Function Module list used by SAP ABAP Program LRMRAF05 (Include LRMRAF05)
SAP ABAP Program
LRMRAF05 (Include LRMRAF05) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | RM_ADJUST_DELTA_GAMMA_FOR_REL | Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities | ||
| 2 | RM_MOMENTS_CALC | Moment Calculation in Variance/Covariance VaR | ||
| 3 | RM_RH_GET_TREE | State Minimal Risk Hierarchy After Initialization | ||
| 4 | RM_VAR_VAKO_G_CALCULATOR | Calculation of VaR Using Cornish Fischer Using Contract Moments | ||
| 5 | RM_VAR_VAKO_G_NOKORR | Calculation of the VaR Along RH for Incorrect Nodes | ||