Table/Structure Field list used by SAP ABAP Function Module RM_FIMA_VAR (RM-FIMA: Net Present Value Method with Risk Hierarchy Rules (VaR))
SAP ABAP Function Module
RM_FIMA_VAR (RM-FIMA: Net Present Value Method with Risk Hierarchy Rules (VaR)) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRABEST01 - RSIMBSTD | Number of the Simulated Position | ||
| 2 | JBRABEST01 - BPID | Base Portfolio ID | ||
| 3 | JBRABEST08 - BPID | Base Portfolio ID | ||
| 4 | JBRABEST08 - RSIMBSTD | Number of the Simulated Position | ||
| 5 | JBRBV2SXI - SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 6 | JBRBV2SXI - SIMTYP | Value-at-Risk Simulation Category | ||
| 7 | JBRGLPAR - HORIZONT | Calculation horizon | ||
| 8 | JBRGLPAR - REGELTYP | Rule Category for Shift Rule | ||
| 9 | JBRGLPAR - WAERS | Currency Key | ||
| 10 | JBRIHSFLG - XGUV | Calculate P+L | ||
| 11 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 12 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 13 | JBRVARPAR - HORIZONT | Calculation horizon | ||
| 14 | JBRVARPAR - REGELTYP | Rule Category for Shift Rule | ||
| 15 | JBRVARPAR - SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 16 | JBRVARPAR - SIMTYP | Value-at-Risk Simulation Category | ||
| 17 | JBRVARPAR - WAERS | Currency Key | ||
| 18 | JBRVARPAR - XGUV | Calculate P+L | ||
| 19 | TCURC - WAERS | Currency Key | ||
| 20 | VTVEOBAR - BPKEY | Evaluation Unit Base Portfolio | ||
| 21 | VTVEOBAR - BVALUE | RM NPV in floating point representation | ||
| 22 | VTVEOBAR - RIDBSTD | Internal Number for Position of Generic Transactions | ||
| 23 | VTVFIMA - METHODE | Calculation Method - Price Calculator - Internal Use Only |