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 |
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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 | |