SAP ABAP Program SAPLRMRH (Rule Shifter for Risk Hierarchies)

Basic Data

Program	SAPLRMRH	Rule Shifter for Risk Hierarchies
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_RH_BUFFER_RULE_FOR_YC	Structure of Rule Buffer with Historical Data for Yield Curve Grid Points
02	RM_RH_APPLY_RULE_TO_CR	Apply Shift Rules to Exchange Rates
03	RM_RH_APPLY_RULE_TO_IR	Apply Shift Rules to Single Interest Rates (Interpolated Shifts)
04	RM_RH_APPLY_RULE_TO_IX	Apply Shift Rules to Security Index
05	RM_RH_APPLY_RULE_TO_VOLA	Apply Shift Rules to Volatilities for All Underlyings
06	RM_RH_APPLY_RULE_TO_YC	Apply Shift Rules to Yield Curves (Interpolated)
07	RM_RH_BUFFER_RULE_FOR_CR	Structure of Rule Buffer with Historical Exchange Rate Changes
08	RM_CHECK_CURRENCY_MATCH	Checks Currency Pair for Existence as Risk Factor --> FORM
09	RM_RH_BUFFER_RULE_FOR_VOLA	Structure of Volatility Rule Buffer for all Underlyings
10	RM_COLLECT_RISKF_FOR_YC	Combine Risk Factors in Interest Area to a Node
11	RM_RH_RULE_DECOMPOSITION	Complete Risk Hierarchy with Nodes That Have Not Been Calculated
12	RM_AGGREGATE_POSITION	Aggregate Position Using Risk Hierarchy
13	RM_RH_INIT_READ_DEFAULTS	Initialize Defaults for Value at Risk
14	RM_RH_BUFFER_RULE_FOR_IX	Structure of Rule Buffer with Historical Index Changes
15	RM_RH_GET_TREE	State Minimal Risk Hierarchy After Initialization
16	RM_RH_BUFFER_RULE_MONTECARLO	Generate Monte Carlo Shift Rules
17	RM_GET_HISTORY_FOR_RF	Compile Historical Time Series of Risk Factor Changes
18	RM_GET_HISTORY_FOR_CR	Compile Historical Time Series of Relative Exchange Rate Changes
19	RM_GET_HISTORY_FOR_IX	Compile Historical Time Series of Index Price Changes
20	RM_GET_HISTORY_FOR_KEYRATE	Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates
21	RM_GO_BACK_N_DAYS	Number of Days in Past According to Calendar
22	RM_RH_BUFFER_RULE_FOR_RF	Structure of Rule Buffer with Historic Risk Factor Changes
23	RM_KEYRATE_SHIFT_INTERPOLATE	Calculate Interpolation Lines for Shifts in Yield Curve Grid Points
24	RM_RH_APPLY_RULE_TO_RF	Apply Shift Rules to Risk Factor Values
25	RM_READ_BACK_RATE	Read Back Interest Rate for a Date
26	RM_RH_XLATE_LEAFID	Semantic Translation of End Node IT to a Risk Factor
27	RM_COLLECT_RISKF_FOR_YC_OLD	Combine Risk Factors in Interest Area to a Node
28	RM_RH_INITIALIZE	Initialize Rule Buffer for Risk Hierarchy
29	RM_RH_FILL_RULES	Return Shift Rules for Historical Simulation
30	RM_RH_GET_SHIFT_SET_CURSOR	Get Additive Shift for a Rule and Set Static Cursor
31	RM_RH_GET_SHIFT_NEXT_CURSOR	Get Additive Shift for a Rule and Set Static Cursor
32	RM_RH_DB_EXPORT	Export Risk Hierarchy Rules to an Index Database
33	RM_RH_DB_IMPORT	Import Risk Hierarchy Rules from an Index Database
34	RM_RH_DB_DELETE	Delete Risk Hierarchy Rules from an Index Database
35	RM_RH_BUFFER_RULE_FOR_WP	Structure of Rule Buffer with Historical Exchange Rate Changes
36	RM_GET_HISTORY_FOR_WP	Compile Historical Time Series of Security Prices
37	RM_RH_APPLY_RULE_TO_WP	Apply Shift Rules to Security Prices
38	RM_RH_APPLY_RULE_TO_CCYC	Apply Shift Rules to Continuous Compounding Yield Curves
39	RM_RH_CCYC_FIND_NODES	Set Up Framework for Continuous Compounding Shift Curves
40	RM_GET_HISTORY_INTEREST_RATE	Historical Time Series of Interest Rates
41	RM_GET_HISTORY_FOR_CURRENCY	Compile Historical Time Series of Relative Exchange Rate Changes
42	RM_GET_HISTORY_FOR_INDEX	Compile Historical Time Series of Index Price Changes
43	RM_GET_HISTORY_FOR_SECURITY	Compile Historical Time Series of Security Prices

Transaction Code

There is no transaction reference to this program  

History

Last changed by/on	SAP	20011004
SAP Release Created in