SAP ABAP Function Module TV_VAKO_CORRELATION_COMPUTE (Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen)
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_VAKO_CORRELATION_COMPUTE | Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen |
| Function Group | TVVK | Variance/Covariance control |
| Program Name | SAPLTVVK | Volatility and Correlation Calculator |
| INCLUDE Name | LTVVKU04 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
VAR | TYPE | JBRZWEO-BWPOS | ||||
 Importing |
KDATUM | TYPE | ATXKO-DATAB | ||||
| Importing |
KORART | TYPE | ATKO1-KORART | ||||
| Importing |
RHID | TYPE | JBRRH-RHID | ||||
| Importing |
KNOTEN | TYPE | JBRRHBLATT-RKNOTEN | ||||
| Importing |
UNWIND | TYPE | JBRIHSDEF-UNWIND | ||||
 Tables |
I_ELZWEO | TYPE | JBRZWEO | ||||
 Exception |
NO_ELEMENTARY_VAR | TYPE | |||||
| Exception |
REPRESENTATION_ERROR | TYPE | |||||
| Exception |
VECTOR_MATRIX_CONFLICT | 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 | 19970710 |
| SAP Release Created in |
