
| Program Name | SAPLRMSTAT | |
| INCLUDE Name | LRMSTATU02 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
ET_ADJUSTED_MATRIX | TYPE | VTVVKMATRIX_TAB | Table for Matrix | |||
 Importing |
IT_EIGENVECTOR | TYPE | VTVVKMATRIX_TAB | Table for Own Vector | |||
| Importing |
IT_EIGENVALUE | TYPE | VTVVKMATRIX_TAB | Table for Own Values | |||
 Exception |
NEGATIV_SUM | 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 |
