Table/Structure Field list used by SAP ABAP Class CL_KFRA_VAR_CALCULATOR (Value-at-Risk Calculator)
SAP ABAP Class
CL_KFRA_VAR_CALCULATOR (Value-at-Risk Calculator) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | AFWCH_PH_SEGMENT - PHNODE | Portfolio Hierarchy Node | ||
| 2 | AFWCH_PH_TREE - LEAF | Internal: Page ID | ||
| 3 | AFWCH_PH_TREE - LEAF | Internal: Page ID | ||
| 4 | AFWCH_PH_TREE - LEAF | Internal: Page ID | ||
| 5 | AFWCH_PH_TREE - NODE_ID | Internal ID for Portfolio Hierarchy Node | ||
| 6 | AFWCH_PH_TREE - PARENT_ID | Internal ID for Previous Node | ||
| 7 | AFWCH_PH_TREE - PHNODE | Portfolio Hierarchy Node | ||
| 8 | AFWCH_PH_TREE - PHNODE | Portfolio Hierarchy Node | ||
| 9 | AFWCH_PH_TREE - PHNODE | Portfolio Hierarchy Node | ||
| 10 | AFWKFRA_KD0 - POSITIONID | RA Key Figures: Position Category at Risk Hierarchy Level | ||
| 11 | AFWKFRA_KD0 - RHID | Risk Hierarchy | ||
| 12 | AFWKFRA_KD0 - XROOT | Calculate Consolidated VaR Only | ||
| 13 | AFWKFRA_KG1 - SIMNR | Number of Simulation Runs | ||
| 14 | AFWKFRA_KVK - CONFIDENCE | Confidence Level for VaR Calculation | ||
| 15 | AFWKFRA_KVK - DELTAONLY | Only Apply Covariance Approach to Delta Positions | ||
| 16 | AFWKFRA_KVK - HDATUM | RÁ Key Figures: Start of History as Offset in Days | ||
| 17 | AFWKFRA_KVK - KALENDER | Factory Calendar | ||
| 18 | AFWKFRA_KVK - KORART | Correlation Types | ||
| 19 | AFWKFRA_KVK - UNWIND | Holding Period | ||
| 20 | AFWKFRA_KVK - VOLART | Volatility Type | ||
| 21 | AFWKFRA_KVS - CONFIDENCE | Confidence Level for VaR Calculation | ||
| 22 | AFWKFRA_KVS - DISTRIBUTION | VaR Determination Procedure from a Distribution | ||
| 23 | AFWKFRA_SIM - SIMNR | Number of Simulation Runs | ||
| 24 | AFWKF_CATE - KFCATE | Key Figure Category | ||
| 25 | AFWKF_CATE - KFCATE | Key Figure Category | ||
| 26 | AFWKF_KFBF - BASEFIGURE | Basic Key Figure | ||
| 27 | AFWKF_KFBF - BASEFIGURE | Basic Key Figure | ||
| 28 | AFWKF_KFBF - BASEFIGURE | Basic Key Figure | ||
| 29 | AFWKF_KFBF - BASEFIGURE | Basic Key Figure | ||
| 30 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 31 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 32 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 33 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 34 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 35 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 36 | AFWKF_KFBF - KEYFIGURE | Key Figure | ||
| 37 | BAPIERR - AG | Application Area | ||
| 38 | BAPIERR - MSGNR | Message number | ||
| 39 | BAPIERR - SEVERITY | Error severity(' ',W(arning),E(rror),A(bnormal termination)) | ||
| 40 | BAPIERR - VAR1 | Message Variable | ||
| 41 | BAPIERR - VAR2 | Message Variable | ||
| 42 | BAPIERR - VAR3 | Message Variable | ||
| 43 | BAPIERR - VAR4 | Message Variable | ||
| 44 | JBRGLPAR - AUSWERTUNG | ID of Risk Management Evaluation | ||
| 45 | JBRGLPAR - DATUM | System Date | ||
| 46 | JBRGLPAR - REGELTYP | Rule Category for Shift Rule | ||
| 47 | JBRGLPAR - WAERS | Currency Key | ||
| 48 | JBRHSSPARI - AUSWERTUNG | ID of Risk Management Evaluation | ||
