Table/Structure Field list used by SAP ABAP Function Module ISB_VARCALC_NORMALVERTEILUNG (IS-B: RM VaR-Ermittlungs-Algorithmus: nach Normalverteilungsannahme)
SAP ABAP Function Module
ISB_VARCALC_NORMALVERTEILUNG (IS-B: RM VaR-Ermittlungs-Algorithmus: nach Normalverteilungsannahme) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRHSSPARI - HISTORY | Historical Period | ||
| 2 | JBRHSSPARI - KALENDER | Factory Calendar | ||
| 3 | JBRHSSPARI - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 4 | JBRHSSPARI - UNWIND | Retention period for historical simulation in RM | ||
| 5 | JBRHSSPARI - HDATUM | Start of historical time sequence | ||
| 6 | JBRIHSDEF - HDATUM | Start of historical time sequence | ||
| 7 | JBRIHSDEF - HISTORY | Historical Period | ||
| 8 | JBRIHSDEF - KALENDER | Factory Calendar | ||
| 9 | JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 10 | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | ||
| 11 | JBRIHSVAR - KALENDER | Factory Calendar | ||
| 12 | JBRIHSVAR - UNWIND | Retention period for historical simulation in RM | ||
| 13 | JBRIHSVAR - KONFIDENZ | Confidence Level for Historical Simulation | ||
| 14 | JBRIHSVAR - HISTORY | Historical Period | ||
| 15 | JBRIHSVAR - HDATUM | Start of historical time sequence | ||
| 16 | JBRRPHS - HIST_TAG | Number of Historical Day for Historical Simulation | ||
| 17 | JBRRPHS - PKNOTEN | Node in Portfolio Hierarchy | ||
| 18 | JBRRPHS - RKNOTEN | Node of Risk Hierarchy | ||
| 19 | JBRRPHSGUV - BW_HEUTE | Current net present value | ||
| 20 | JBRRPHSGUV - GUV | Profit/Loss (Amount in Currency, with +/- Sign) | ||
| 21 | JBRRPHSGUV - HALTEDRBIS | Date for Holding Period to | ||
| 22 | JBRRPHSGUV - HALTEDRVON | Date for the Holding Period from... | ||
| 23 | JBRRPHSGUV - NAME | Node in Portfolio Hierarchy | ||
| 24 | JBRRPHSVAR - BW_HEUTE | Current net present value | ||
| 25 | JBRRPHSVAR - VAR | Value at Risk (Amount Only) |