Table/Structure Field 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 | Table/Structure Field | ATKO1 - KORART | Correlation Types | |
2 | Table/Structure Field | ATKO1 - KORART | Correlation Types | SOURCE VALUE(KORART) LIKE ATKO1-KORART |
3 | Table/Structure Field | ATXKO - DATAB | Effective from | |
4 | Table/Structure Field | ATXKO - DATAB | Effective from | SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB |
5 | Table/Structure Field | ATXKO - LFZEIT | Term in Days | |
6 | Table/Structure Field | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | |
7 | Table/Structure Field | JBRIHSDEF - UNWIND | Retention period for historical simulation in RM | SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND |
8 | Table/Structure Field | JBRRH - RHID | Risk Hierarchy | SOURCE VALUE(RHID) LIKE JBRRH-RHID |
9 | Table/Structure Field | JBRRH - RHID | Risk Hierarchy | |
10 | Table/Structure Field | JBRRHBLATT - RKNOTEN | Node of Risk Hierarchy | SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN |
11 | Table/Structure Field | JBRRHBLATT - RKNOTEN | Node of Risk Hierarchy | |
12 | Table/Structure Field | JBRZWEO - BWPOS | NPV Position | |
13 | Table/Structure Field | JBRZWEO - BWPOS | NPV Position | SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS |
14 | Table/Structure Field | JBRZWEO - RKNOTEN | Node of Risk Hierarchy |