SAP ABAP Function Module STATISTIKRECHNER_USEREXIT (Example Module for External Volatility and Correlation Calculation)
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 | STATISTIKRECHNER_USEREXIT | Example Module for External Volatility and Correlation Calculation |
| Function Group | RMXX | RFC Interfaces in SAP Banking |
| Program Name | SAPLRMXX | RFC Interfaces in SAP Banking |
| INCLUDE Name | LRMXXU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
SIGMA | TYPE | VTVSTUEDATATYPES-RESULT | Calculated Volatility | |||
 Importing |
STATDATA | TYPE | ATVO3 | Description of Statistics Type Used | |||
| Importing |
UPWIND | TYPE | JBRIHSDEF-UNWIND | Holding Period | |||
 Tables |
VALUEVECTOR | TYPE | VTVUESTVALUETAB | Vector of Value Changes | |||
| Tables |
RISKFACTORS | TYPE | JBRRHBLATT | Description of Risk Factor Transferred | |||
 Exception |
NO_ENTRIES_IN_TABLE | TYPE | Empty Table Transferred | ||||
| Exception |
ONLY_ONE_ENTRY_IN_TABLE | TYPE | Only One Entry in Table | ||||
| Exception |
NEGATIV_VALUE | TYPE | Negative Volatility | ||||
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 |
