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 |
|---|---|---|---|---|
| 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 |