Data Element list used by SAP ABAP Function Module VAKO_USEREXIT_MATCHING_AND_VAR (Example Module for VaR Calculation in Variance/Covariance Approach D/G)
SAP ABAP Function Module
VAKO_USEREXIT_MATCHING_AND_VAR (Example Module for VaR Calculation in Variance/Covariance Approach D/G) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | VTVUEVAKOCONFI | Confidence Interval | SOURCE VALUE(I_CONFIDENCE_INTERVAL_ND) LIKE VTVUEVAKOTYPEN-CONFINTERVA OPTIONAL |
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| 2 | VTVUEVAKOCONFN | Confidence Level for User Exit in Variance/Covariance | SOURCE VALUE(I_KONFIDENZNIVEAU) LIKE VTVUEVAKOTYPEN-CONFNIVEAU OPTIONAL |
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| 3 | VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M1) LIKE VTVUEVAKOTYPEN-MOMENTE |
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| 4 | VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M2) LIKE VTVUEVAKOTYPEN-MOMENTE |
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| 5 | VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M3) LIKE VTVUEVAKOTYPEN-MOMENTE |
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| 6 | VTVUEVAKOMOMENT | Distribution Factor | SOURCE VALUE(I_M4) LIKE VTVUEVAKOTYPEN-MOMENTE |
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| 7 | VTVUEVAKOVAR | Value at Risk | SOURCE VALUE(E_VAR) LIKE VTVUEVAKOTYPEN-VAR |
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