Function Module list used by SAP ABAP Function Module RM_RH_BUFFER_RULE_MONTECARLO (Generate Monte Carlo Shift Rules)
SAP ABAP Function Module
RM_RH_BUFFER_RULE_MONTECARLO (Generate Monte Carlo Shift Rules) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | QF05_RANDOM | Random number generator | ||
| 2 | RM_GET_COVARIANCE_MATRIX | Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | ||
| 3 | RM_GET_VALUE_FOR_RF | Calculation of the Market Value of a Risk Factor | ||
| 4 | RM_RF_GET_RFSHIFT | Ermittelt den shift für die D/G-Pos. Berechnung beim Risikofaktor | ||
| 5 | TV_KORART_CALCART_READ | Join über Volatilitätsart und Statistikart | ||
| 6 | TV_VOLART_CALCART_READ | Join über Volatilitätsart und Statistikart | ||