SAP ABAP Function Module TV_VAKO_SHIFT_FOR_CR (Normalskalierter Shift für Währungskurse)
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_SHIFT_FOR_CR | Normalskalierter Shift für Währungskurse |
| Function Group | TVVK | Variance/Covariance control |
| Program Name | SAPLTVVK | Volatility and Correlation Calculator |
| INCLUDE Name | LTVVKU03 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Changing |
RATE | TYPE | F | ||||
 Exporting |
SHIFT | TYPE | F | Ermittelter Shift | |||
| Exporting |
SAMPTYP | TYPE | ATVO3-SAMPLETYP | ||||
 Importing |
VDATUM | TYPE | ATIVO-DATAB | Datum Vola gültig ab | |||
| Importing |
VOLART | TYPE | ATVO1-VOLART | Volatilitätsart | |||
| Importing |
VONWAER | TYPE | VTVSZCR-FCURR | ||||
| Importing |
NACHWAER | TYPE | VTVSZCR-TCURR | ||||
| Importing |
KONFIDENZ | TYPE | ATVO3-KNIVEAU | Konfidenzniveau | |||
| Importing |
HALTEDAUER | TYPE | JBRIHSDEF-UNWIND | Haltedauer | |||
 Exception |
NO_VOLA_DEFINITION | TYPE | Keine Stammdaten | ||||
| Exception |
NO_VOLA_VALUE | TYPE | Keine Bewegungsarten | ||||
| Exception |
CANNOT_SCALE_UP | 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 |
