Where Used List (Function Module) for SAP ABAP Table/Structure Field FTBBMATRIX-IDX2 (FTBBMATRIX)
SAP ABAP Table/Structure Field
FTBBMATRIX - IDX2 (FTBBMATRIX) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 |
RMMATH_DEFINITENESS_CHECK
|
This function module tests whether matrices are positive definite | ||||
| 2 |
RMMATH_GAUSSJORDAN_ELIMINATION
|
Gauss-Jordan Elimination for Solving a Linear System of Equations | ||||
| 3 |
RMMATH_JACOBI_TRANSFORMATION
|
Calculates Eigenvalues and Eigenvectors Using Jacobi Transformation | ||||
| 4 |
RMMATH_LEVENBERG_MINIMIZATION
|
Levenberg and Marquardt's Method for Finding a Minimum | ||||
| 5 |
RMMATH_SIMPLEX_MINIMIZATION
|
Nelder-Mead Method for Finding the Minimum | ||||
| 6 |
RMMD_CALIBRATE_HW_VOLATILITY
|
Determines Hull White Volatility Parameters by Calibrating Transaction | ||||
| 7 |
RMSTAT_REBONATO_ADJUST
|
Adjustment of Correlations | ||||
| 8 |
RM_GET_COVARIANCE_MATRIX
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | ||||
| 9 |
RM_MC_CHOLESKY
|
Generates the Cholesky decomposition of a matrix | ||||
| 10 |
RM_MC_CONVERT_MATRIX
|
Adjusts the row/column indexes of the matrix | ||||
| 11 |
RM_MC_GENERATE_SMC_RULES
|
Creates a simulated time series using structurized Monte Carlo | ||||
| 12 |
RM_MM_ASPBO_METHOD
|
Barwert von Average Spot Basket Optionen | ||||
| 13 |
RM_MOMENTS_CALC
|
Moment Calculation in Variance/Covariance VaR | ||||
| 14 |
RM_MOMENTS_CALC_FOR_PK
|
Calculation of the Moments for a Portfolio Node | ||||
| 15 |
RM_PROT_VAR_CORR
|
Writes Stock Data to Log | ||||
| 16 |
RM_PROT_VAR_DG_CORR
|
Logs Correlations for Moment Calculation | ||||
| 17 |
RM_VAKO_CORRELATION_COMPUTE
|
Calculation of Aggregated VaR From Elementary VaR via Correlations |