Table/Structure Field list used by SAP ABAP Function Module ISB_VAR_CALC (IS-B: RM VaR-Kalkulation)
SAP ABAP Function Module
ISB_VAR_CALC (IS-B: RM VaR-Kalkulation) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
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1 | ![]() |
JBRHSSPARI - ALGORITHM | Historical simulation: VaR method | |
2 | ![]() |
JBRHSSPARI - ALGORITHM | Historical simulation: VaR method | SOURCE VALUE(ALGORITHMUS) LIKE JBRHSSPARI-ALGORITHM |
3 | ![]() |
JBRHSSPARI - HISTORY | Historical Period | |
4 | ![]() |
JBRHSSPARI - KONFIDENZ | Confidence Level for Historical Simulation | |
5 | ![]() |
JBRIHSDEF - ALGORITHM | Historical simulation: VaR method | |
6 | ![]() |
JBRIHSDEF - ALGORITHM | Historical simulation: VaR method | SOURCE VALUE(ALGORITHMUS) LIKE JBRHSSPARI-ALGORITHM |
7 | ![]() |
JBRIHSDEF - HISTORY | Historical Period | |
8 | ![]() |
JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | |
9 | ![]() |
JBRIHSVAR - ALGORITHM | Historical simulation: VaR method | |
10 | ![]() |
JBRIHSVAR - ALGORITHM | Historical simulation: VaR method | SOURCE VALUE(ALGORITHMUS) LIKE JBRHSSPARI-ALGORITHM |
11 | ![]() |
JBRIHSVAR - HISTORY | Historical Period | |
12 | ![]() |
JBRIHSVAR - KONFIDENZ | Confidence Level for Historical Simulation | |
13 | ![]() |
JBRRPHS - GUV | Profit/Loss (Amount in Currency, with +/- Sign) | |
14 | ![]() |
JBRRPHSVAR - VAR | Value at Risk (Amount Only) |