Table/Structure Field list used by SAP ABAP Function Module RM_GET_VOLA_FOR_RF (Determination of the Volatility of a Risk Factor)
SAP ABAP Function Module
RM_GET_VOLA_FOR_RF (Determination of the Volatility of a Risk Factor) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
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1 | ![]() |
ATVO3 - SAMPLETYP | Determination Category for Sample Elements | |
2 | ![]() |
JBD14 - RENDTYP | Yield category | |
3 | ![]() |
JBD14 - SZKART | Yield Curve Type | |
4 | ![]() |
JBRIHSDEF - HDATUM | Start of historical time sequence | |
5 | ![]() |
JBRIHSDEF - KALENDER | Factory Calendar | |
6 | ![]() |
JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | |
7 | ![]() |
JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | |
8 | ![]() |
JBRIHSDEF - VKVOLART | Volatility Type | |
9 | ![]() |
JBRRHBLATT - SZKART | Yield Curve Type | |
10 | ![]() |
JBRRHBLATT - WPKNR | Class | |
11 | ![]() |
JBRRHBLATT - WPINDEX | Securities Index | |
12 | ![]() |
JBRRHBLATT - WAERS | Currency of Yield Curve | |
13 | ![]() |
JBRRHBLATT - TCURR | To-Currency | |
14 | ![]() |
JBRRHBLATT - RISIKOART | Semantic Risk Category in Risk Management | |
15 | ![]() |
JBRRHBLATT - RFNAME | Risk factor name | |
16 | ![]() |
JBRRHBLATT - REFERENZ | Reference Interest Rate | |
17 | ![]() |
JBRRHBLATT - FCURR | From Currency | |
18 | ![]() |
JBRSZRCR - FCURR | From Currency | |
19 | ![]() |
JBRSZRCR - TCURR | To-Currency | |
20 | ![]() |
JBRSZRIN - REFERENZ | Reference Interest Rate | |
21 | ![]() |
JBRSZRIN - SZKART | Yield Curve Type | |
22 | ![]() |
JBRSZRIN - WAERS | Currency of Yield Curve | |
23 | ![]() |
JBRSZRIX - WPINDEX | Securities Index | |
24 | ![]() |
JBRSZRKU - WPKNR | Class |