SAP ABAP Function Module TV_VAR_VARIANCE_COVARIANCE (Varianz/Kovarianz Verfahren)
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_VAR_VARIANCE_COVARIANCE | Varianz/Kovarianz Verfahren |
| Function Group | TVAR | Treasury: Value at Risk control |
| Program Name | SAPLTVAR | Treasury: Value at Risk control |
| INCLUDE Name | LTVARU01 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
W_GLPAR | TYPE | JBRGLPAR | ||||
| Importing |
W_IHSDEF | TYPE | JBRIHSDEF | ||||
 Tables |
I_TRBEST | TYPE | TVVAR_TRBEST | ||||
| Tables |
I_VZBEWEG | TYPE | VZBEWEG | ||||
| Tables |
I_VZOPTI | TYPE | VZOPTI | ||||
| Tables |
I_VZUBEWEG | TYPE | VZBEWEG | ||||
| Tables |
I_METHODEN | TYPE | VTVMETHOD | ||||
| Tables |
E_GUV | TYPE | JBRRPGUV | ||||
| Tables |
E_VAR | TYPE | JBRRPVAR | ||||
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 |
