Table 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 | Table | ATXKOS | Puffer Structure for Market Data for Correlations | |
2 | Table | FTBBMATRIX | Matrix | |
3 | Table | JBRIHSDEF | Default values for VaR evaluations | |
4 | Table | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(VAR_DEFAULTS) LIKE JBRIHSDEF |
5 | Table | VTVEOVAR | RM Result object VaR | |