SAP ABAP Interface IF_FTBB_MERITFUNCTION (Merit Function for Numerical Optimization Methods)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Properties
| Interface | IF_FTBB_MERITFUNCTION | |
| Short Description | Merit Function for Numerical Optimization Methods |
General Data
| Package | FTBB | Risk Management Basis |
| Created | 20040408 | SAP |
| Last changed | 20040819 | SAP |
| Unicode checks active |
Forward declarations
Interface IF_FTBB_MERITFUNCTION has no forward declaration.
Interfaces
Interface IF_FTBB_MERITFUNCTION has no interface.
Friends
Interface IF_FTBB_MERITFUNCTION has no friend.
Attributes
Interface IF_FTBB_MERITFUNCTION has no attribute.
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | CALCULATE_CHI |
Instance method | Public | Method | Calculation of Merit Function (Chi-Squared) | 20040408 |
| 2 | CALCULATE_CHI_AND_DERIVATIVES |
Instance method | Public | Method | Calculation of Merit Function and Its 1st + 2nd Derivations | 20040408 |
Events
Interface IF_FTBB_MERITFUNCTION has no event.
Types
Interface IF_FTBB_MERITFUNCTION has no local type.
Method Signatures
Method CALCULATE_CHI Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Exporting |
E_CHISQUARED | Call by reference | Type reference (TYPE) | F | Gütefunktionswert | 20040408 | ||
| 2 |  Importing |
IT_X_VECTOR | Call by reference | Type reference (TYPE) | VTVVKMATRIX_TAB | Tabelle für Matrix | 20040409 |
Method CALCULATE_CHI on Interface IF_FTBB_MERITFUNCTION has no exception.
Method CALCULATE_CHI_AND_DERIVATIVES Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
ET_ALPHA | Call by reference | Type reference (TYPE) | VTVVKMATRIX_TAB | Tabelle für Matrix | 20040409 | ||
| 2 | Exporting |
ET_BETA | Call by reference | Type reference (TYPE) | VTVVKMATRIX_TAB | Tabelle für Matrix | 20040409 | ||
| 3 | Exporting |
E_CHISQUARED | Call by reference | Type reference (TYPE) | F | 20040409 | |||
| 4 | Importing |
IT_X_VECTOR | Call by reference | Type reference (TYPE) | VTVVKMATRIX_TAB | Tabelle für Matrix | 20040409 |
Method CALCULATE_CHI_AND_DERIVATIVES on Interface IF_FTBB_MERITFUNCTION has no exception.
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 500 |
