SAP ABAP Function Module TV_DECAY_KORR_CALC (User-Exit zur Berechnung der Korrelation mit Decayfaktor)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Function Module | TV_DECAY_KORR_CALC | User-Exit zur Berechnung der Korrelation mit Decayfaktor |
| Function Group | TVST | Statistics Modules Risk Management |
| Program Name | SAPLTVST | Statistics Modules Risk Management |
| INCLUDE Name | LTVSTU17 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
SIGMA | TYPE | VTVSTUEDATATYPES-RESULT | ||||
 Importing |
STATDATA | TYPE | ATVO3 | ||||
| Importing |
UPWIND | TYPE | JBRIHSDEF-UNWIND | ||||
 Tables |
VALUEVECTOR | TYPE | VTVUESTVALUETAB | ||||
| Tables |
RISKFACTORS | TYPE | JBRRHBLATT | ||||
 Exception |
NEGATIV_VALUE | TYPE | |||||
| Exception |
NOT_CALC_VOLA_RF1 | TYPE | |||||
| Exception |
NOT_CALC_VOLA_RF2 | 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 | 19980415 |
| SAP Release Created in |
