Data Element list used by SAP ABAP Function Module TV_VAKO_CORRELATION_COMPUTE (Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen)
SAP ABAP Function Module TV_VAKO_CORRELATION_COMPUTE (Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | JBRPOS | NPV Position | SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS |
2 | Data Element | JBRRHID | Risk Hierarchy | SOURCE VALUE(RHID) LIKE JBRRH-RHID |
3 | Data Element | JBRRKNOTEN | Node of Risk Hierarchy | SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN |
4 | Data Element | JBRUNWIND | Retention period for historical simulation in RM | SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND |
5 | Data Element | TB_DATAB | Effective from | SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB |
6 | Data Element | TV_KORART | Correlation Types | SOURCE VALUE(KORART) LIKE ATKO1-KORART |