Table/Structure Field list used by SAP ABAP Function Module RM_GET_COVARIANCE_MATRIX (Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances)
SAP ABAP Function Module
RM_GET_COVARIANCE_MATRIX (Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
![]() |
![]() |
|||
1 | ![]() |
ATXKO - INSTRUM11 | Abstract instrument | |
2 | ![]() |
ATXKO - INSTRUM12 | Abstract instrument | |
3 | ![]() |
ATXKO - INSTRUM21 | Abstract instrument | |
4 | ![]() |
ATXKO - INSTRUM22 | Abstract instrument | |
5 | ![]() |
ATXKO - INSTYP1 | Instrument category | |
6 | ![]() |
ATXKO - INSTYP2 | Instrument category | |
7 | ![]() |
ATXKO - KORART | Correlation Types | |
8 | ![]() |
ATXKO - LFZEIT | Term in Days | |
9 | ![]() |
ATXKO - RHO | Correlation | |
10 | ![]() |
ATXKO - DATAB | Effective from | |
11 | ![]() |
ATXKOS - INSTYP1 | Instrument category | |
12 | ![]() |
ATXKOS - RHO | Correlation | |
13 | ![]() |
ATXKOS - LFZEIT | Term in Days | |
14 | ![]() |
ATXKOS - KORART | Correlation Types | |
15 | ![]() |
ATXKOS - INSTYP2 | Instrument category | |
16 | ![]() |
ATXKOS - INSTRUM22 | Abstract instrument | |
17 | ![]() |
ATXKOS - INSTRUM21 | Abstract instrument | |
18 | ![]() |
ATXKOS - INSTRUM12 | Abstract instrument | |
19 | ![]() |
ATXKOS - INSTRUM11 | Abstract instrument | |
20 | ![]() |
ATXKOS - DATAB | Effective from | |
21 | ![]() |
FTBBMATRIX - IDX1 | Natural number | |
22 | ![]() |
FTBBMATRIX - IDX2 | Natural number | |
23 | ![]() |
FTBBMATRIX - VAL | Values in a Matrix | |
24 | ![]() |
JBRIHSDEF - HDATUM | Start of historical time sequence | |
25 | ![]() |
JBRIHSDEF - HIERARCHIE | Risk Hierarchy | |
26 | ![]() |
JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | |
27 | ![]() |
JBRIHSDEF - VKKORART | Correlation Types | |
28 | ![]() |
JBRRHBLATT - RKNOTEN | Node of Risk Hierarchy | |
29 | ![]() |
SYST - TABIX | ABAP System Field: Row Index of Internal Tables | |
30 | ![]() |
VTVEOVAR - RKNOTEN | Node of Risk Hierarchy |