| 49 | JBRHSSPARI - DATUM | System Date | ||
| 50 | JBRHSSPARI - HDATUM | Start of historical time sequence | ||
| 51 | JBRHSSPARI - HIERARCHIE | Risk Hierarchy | ||
| 52 | JBRHSSPARI - KALENDER | Factory Calendar | ||
| 53 | JBRHSSPARI - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 54 | JBRHSSPARI - REGELTYP | Rule Category for Shift Rule | ||
| 55 | JBRHSSPARI - UNWIND | Retention period for historical simulation in RM | ||
| 56 | JBRHSSPARI - VKKORART | Correlation Types | ||
| 57 | JBRHSSPARI - VKVOLART | Volatility Type | ||
| 58 | JBRHSSPARI - WAERS | Currency Key | ||
| 59 | JBRHSSPARI - XROOT | Calculate Consolidated VaR Only | ||
| 60 | JBRIHSDEF - ALGORITHM | Historical simulation: VaR method | ||
| 61 | JBRIHSDEF - HDATUM | Start of historical time sequence | ||
| 62 | JBRIHSDEF - HIERARCHIE | Risk Hierarchy | ||
| 63 | JBRIHSDEF - HISTORY | Historical Period | ||
| 64 | JBRIHSDEF - KALENDER | Factory Calendar | ||
| 65 | JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 66 | JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 67 | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | ||
| 68 | JBRIHSDEF - VKKORART | Correlation Types | ||
| 69 | JBRIHSDEF - VKVOLART | Volatility Type | ||
| 70 | JBRIHSFLG - XROOT | Calculate Consolidated VaR Only | ||
| 71 | JBRIHSVAR - HDATUM | Start of historical time sequence | ||
| 72 | JBRIHSVAR - HIERARCHIE | Risk Hierarchy | ||
| 73 | JBRIHSVAR - KALENDER | Factory Calendar | ||
| 74 | JBRIHSVAR - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 75 | JBRIHSVAR - UNWIND | Retention period for historical simulation in RM | ||
| 76 | JBRIHSVAR - VKKORART | Correlation Types | ||
| 77 | JBRIHSVAR - VKVOLART | Volatility Type | ||
| 78 | JBRIHSVAR - XROOT | Calculate Consolidated VaR Only | ||
| 79 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 80 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 81 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 82 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 83 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 84 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 85 | JBRPHDEF - PHID | Portfolio Hierarchy | ||
| 86 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 87 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 88 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 89 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 90 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 91 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 92 | JBRPHDEF - SICHTID | View of an Analysis Structure | ||
| 93 | RDBRA_INCL_VAL10 - VALUE01 | Key Figure Value in Results Databases | ||
| 94 | RDBRA_INCL_VAL10 - VALUE02 | Key Figure Value in Results Databases | ||
| 95 | RDBRA_INTF_NSUM_TBG - KEYFIGURE | Key Figure | ||
| 96 | RDBRA_INTF_NSUM_TBG - PHNODE | Portfolio Hierarchy Node | ||
| 97 | RDBRA_INTF_NSUM_TBG - PHNODE | Portfolio Hierarchy Node | ||
| 98 | RDBRA_INTF_NSUM_TBG - PHNODE | Portfolio Hierarchy Node | ||
