SAP ABAP Function Module RM_VAR_VAKO_GAMMA (Value at Risk: Variance/Covariance Delta-Gamma) is using

• Table/Structure Field (16)
• Function Module (12)
• Table (12)

#	Object Type	Object Name	Object Description	Note
1	Function Module	RM_ADJUST_DELTA_GAMMA_FOR_REL	Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities
2	Function Module	RM_BDS_SAVE_COVARIANCE	Speichern Ergebnisse Varian/Kovarianz
3	Function Module	RM_EVAL_INITIALIZE	Evaluation Initialization
4	Function Module	RM_EVAL_SCHEDULE_TASK	Parallel Processing: Scheduler for Evaluation Tasks
5	Function Module	RM_MOMENTS_CALC	Moment Calculation in Variance/Covariance VaR
6	Function Module	RM_PROT_VAR_CALC_DG_RESULTS	Writes Stock Data to Log
7	Function Module	RM_PROT_VAR_CALC_MOMENTS	Writes Stock Data to Log
8	Function Module	RM_RH_GET_TREE	State Minimal Risk Hierarchy After Initialization
9	Function Module	RM_VAR_VAKO_G_CALCULATOR	Calculation of VaR Using Cornish Fischer Using Contract Moments
10	Function Module	RM_VAR_VAKO_G_NOKORR	Calculation of the VaR Along RH for Incorrect Nodes
11	Function Module	RM_ZZ_TIME_AT_BEGIN	Help Function: Set Start of Time Measuring Point
12	Function Module	RM_ZZ_TIME_AT_END	Help Function: Set End of Time Measuring Point