Table 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 |
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1 | ![]() |
ATIVO | Reference interest rate volatilities | SOURCE VALUE(I_VDATUM) LIKE ATIVO-DATAB |
2 | ![]() |
ATRF | Risk factor | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
3 | ![]() |
ATVO1 | Volatility Types 1 | SOURCE VALUE(I_VOLART) LIKE ATVO1-VOLART |
4 | ![]() |
ATVO3 | Statistics Type for Parameterizing Estimation Functions | SOURCE VALUE(E_SAMPTYP) LIKE ATVO3-SAMPLETYP |
5 | ![]() |
ATVO3 | Statistics Type for Parameterizing Estimation Functions | SOURCE VALUE(I_KONFIDENZ) LIKE ATVO3-KNIVEAU OPTIONAL |
6 | ![]() |
JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND |
7 | ![]() |
JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL |
8 | ![]() |
JBRIHSDEF | Default values for VaR evaluations | |
9 | ![]() |
VTVRFVOLA | Buffer Structure for Risk Factor Volatilities | |