SAP ABAP Function Module TV_DELTA_POSITION_COMPUTE (Berechnung der Deltapositionen pro Risikofaktor)
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_DELTA_POSITION_COMPUTE | Berechnung der Deltapositionen pro Risikofaktor |
| Function Group | TVHS | Historical Simulation Rules |
| Program Name | SAPLTVHS | Historical Simulation Rules |
| INCLUDE Name | LTVHSU12 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
PV_ACTUAL | TYPE | JBREOALL-BARWERT | Aktueller Barwert des Geschäfts | |||
| Importing |
PV_CURR | TYPE | JBREOALL-WAEHRUNG | Währung des Barwerts | |||
| Importing |
COMPLETE_RISK | TYPE | C | Kennzeichen: alle Risikofaktoren | |||
 Tables |
I_EOALL | TYPE | JBREOALL | Geshiftete Barwerte pro Risikofaktor | |||
| Tables |
T_DPOS | TYPE | JBRDPOS | Deltapositionen pro Risikofaktor | |||
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 | 19970710 |
| SAP Release Created in |
