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