SAP ABAP Function Module TV_KORR_CALC (Funktionsbaustein zur Berechnung einer Korrelation)
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_KORR_CALC | Funktionsbaustein zur Berechnung einer Korrelation |
| Function Group | TVST | Statistics Modules Risk Management |
| Program Name | SAPLTVST | Statistics Modules Risk Management |
| INCLUDE Name | LTVSTU02 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
RHO | TYPE | F | Korrelationskoeffizient | |||
| Exporting |
X_SIGMA | TYPE | F | Volatilität 1. Vektor | |||
| Exporting |
Y_SIGMA | TYPE | F | Volatilität 2. Vektor | |||
 Importing |
NO_DRIFT | TYPE | C | ' ' | Drift wird auf Null gesetzt | ||
 Tables |
X_VEKTOR | TYPE | TVST_FTAB | 1. Zahlenvektor | |||
| Tables |
Y_VEKTOR | TYPE | TVST_FTAB | 2. Zahlenvektor | |||
 Exception |
DIFFERENT_TABLE_LENGTH | TYPE | Zahlenvektoren sind nicht gleich lang | ||||
| Exception |
NOT_ENOUGH_ENTRIES | TYPE | zu wenig Einträge in den Tabellen | ||||
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 |
