Data Element list used by SAP ABAP Function Module RM_VAKO_SHIFT_FOR_RF (Norm Scaled Shift (Standard Variance) For Risk Factors)
SAP ABAP Function Module
RM_VAKO_SHIFT_FOR_RF (Norm Scaled Shift (Standard Variance) For Risk Factors) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | DATS | Field of type DATS | ||
| 2 | JBRUNWIND | Retention period for historical simulation in RM | SOURCE VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND |
|
| 3 | TB_DATAB | Effective from | SOURCE VALUE(I_VDATUM) LIKE ATIVO-DATAB |
|
| 4 | TB_VOLART | Volatility Type | SOURCE VALUE(I_VOLART) LIKE ATVO1-VOLART |
|
| 5 | TFMATAGE | Number of Days | ||
| 6 | TV_KONFID | Confidence level volatility | SOURCE VALUE(I_KONFIDENZ) LIKE ATVO3-KNIVEAU OPTIONAL |
|
| 7 | TV_RFNAME | Risk factor name | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
|
| 8 | TV_STYP | Determination Category for Sample Elements | SOURCE VALUE(E_SAMPTYP) LIKE ATVO3-SAMPLETYP |
|
| 9 | WFCID | Factory Calendar | SOURCE VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL |
|