Table list used by SAP ABAP Function Module RM_MC_GENERATE_SMC_RULES (Creates a simulated time series using structurized Monte Carlo)
SAP ABAP Function Module
RM_MC_GENERATE_SMC_RULES (Creates a simulated time series using structurized Monte Carlo) is using
# | Object Type | Object Name | Object Description | Note |
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1 | ![]() |
AFWKFRA_KG1 | Key Figures: P&L Delta/Gamma | |
2 | ![]() |
FTBBMATRIX | Matrix | |
3 | ![]() |
JBRBV2 | VaR Simulation Types | |
4 | ![]() |
JBRBV2SXI | VaR: Control for Monte Carlo Scenarios | |
5 | ![]() |
JBRIHSVAR | Upper Structure for VaR Control | |
6 | ![]() |
JBRIHSVAR | Upper Structure for VaR Control | SOURCE VALUE(I_VAR_DEFAULTS) LIKE JBRIHSVAR |
7 | ![]() |
JBRRHBLATT | End Node Structure of a Risk Hierarchy | SOURCE I_LEAFS STRUCTURE JBRRHBLATT |
8 | ![]() |
JBRRHBLATT | End Node Structure of a Risk Hierarchy | |
9 | ![]() |
VTVUEMC_HIST_TIMESERIE | Transfer of Historical Time Per. Bootstrapping (Ext.MCSiml.) | SOURCE I_HIST_TIMESERIE STRUCTURE VTVUEMC_HIST_TIMESERIE |
10 | ![]() |
VTVUEMC_KORR_TIMESERIE | Transfer of Correlated Time Period (External MC Simulator) | |
11 | ![]() |
VTVUEMC_KORR_TIMESERIE | Transfer of Correlated Time Period (External MC Simulator) | SOURCE E_TIMESERIE STRUCTURE VTVUEMC_KORR_TIMESERIE |