Data Element list used by SAP ABAP Function Module RM_GET_HISTORY_FOR_RF (Compile Historical Time Series of Risk Factor Changes)
SAP ABAP Function Module
RM_GET_HISTORY_FOR_RF (Compile Historical Time Series of Risk Factor Changes) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRHDATUM | Start of historical time sequence | SOURCE VALUE(I_START_DATE) LIKE JBRIHSDEF-HDATUM |
|
| 2 | JBRHISZTRM | Historical Period | SOURCE VALUE(I_HISTORY) LIKE JBRIHSDEF-HISTORY |
|
| 3 | JBRMISSES | Number of Errors in Historical Data | SOURCE VALUE(I_MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT |
|
| 4 | JBRREGID | Market Data Shift Rule in Risk Management | SOURCE VALUE(I_REGELBASIS) LIKE JBRREG-REGELID OPTIONAL |
|
| 5 | JBRUNWIND | Retention period for historical simulation in RM | SOURCE VALUE(I_OFFSET) LIKE JBRIHSDEF-UNWIND |
|
| 6 | TV_RFNAME | Risk factor name | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
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| 7 | TV_RFVALUE | Risk factor: Value of a risk factor | SOURCE VALUE(I_CUR_VALUE) LIKE TVRF_VALUES-VALUE OPTIONAL |
|
| 8 | TV_STYP | Determination Category for Sample Elements | SOURCE VALUE(I_REGELFLAG) LIKE JBRHSREG-SAMPTYP OPTIONAL |
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| 9 | WFCID | Factory Calendar | SOURCE VALUE(I_KALENDER) LIKE JBRIHSDEF-KALENDER |
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