SAP ABAP Program SAPLRMMD (Risk Management: Market Data Buffer)
Basic Data
Program SAPLRMMD Risk Management: Market Data Buffer  
Program Type F Function group  
Attributes
Status    
Application S Basis  
Authorization Group  
Logical database D$S Processing without database  
Selection screen  
Editor lock Fixed point arithmetic  
Unicode checks active Start using variant  
Function Group
Include Function Module Short Description Mode
01   RM_MD_YC_READ   Read Yield Curve from Cache    
02   RM_MD_YC_READ_REAL   Structure Yield Curve from Real Market Data    
03   RM_MD_YC_READ_SCENARIO   Structure Yield Curve from Scenario Market Data    
04   RM_MD_INITIALIZE_CACHE   Cache Initialization and Date Stamp    
05   RM_MD_YIELDS   Interface to Market Database - Yield Curves and Interest Rates    
06   RM_GET_YC_FROM_BUFFER   Mimic for TV_GET_YC_FROM_BUFFER    
07   RM_MD_SCENARIO_DEFINITION   Read Scenario Definition    
08   RM_MD_EXPORT_TO_MEMORY   Export Market Data Cache to Memory    
09   RM_MD_IMPORT_FROM_MEMORY   Import Market Data Cache from Memory    
10   RM_MARKET_DATA_SPOT   Interface to Market Database - Exchange Rates    
11   RM_MARKET_DATA_VOLA_CR   Interface to Market Database - Currency Volatility    
12   RM_MARKET_DATA_VOLA_IR   Interface to Market Database - Interest Volatility    
13   RM_MARKET_DATA_VOLA_WP   Interface to Market Database - Securities Vola    
14   RM_MARKET_DATA_VOLA_IX   Interface to Market Database - Index Volatility    
15   RM_MD_YC_READ_SEQUENCE   Interpolate Yield Curve from Scenarion Flow    
16   RM_MARKET_DATA_RATES   Interface to Market Database - Security Prices    
17   RM_MARKET_DATA_INDEX   Interface to Market Database - Security Prices    
18   RM_MD_EXPORT_TO_DATABASE   Export Market Data Cache to Index Database    
19   RM_MD_IMPORT_FROM_DATABASE   Import Maket Data Cache from Index Database    
20   RM_MD_BDS_EXPORT   RM-BDS: Save Market Data in Area Data Cluster    
21   RM_MD_VOLA_READ_REAL   Read Volatilities from Cache    
22   RM_MD_VOLA_READ_CACHE   Select Volatility Cache    
23   RM_MD_SCENARIO_RULE_READ   Search for Scenario and Rule Right and Left of Con. Data for Interpolation    
24   RM_MD_CR_READ_SEQUENCE   Interpolate Exchange Rates from Scenario Flow    
25   RM_MARKET_DATA_RISKFAKTOR   Interface to Market Database - Risk Factors    
26   RM_MD_WP_READ_SEQUENCE   Interpolate Securities Prices from Scenario Flow    
27   RM_MD_IX_READ_SEQUENCE   Interpolate Index Statuses from Scencario Flow    
28   RM_MD_VOLA_IR_READ_SEQUENCE   Interpolate Interest Volatilities from Scenario Flow    
29   RM_MD_VOLA_CR_READ_SEQUENCE   Interpolate Forex Rate Volatilities from Scenario Flow    
30   RM_MD_VOLA_IX_READ_SEQUENCE   Interpolate Index Volatilities from Scenario Flow    
31   RM_MD_VOLA_WP_READ_SEQUENCE   Interpolate Securities Volatilities from Scenario Flow    
32   RM_MD_VOLA_RESOLVE_NAME   Shell for Form vola_resolve_name    
33   RM_MD_READ_VOLA_PROFIL_PARAM   Determines the Parameters (Monyness, Runtime OP/ Runtime UL) for a Profile    
34   RM_MD_VOLA_FOR_PROFIL_COMPUTE   Determines Vola Value Nearest to Supplied Profile    
35   RM_MD_BDS_IMPORT   RM-BDS: Save Market Data in Area Data Cluster    
36   RM_MD_REFRESH_BUFFER   RM-BDS: Save Market Data in Area Data Cluster    
37   RM_MARKET_DATA_VOLA_HW   Interfact to Market Database: HW Volas for Yield Curves    
38   RMMD_GET_CORRELATION   Read Module for Correlations    
39   RMMD_GET_BS_VOLATILITIES   Read Black Scholes Volatilities for Hull White Calibration    
40   RMMD_GET_HW_VOLATILITY   Read Start Values for Calibration of Hull White Model    
41   RMMD_PUT_HW_VOLATILITY   Write Hull White Volatility to DB    
42   RM_MD_YIELDS_INIT   Initialize Static Variable in RM_MD_YIELDS    
43   RMMD_CALIBRATE_HW_VOLATILITY   Determines Hull White Volatility Parameters by Calibrating Transaction    
       
Transaction Code
There is no transaction reference to this program  
History
Last changed by/on SAP  20011004 
SAP Release Created in