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