Data Element list used by SAP ABAP Function Module RM_CORNISH_FISCHER_VAR (Provides VaR)
SAP ABAP Function Module 
RM_CORNISH_FISCHER_VAR (Provides VaR) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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|
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| 1 |  Data Element |
VTVUEVAKOCONFI | Confidence Interval | SOURCE VALUE(I_CONFIDENCE_INTERVAL_ND) LIKE VTVUEVAKOTYPEN-CONFINTERVA OPTIONAL |
| 2 | Data Element |
VTVUEVAKOCONFN | Confidence Level for User Exit in Variance/Covariance | SOURCE VALUE(I_KONFIDENZNIVEAU) LIKE VTVUEVAKOTYPEN-CONFNIVEAU OPTIONAL |
| 3 | Data Element |
VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M1) LIKE VTVUEVAKOTYPEN-MOMENTE |
| 4 | Data Element |
VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M2) LIKE VTVUEVAKOTYPEN-MOMENTE |
| 5 | Data Element |
VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M3) LIKE VTVUEVAKOTYPEN-MOMENTE |
| 6 | Data Element |
VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M4) LIKE VTVUEVAKOTYPEN-MOMENTE |
| 7 | Data Element |
VTVUEVAKOVAR | Value at Risk | SOURCE VALUE(E_VAR) LIKE VTVUEVAKOTYPEN-VAR |
