Data Element list used by SAP ABAP Program RFTVST00 (Statistics Calculator: Estimate Volatilities and Correlations)
SAP ABAP Program
RFTVST00 (Statistics Calculator: Estimate Volatilities and Correlations) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | FTBB_FLG_CORR_ADJUST | Adjust Correlation Matrix | ||
| 2 | FTBB_FLG_CORR_ONLY | Calculate Correlations Only | ||
| 3 | FTBB_FLG_LIFE | Term | ||
| 4 | FTBB_FLG_VOLA_AND_CORR | Calculate Volatilities and Correlations | ||
| 5 | FTBB_FLG_VOLA_CORR_SELECT | Calculate Volatility + Correlation for Selected Risk Factors | ||
| 6 | FTBB_FLG_VOLA_ONLY | Calculate Volatilities Only | ||
| 7 | TB_STEST | Test Run Indicator | ||
| 8 | XFLAG | New Input Values | ||