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 |
|---|---|---|---|---|
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|
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| 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 |
