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 |
|---|---|---|---|---|
| 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) |