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