SAP ABAP Function Module TVST_ANNUALIZE_VOLATILITY (Annualisierung der Volatilitäten)
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 | TVST_ANNUALIZE_VOLATILITY | Annualisierung der Volatilitäten |
Function Group | TVST | Statistics Modules Risk Management |
Program Name | SAPLTVST | Statistics Modules Risk Management |
INCLUDE Name | LTVSTU18 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | E_ANNUALIZATION_FACTOR | TYPE | F | Annualisierungsfaktor | |||
Exporting | E_REAL_DAYS | TYPE | TFMATAGE | real days | |||
Importing | I_LIFETIME | TYPE | INT2 | Laufzeit | |||
Importing | I_CALENDER | TYPE | WFCID | Fabrikkalender | |||
Importing | I_START_DATE | TYPE | D | Startdatum | |||
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 | 20040819 |
SAP Release Created in |