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 |