SAP ABAP Program SAPLRMR0 (Risk Management: FIMA Control)
Basic Data
Program | SAPLRMR0 | Risk Management: FIMA Control |
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_NPV_DETAIL | Individual Evaluation: Net Present Value/Net Present Value Differences | |
02 | RM_VAR_VAKO_GAMMA | Value at Risk: Variance/Covariance Delta-Gamma | |
03 | RM_NPV_BACK | Net Present Value Evaluation: Back Testing | |
04 | RM_NPV_RULES | Net Present Value Evaluation: External Rules | |
05 | RM_EVAL_INITIALIZE | Evaluation Initialization | |
06 | RM_NPV_SENS | Net Present Value Evaluation: Sensitivities | |
07 | RM_NPV_GRID | Net Present Value Evaluation: Grid Analysis | |
09 | RM_VAR_VAKO_DELTA | Value at Risk: Variance/Covariance Delta Positions | |
10 | RM_NPV_LZB | Net Present Value Evaluation: Maturity Bands | |
11 | RM_VAR_MONTE_CARLO | Value at Risk: Monte Carlo Simulation | |
12 | RM_VAR_BACK | Value at Risk: Back Testing | |
14 | RM_VAR_SIMULATION_10 | Value at Risk: Simulation Procedure | |
15 | AIS_SENSI_DETAIL | Calcn of Macaulay Duration and Net Present Values for Each Financial Obj. | |
Transaction Code
History
Last changed by/on | SAP | 20011004 |
SAP Release Created in |