| 99 | RDBRA_INTF_NSUM_TBG - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 100 | RDBRA_INTF_NSUM_TBG - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 101 | RDBRA_INTF_NSUM_TBG - SIMIDX | RDB RA: Simulation Index (Block Index) | ||
| 102 | RDBRA_INTF_NSUM_TBP - KEYFIGURE | Key Figure | ||
| 103 | RDBRA_INTF_NSUM_TBP - PHNODE | Portfolio Hierarchy Node | ||
| 104 | RDBRA_INTF_NSUM_TBP - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 105 | RDBRA_INTF_NSUM_TBP - VALUE01 | Key Figure Value in Results Databases | ||
| 106 | RDBRA_INTF_NSUM_TBP - VALUE02 | Key Figure Value in Results Databases | ||
| 107 | RDBRA_INTF_NSUM_TVK - KEYFIGURE | Key Figure | ||
| 108 | RDBRA_INTF_NSUM_TVK - PHNODE | Portfolio Hierarchy Node | ||
| 109 | RDBRA_INTF_NSUM_TVK - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 110 | RDBRA_INTF_NSUM_TVK - VALUE | Key Figure Value in Results Databases | ||
| 111 | RDBRA_INTF_SUM_TBG - KEYFIGURE | Key Figure | ||
| 112 | RDBRA_INTF_SUM_TBG - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 113 | RDBRA_INTF_SUM_TBG - SIMIDX | RDB RA: Simulation Index (Block Index) | ||
| 114 | RDBRA_INTF_SUM_TBP - KEYFIGURE | Key Figure | ||
| 115 | RDBRA_INTF_SUM_TBP - RKNOTEN | RDB RA: Node of Risk Hierarchy | ||
| 116 | RDBRA_INTF_SUM_TBP - VALUE01 | Key Figure Value in Results Databases | ||
| 117 | RDBRA_INTF_SUM_TBP - VALUE02 | Key Figure Value in Results Databases | ||
| 118 | RDB_READ_KEYFIGURE - KEYFIGURE | Key Figure | ||
| 119 | RDB_READ_KEYFIGURE - KEYFIGURE | Key Figure | ||
| 120 | SPROT_U - AG | Application Area | ||
| 121 | SPROT_U - MSGNR | Message number | ||
| 122 | SPROT_U - SEVERITY | Error severity(' ',W(arning),E(rror),A(bnormal termination)) | ||
| 123 | SPROT_U - VAR1 | Message Variable | ||
| 124 | SPROT_U - VAR2 | Message Variable | ||
| 125 | SPROT_U - VAR3 | Message Variable | ||
| 126 | SPROT_U - VAR4 | Message Variable | ||
| 127 | SXST_PARE - EXIST | Single-Character Flag | ||
| 128 | SYST - INDEX | ABAP System Field: Loop Index | ||
| 129 | SYST - MSGID | ABAP System Field: Message ID | ||
| 130 | SYST - MSGID | ABAP System Field: Message ID | ||
| 131 | SYST - MSGID | ABAP System Field: Message ID | ||
| 132 | SYST - MSGNO | ABAP System Field: Message Number | ||
| 133 | SYST - MSGNO | ABAP System Field: Message Number | ||
| 134 | SYST - MSGNO | ABAP System Field: Message Number | ||
| 135 | SYST - MSGTY | ABAP System Field: Message Type | ||
| 136 | SYST - MSGTY | ABAP System Field: Message Type | ||
| 137 | SYST - MSGTY | ABAP System Field: Message Type | ||
| 138 | SYST - MSGV1 | ABAP System Field: Message Variable | ||
| 139 | SYST - MSGV1 | ABAP System Field: Message Variable | ||
| 140 | SYST - MSGV2 | ABAP System Field: Message Variable | ||
| 141 | SYST - MSGV2 | ABAP System Field: Message Variable | ||
| 142 | SYST - MSGV3 | ABAP System Field: Message Variable | ||
| 143 | SYST - MSGV3 | ABAP System Field: Message Variable | ||
| 144 | SYST - MSGV4 | ABAP System Field: Message Variable | ||
| 145 | SYST - MSGV4 | ABAP System Field: Message Variable | ||
| 146 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 147 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables |