Table/Structure Field list used by SAP ABAP Function Module RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma)
SAP ABAP Function Module 
RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
 |
|
|||
| 1 |  Table/Structure Field |
JBRGLPAR - HORIZONT | Calculation horizon | |
| 2 | Table/Structure Field |
JBRHSSPARI - HIERARCHIE | Risk Hierarchy | |
| 3 | Table/Structure Field |
JBRHSSPARI - HORIZONT | Calculation horizon | |
| 4 | Table/Structure Field |
JBRHSSPARI - LAUFNR | RDB: Run Number | |
| 5 | Table/Structure Field |
JBRHSSPARI - XROOT | Calculate Consolidated VaR Only | |
| 6 | Table/Structure Field |
JBRIHSDEF - HDATUM | Start of historical time sequence | |
| 7 | Table/Structure Field |
JBRIHSDEF - HIERARCHIE | Risk Hierarchy | |
| 8 | Table/Structure Field |
JBRIHSDEF - KALENDER | Factory Calendar | |
| 9 | Table/Structure Field |
JBRIHSDEF - KONFIDENZ | Confidence Level for Historical Simulation | |
| 10 | Table/Structure Field |
JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | |
| 11 | Table/Structure Field |
JBRIHSFLG - XROOT | Calculate Consolidated VaR Only | |
| 12 | Table/Structure Field |
JBRIHSVAR - HIERARCHIE | Risk Hierarchy | |
| 13 | Table/Structure Field |
JBRIHSVAR - XROOT | Calculate Consolidated VaR Only | |
| 14 | Table/Structure Field |
JBRISBPAR - LAUFNR | RDB: Run Number | |
| 15 | Table/Structure Field |
VTVFIMA - HORIZONT | Horizon of Evaluation | |
| 16 | Table/Structure Field |
VTVFIMA - METHODE | Calculation Method - Price Calculator - Internal Use Only |
