Table/Structure Field 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 | ATRF - RFNAME | Risk factor name | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
|
| 2 | ATRF - RFNAME | Risk factor name | ||
| 3 | ATRF - RFART | Risk factor type | ||
| 4 | ATRFART - DESTINATION | RM RFC: Destination risk factor import | ||
| 5 | ATRFART - FUNCTION | RM RFC: Function name for risk factor import | ||
| 6 | ATVO3 - SAMPLETYP | Determination Category for Sample Elements | ||
| 7 | JBRHSREG - SAMPTYP | Determination Category for Sample Elements | SOURCE VALUE(I_REGELFLAG) LIKE JBRHSREG-SAMPTYP OPTIONAL |
|
| 8 | JBRHSREG - SAMPTYP | Determination Category for Sample Elements | ||
| 9 | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | SOURCE VALUE(I_OFFSET) LIKE JBRIHSDEF-UNWIND |
|
| 10 | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | ||
| 11 | JBRIHSDEF - MISSLIMIT | Number of Errors in Historical Data | ||
| 12 | JBRIHSDEF - MISSLIMIT | Number of Errors in Historical Data | SOURCE VALUE(I_MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT |
|
| 13 | JBRIHSDEF - KALENDER | Factory Calendar | ||
| 14 | JBRIHSDEF - HISTORY | Historical Period | ||
| 15 | JBRIHSDEF - HISTORY | Historical Period | SOURCE VALUE(I_HISTORY) LIKE JBRIHSDEF-HISTORY |
|
| 16 | JBRIHSDEF - HDATUM | Start of historical time sequence | ||
| 17 | JBRIHSDEF - HDATUM | Start of historical time sequence | SOURCE VALUE(I_START_DATE) LIKE JBRIHSDEF-HDATUM |
|
| 18 | JBRIHSDEF - KALENDER | Factory Calendar | SOURCE VALUE(I_KALENDER) LIKE JBRIHSDEF-KALENDER |
|
| 19 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 20 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | SOURCE VALUE(I_REGELBASIS) LIKE JBRREG-REGELID OPTIONAL |
|
| 21 | JBRSIMREG - SHIFT | Shift for market price scenarios | ||
| 22 | JBRSIMREG - SAMPTYP | Determination Category for Sample Elements | ||
| 23 | JBRSIMREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 24 | JBRSIMREG - ADDSHIFT | Additive derived shift | ||
| 25 | JBRSKRSVEK - AUF_DATUM | Time period - to date ... | ||
| 26 | JBRSKRSVEK - ERSETZT | Checkbox | ||
| 27 | JBRSKRSVEK - KURS_ABS | Absolute rate change | ||
| 28 | JBRSKRSVEK - KURS_LOG | Logarithm of rate change | ||
| 29 | JBRSKRSVEK - KURS_REL | Relative rate changes | ||
| 30 | JBRSKRSVEK - VON_DATUM | Time period - from date ... | ||
| 31 | TVRF_VALUES - FOUNDDATE | Date on which value in table was found | ||
| 32 | TVRF_VALUES - VALUE | Risk factor: Value of a risk factor | ||
| 33 | TVRF_VALUES - VALUE | Risk factor: Value of a risk factor | SOURCE VALUE(I_CUR_VALUE) LIKE TVRF_VALUES-VALUE OPTIONAL |
|
| 34 | VTVPVUEDATATYPES - RESULT | Return Value in User Exit for External NPV Calculator |