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 |
---|---|---|---|---|
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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 |