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 |
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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 | |