Table/Structure Field list used by SAP ABAP Function Module ISB_RM_BACK (IS-B: RM Backtesting)
SAP ABAP Function Module
ISB_RM_BACK (IS-B: RM Backtesting) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRGLPAR - DATUM | System Date | ||
| 2 | JBRGLPAR - HORIZONT | Calculation horizon | ||
| 3 | JBRGLPAR - REGELTYP | Rule Category for Shift Rule | ||
| 4 | JBRGLPAR - WAERS | Currency Key | ||
| 5 | JBRGLPAR - AUSWERTUNG | ID of Risk Management Evaluation | ||
| 6 | JBRHSSPARI - MITTEL | Middle Rate Indicator | ||
| 7 | JBRHSSPARI - XVAR | Calculate VaR | ||
| 8 | JBRHSSPARI - WAERS | Currency Key | ||
| 9 | JBRHSSPARI - VARVERF | Value at Risk procedure | ||
| 10 | JBRHSSPARI - UNWIND | Retention period for historical simulation in RM | ||
| 11 | JBRHSSPARI - SV_STATE_ID | RM: ID of a Saved Data Status | ||
| 12 | JBRHSSPARI - SV_DATE | Validity Date of Market Data used in Back-Testing | ||
| 13 | JBRHSSPARI - SICHTID | View of an Analysis Structure | ||
| 14 | JBRHSSPARI - SAMPTYP | Determination Category for Sample Elements | ||
| 15 | JBRHSSPARI - REGELTYP | Rule Category for Shift Rule | ||
| 16 | JBRHSSPARI - PKNOTEN | Node in Portfolio Hierarchy | ||
| 17 | JBRHSSPARI - PHID | Portfolio Hierarchy | ||
| 18 | JBRHSSPARI - MISSLIMIT | Number of Errors in Historical Data | ||
| 19 | JBRHSSPARI - KALENDER | Factory Calendar | ||
| 20 | JBRHSSPARI - HORIZONT | Calculation horizon | ||
| 21 | JBRHSSPARI - HISTORY | Historical Period | ||
| 22 | JBRHSSPARI - HIERARCHIE | Risk Hierarchy | ||
| 23 | JBRHSSPARI - HDATUM | Start of historical time sequence | ||
| 24 | JBRHSSPARI - DATUM | System Date | ||
| 25 | JBRHSSPARI - AUSWTYP | Risk Management Evaluation Category | ||
| 26 | JBRHSSPARI - AUSWERTUNG | ID of Risk Management Evaluation | ||
| 27 | JBRHSSPARI - ANWTYP | Risk Management Application Category | ||
| 28 | JBRIHSDEF - HDATUM | Start of historical time sequence | ||
| 29 | JBRIHSDEF - VARVERF | Value at Risk procedure | ||
| 30 | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | ||
| 31 | JBRIHSDEF - SAMPTYP | Determination Category for Sample Elements | ||
| 32 | JBRIHSDEF - KALENDER | Factory Calendar | ||
| 33 | JBRIHSDEF - HISTORY | Historical Period | ||
| 34 | JBRIHSDEF - HIERARCHIE | Risk Hierarchy | ||
| 35 | JBRIHSDEF - MISSLIMIT | Number of Errors in Historical Data | ||
| 36 | JBRIHSFLG - XVAR | Calculate VaR | ||
| 37 | JBRIHSVAR - UNWIND | Retention period for historical simulation in RM | ||
| 38 | JBRIHSVAR - XVAR | Calculate VaR | ||
| 39 | JBRIHSVAR - VARVERF | Value at Risk procedure | ||
| 40 | JBRIHSVAR - SAMPTYP | Determination Category for Sample Elements | ||
| 41 | JBRIHSVAR - MISSLIMIT | Number of Errors in Historical Data | ||
| 42 | JBRIHSVAR - KALENDER | Factory Calendar | ||
| 43 | JBRIHSVAR - HISTORY | Historical Period | ||
| 44 | JBRIHSVAR - HIERARCHIE | Risk Hierarchy | ||
| 45 | JBRIHSVAR - HDATUM | Start of historical time sequence | ||
| 46 | JBRISBPAR - ANWTYP | Risk Management Application Category | ||
| 47 | JBRISBPAR - AUSWTYP | Risk Management Evaluation Category | ||
| 48 | JBRISBPAR - MITTEL | Middle Rate Indicator | ||
| 49 | JBRISBPAR - PHID | Portfolio Hierarchy | ||
| 50 | JBRISBPAR - PKNOTEN | Node in Portfolio Hierarchy | ||
| 51 | JBRISBPAR - SICHTID | View of an Analysis Structure | ||
| 52 | JBRISBPAR - SV_DATE | Validity Date of Market Data used in Back-Testing | ||
| 53 | JBRISBPAR - SV_STATE_ID | RM: ID of a Saved Data Status | ||
| 54 | TCURC - WAERS | Currency Key |