Table/Structure Field list used by SAP ABAP Function Module RM_VAR_VAKO_G_CALCULATOR (Calculation of VaR Using Cornish Fischer Using Contract Moments)
SAP ABAP Function Module
RM_VAR_VAKO_G_CALCULATOR (Calculation of VaR Using Cornish Fischer Using Contract Moments) is using
# | Object Type | Object Name | Object Description | Note |
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1 | ![]() |
ATVO3 - KNIVEAU | Confidence level volatility | SOURCE VALUE(I_KNIVEAU) LIKE ATVO3-KNIVEAU |
2 | ![]() |
ATVO3 - KNIVEAU | Confidence level volatility | |
3 | ![]() |
JBRBV2SXI - DESTINATION | RM RFC: Destination in SAP Banking RM | |
4 | ![]() |
JBRBV2SXI - FUNCTION | RM RFC: Function Name in SAP Banking RM | |
5 | ![]() |
JBRGLPAR - WAERS | Currency Key | |
6 | ![]() |
JBRHSSPARI - DESTINATION | RM RFC: Destination in SAP Banking RM | |
7 | ![]() |
JBRHSSPARI - FUNCTION | RM RFC: Function Name in SAP Banking RM | |
8 | ![]() |
JBRHSSPARI - WAERS | Currency Key | |
9 | ![]() |
JBRIHSVAR - DESTINATION | RM RFC: Destination in SAP Banking RM | |
10 | ![]() |
JBRIHSVAR - FUNCTION | RM RFC: Function Name in SAP Banking RM | |
11 | ![]() |
JBRRPHSVAR - DELTAPOSIT | Delta position | |
12 | ![]() |
JBRRPHSVAR - WAEHRUNG | Currency | |
13 | ![]() |
JBRRPHSVAR - VAR | Value at Risk (Amount Only) | |
14 | ![]() |
JBRRPHSVAR - GAMMAPOSIT | Gamma Position | |
15 | ![]() |
JBRRPHSVAR - BW_HEUTE | Current net present value | |
16 | ![]() |
VTVEOMOM - MVALUE1 | Distribution Factor | |
17 | ![]() |
VTVEOMOM - MVALUE2 | Distribution Factor | |
18 | ![]() |
VTVEOMOM - MVALUE3 | Distribution Factor | |
19 | ![]() |
VTVEOMOM - MVALUE4 | Distribution Factor | |
20 | ![]() |
VTVEOMOM - PKNOTEN | Node in Portfolio Hierarchy | |
21 | ![]() |
VTVEOMOM - RKNOTEN | Node of Risk Hierarchy | |
22 | ![]() |
VTVUEVAKOTYPEN - VAR | Value at Risk |