SAP ABAP Function Module TV_VAR_COMPUTE (VaR aus Verteilung einer Stichprobe bestimmen)
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
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
Function Module | TV_VAR_COMPUTE | VaR aus Verteilung einer Stichprobe bestimmen |
Function Group | TVST | Statistics Modules Risk Management |
Program Name | SAPLTVST | Statistics Modules Risk Management |
INCLUDE Name | LTVSTU12 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | VALUE_AT_RISK | TYPE | F | ||||
Importing | IHSDEF | TYPE | JBRIHSDEF | ||||
Importing | SUM_OF_SQUARES | TYPE | F | ||||
Tables | I_SAMPLE | TYPE | TVST_2FTAB | ||||
Exception | INVALID_SAMPLESIZE | TYPE | |||||
Exception | INVALID_CONFIDENCE | TYPE | |||||
Exception | INVALID_ALGORITHM | 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 |