Table/Structure Field list used by SAP ABAP Function Module RM_MC_VAR_COMPUTE (Special Aggregation for Monte Carlo Simulation)
SAP ABAP Function Module
RM_MC_VAR_COMPUTE (Special Aggregation for Monte Carlo Simulation) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRBV2SXI - SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 2 | JBRGLPAR - WAERS | Currency Key | ||
| 3 | JBRHSSPARI - HIERARCHIE | Risk Hierarchy | ||
| 4 | JBRHSSPARI - SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 5 | JBRHSSPARI - WAERS | Currency Key | ||
| 6 | JBRIHSDEF - HIERARCHIE | Risk Hierarchy | ||
| 7 | JBRIHSDEF - HISTORY | Historical Period | ||
| 8 | JBRIHSVAR - HIERARCHIE | Risk Hierarchy | ||
| 9 | JBRIHSVAR - SIMLAUF | Number of Simulation Runs for Monte Carlo Simulations | ||
| 10 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 11 | JBRRHKNTS - KNOTEN | Node of Risk Hierarchy | ||
| 12 | JBRRPHSVAR - BW_HEUTE | Current net present value | ||
| 13 | JBRRPHSVAR - WAEHRUNG | Currency | ||
| 14 | JBRRPHSVAR - VAR | Value at Risk (Amount Only) | ||
| 15 | JBRRPHSVAR - RSIMBGR | RM: Position Group | ||
| 16 | JBRRPHSVAR - RKNOTEN | Node of Risk Hierarchy | ||
| 17 | JBRRPHSVAR - PKNOTEN | Node in Portfolio Hierarchy | ||
| 18 | JBRRPHSVAR - GAMMAPOSIT | Gamma Position | ||
| 19 | JBRRPHSVAR - DELTAPOSIT | Delta position | ||
| 20 | SYST - INDEX | ABAP System Field: Loop Index | ||
| 21 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 22 | VTVEOVAR - RKNOTEN | Node of Risk Hierarchy |