Function Module 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 | RM_GET_CORR_FROM_BUFFER | Get Correlations From Market Data Buffer | ||
| 2 | RM_GET_VOLA_FOR_RF | Determination of the Volatility of a Risk Factor | ||
| 3 | RM_RH_XLATE_LEAFID | Semantic Translation of End Node IT to a Risk Factor | ||