Where Used List (Function Module) for SAP ABAP Data Element JBRUNWIND (Retention period for historical simulation in RM)
SAP ABAP Data Element 
JBRUNWIND (Retention period for historical simulation in RM) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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| 1 |  Function Module |
ISB_VAR_RECHERCHE VALUE(HALTEDAUER) LIKE JBRHSSPARI-UNWIND
|
ALT ---- Aufbereiten des VaR-Ergebnisobjektes für die Recherche |  JBR |
EA-FINSERV |
 EA-FINSERV |
| 2 | Function Module |
RMSTAT_CALC_CORREL_FOR_FX REFERENCE(I_UPWIND) TYPE JBRIHSDEF-UNWIND
|
Calculation of Correlations | FTBB |
EA-FINSERV |
EA-FINSERV |
| 3 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 4 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 5 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 6 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 7 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 8 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 9 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 10 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 11 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(OFFSET) TYPE JBRIHSDEF-UNWIND
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 12 | Function Module |
RM_VAKO_CORRELATION_COMPUTE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
|
Calculation of Aggregated VaR From Elementary VaR via Correlations | FTBB |
EA-FINSERV |
EA-FINSERV |
| 13 | Function Module |
RM_VAKO_SHIFT_FOR_CR VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaling for Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 14 | Function Module |
RM_VAKO_SHIFT_FOR_IX VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Index Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 15 | Function Module |
RM_VAKO_SHIFT_FOR_RF VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift (Standard Variance) For Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 16 | Function Module |
RM_VAKO_SHIFT_FOR_WP VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 17 | Function Module |
RM_VAKO_SHIFT_FOR_YC VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Normalskalierter Shift für Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 18 | Function Module |
STATISTIKRECHNER_USEREXIT VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
Example Module for External Volatility and Correlation Calculation | FTBB |
EA-FINSERV |
EA-FINSERV |
| 19 | Function Module |
TV_DECAY_KORR_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
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User-Exit zur Berechnung der Korrelation mit Decayfaktor | FTB |
EA-FINSERV |
EA-FINSERV |
| 20 | Function Module |
TV_DECAY_VOLA_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
User-Exit zur Berechnung der Volatilität mit Decayfaktor | FTB |
EA-FINSERV |
EA-FINSERV |
| 21 | Function Module |
TV_FILL_TABLE_CALC_KORR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 22 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 23 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB |
EA-FINSERV |
EA-FINSERV |
| 24 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 25 | Function Module |
TV_FILL_TABLE_CALC_VOLA VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB |
EA-FINSERV |
EA-FINSERV |
| 26 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 27 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB |
EA-FINSERV |
EA-FINSERV |
| 28 | Function Module |
TV_FILL_TABLE_RF VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
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Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB |
EA-FINSERV |
EA-FINSERV |
| 29 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 30 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 31 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 32 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 33 | Function Module |
TV_INITIALIZE_VAKO VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Initialisierung der Varianz/Kovarianz Steuerung | FTB |
EA-FINSERV |
EA-FINSERV |
| 34 | Function Module |
TV_VAKO_CORRELATION_COMPUTE VALUE(UNWIND) LIKE JBRIHSDEF-UNWIND
|
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen | FTB |
EA-FINSERV |
EA-FINSERV |
| 35 | Function Module |
TV_VAKO_SHIFT_FOR_CR VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Währungskurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 36 | Function Module |
TV_VAKO_SHIFT_FOR_IX VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Indexkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 37 | Function Module |
TV_VAKO_SHIFT_FOR_WP VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Wertpapierkurse (ohne Funktion) | FTB |
EA-FINSERV |
EA-FINSERV |
| 38 | Function Module |
TV_VAKO_SHIFT_FOR_YC VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Zinsreferenz | FTB |
EA-FINSERV |
EA-FINSERV |
