Table list used by SAP ABAP Function Module RM_VAKO_SHIFT_FOR_WP (Norm Scaled Shift for Security Prices)
SAP ABAP Function Module
RM_VAKO_SHIFT_FOR_WP (Norm Scaled Shift for Security Prices) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATIVO | Reference interest rate volatilities | SOURCE VALUE(I_VDATUM) LIKE ATIVO-DATAB |
|
| 2 | ATVO1 | Volatility Types 1 | SOURCE VALUE(I_VOLART) LIKE ATVO1-VOLART |
|
| 3 | ATVO3 | Statistics Type for Parameterizing Estimation Functions | SOURCE VALUE(E_SAMPTYP) LIKE ATVO3-SAMPLETYP |
|
| 4 | ATVO3 | Statistics Type for Parameterizing Estimation Functions | SOURCE VALUE(I_KONFIDENZ) LIKE ATVO3-KNIVEAU OPTIONAL |
|
| 5 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND |
|
| 6 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(I_KALID) LIKE JBRIHSDEF-KALENDER OPTIONAL |
|
| 7 | JBRIHSDEF | Default values for VaR evaluations | ||
| 8 | VTVWVOLA | Buffer structure for interest volatilities | ||
| 9 | VWPBONO | Securities listing | SOURCE VALUE(I_WPGATT) LIKE VWPBONO-RANL |
|