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 |
---|---|---|---|---|
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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 |