Table/Structure Field list used by SAP ABAP Function Module RM_VAKO_CORRELATION_COMPUTE (Calculation of Aggregated VaR From Elementary VaR via Correlations)
SAP ABAP Function Module RM_VAKO_CORRELATION_COMPUTE (Calculation of Aggregated VaR From Elementary VaR via Correlations) is using
# Object Type Object Name Object Description Note
     
1 Table/Structure Field  ATKO1 - KORART Correlation Types
2 Table/Structure Field  ATKO1 - KORART Correlation Types SOURCE VALUE(KORART) LIKE ATKO1-KORART
3 Table/Structure Field  ATXKO - DATAB Effective from SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB
4 Table/Structure Field  ATXKO - DATAB Effective from
5 Table/Structure Field  ATXKO - LFZEIT Term in Days
6 Table/Structure Field  FTBBMATRIX - IDX1 Natural number
7 Table/Structure Field  FTBBMATRIX - IDX2 Natural number
8 Table/Structure Field  JBRIHSDEF - UNWIND Retention period for historical simulation in RM SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
9 Table/Structure Field  JBRIHSDEF - UNWIND Retention period for historical simulation in RM
10 Table/Structure Field  JBRRH - RHID Risk Hierarchy SOURCE VALUE(RHID) LIKE JBRRH-RHID
11 Table/Structure Field  JBRRH - RHID Risk Hierarchy
12 Table/Structure Field  JBRRHBLATT - RKNOTEN Node of Risk Hierarchy SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
13 Table/Structure Field  JBRRHBLATT - RKNOTEN Node of Risk Hierarchy
14 Table/Structure Field  JBRZWEO - BWPOS NPV Position
15 Table/Structure Field  JBRZWEO - BWPOS NPV Position SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS
16 Table/Structure Field  JBRZWEO - RKNOTEN Node of Risk Hierarchy