Table 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 | Risk factor | ||
| 2 | ATRF | Risk factor | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
|
| 3 | ATRFART | Risk factor type | ||
| 4 | JBRHSREG | Buffer for historical market price changes | SOURCE VALUE(I_REGELFLAG) LIKE JBRHSREG-SAMPTYP OPTIONAL |
|
| 5 | JBRIHSDEF | Default values for VaR evaluations | ||
| 6 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_MISSLIMIT) LIKE JBRIHSDEF-MISSLIMIT |
|
| 7 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_OFFSET) LIKE JBRIHSDEF-UNWIND |
|
| 8 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_KALENDER) LIKE JBRIHSDEF-KALENDER |
|
| 9 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_HISTORY) LIKE JBRIHSDEF-HISTORY |
|
| 10 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_START_DATE) LIKE JBRIHSDEF-HDATUM |
|
| 11 | JBRREG | Rule Structure for Simulation Analyses | SOURCE VALUE(I_REGELBASIS) LIKE JBRREG-REGELID OPTIONAL |
|
| 12 | JBRSIMREG | Buffer for historical market price changes | ||
| 13 | JBRSIMREG | Buffer for historical market price changes | SOURCE E_HSREG STRUCTURE JBRSIMREG OPTIONAL |
|
| 14 | JBRSKRSVEK | Structure of a rate change vector | ||
| 15 | JBRSKRSVEK | Structure of a rate change vector | SOURCE E_KRSVEK STRUCTURE JBRSKRSVEK OPTIONAL |
|
| 16 | TVRF_AUSWPARA | Evaluation Parameters for Reading Risk Factor | ||
| 17 | TVRF_AUSWPARA | Evaluation Parameters for Reading Risk Factor | SOURCE VALUE(I_AUSWPARAMETER) LIKE TVRF_AUSWPARA |
|
| 18 | TVRF_VALUES | Risk Factor: Return Values for a Risk Factor | ||
| 19 | TVRF_VALUES | Risk Factor: Return Values for a Risk Factor | SOURCE VALUE(I_CUR_VALUE) LIKE TVRF_VALUES-VALUE OPTIONAL |
|
| 20 | VTVPVUEDATATYPES | Transfer Categories for External NPV Calculation |