Table 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 | ATKO1 | Correlation Type | SOURCE VALUE(KORART) LIKE ATKO1-KORART |
|
| 2 | ATXKO | Correlations from Abstract Instruments | SOURCE VALUE(KDATUM) LIKE ATXKO-DATAB |
|
| 3 | JBRIHSDEF | Default values for VaR evaluations | SOURCE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND |
|
| 4 | JBRRH | Check Table for Risk Hierarchy | SOURCE VALUE(RHID) LIKE JBRRH-RHID |
|
| 5 | JBRRHBLATT | End Node Structure of a Risk Hierarchy | SOURCE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN |
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| 6 | JBRZWEO | Interim result objects - NPV position per risk factor | SOURCE VALUE(VAR) LIKE JBRZWEO-BWPOS |
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| 7 | JBRZWEO | Interim result objects - NPV position per risk factor | ||
| 8 | JBRZWEO | Interim result objects - NPV position per risk factor | SOURCE I_ELZWEO STRUCTURE JBRZWEO |
|