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