Where Used List (Function Module) for SAP ABAP Table/Structure Field JBRGLPAR-WAERS (JBRGLPAR)
SAP ABAP Table/Structure Field
JBRGLPAR - WAERS (JBRGLPAR) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
AIS_HSSPAR_FILL_FOR_SVA
|
CFA: Filling of Evaluation Parameters in Single Value Analysis | ![]() |
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2 | ![]() |
AIS_SVA_CASHMANAGEMENT
|
Select Cash Management Data and Prepare for Display | ![]() |
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3 | ![]() |
AIS_SVA_FX_EXPOSURE
|
CFA: Single Value Analysis: Valuation and Display (FX Exposure) | ![]() |
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4 | ![]() |
AIS_SVA_FX_EXPOSURE_SS
|
FX-Exposure - Valuation and Display of Single Items | ![]() |
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5 | ![]() |
AIS_SVA_SENSI
|
CFA: Single Value Analysis: Val. + Display (Mac, F-W, Convexity, BPValue) | ![]() |
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6 | ![]() |
AIS_SVPL_CALCULATE_CASHFLOW
|
RM: Cashflow-Kalkulation für P/L-Analyse | ![]() |
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7 | ![]() |
AIS_SVPL_CALCULATE_YIELDS
|
Renditeberechnung für PL-analyse | ![]() |
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8 | ![]() |
AIS_SVPL_CALCULATE_YIELDS1
|
AIS_SVPL_CALCULATE_YIELDS1 | ![]() |
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9 | ![]() |
AIS_SVPL_SELECTIONS_CHECK
|
RM: Eingabeprüfung für Profit/Loss Analyse | ![]() |
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10 | ![]() |
AIS_SVPL_SELECT_CF_FOR_YLDCAL
|
AIS_SVPL_SELECT_CF_FOR_YLDCAL | ![]() |
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11 | ![]() |
ALM_EVAL_DEFAULT_GUV_VALUES
|
ALM Supply of Default Values for Valuation Structure for P+L Evaluation | ![]() |
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12 | ![]() |
ALM_EVAL_FINANCIAL_INSTRUMENTS
|
ALM Determination of Basic Key Figures for P+L Evaluation | ![]() |
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13 | ![]() |
BW_DATA_GET_XXXX
|
IS-B: RM Datenbeschaffung Barwert - generisches Reporting | ![]() |
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14 | ![]() |
ISB_AKKU_BW_HS_DELTA
|
Addition des Portfoliobarwerts auf die Deltapositionen | ![]() |
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15 | ![]() |
ISB_AKKU_RISK_HIERARCHY
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | ![]() |
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16 | ![]() |
ISB_AKKU_RISK_HIERARCHY_SINGLE
|
Fortschreibung der RH mit Barwerten für einzelne Objekte, ohne Akkumul. | ![]() |
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17 | ![]() |
ISB_BUILD_LIQUIDATION_SCENARIO
|
IS-B: RM Liquidationsszenario verarbeiten | ![]() |
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18 | ![]() |
ISB_CF_BARWERT
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | ![]() |
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19 | ![]() |
ISB_CF_BARWERT VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | ![]() |
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20 | ![]() |
ISB_EVAL_RISK
|
Risk-Management Auswertungen | ![]() |
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21 | ![]() |
ISB_GAP_BERMUDA_ANALYZER
|
Analyse-Baustein für Bermuda-Optionen | ![]() |
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22 | ![]() |
ISB_GAP_OPTION_ANALYZER
|
IS-B: RM Gap-Analyse-Baustein Optionen (OTC und handelbare) | ![]() |
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23 | ![]() |
ISB_OR_PRICING_01
|
Pricing: Bar- u Marktwert, Delta, Gamma, Vega, Duration, Mod.Duration | ![]() |
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24 | ![]() |
ISB_RM_BACK
|
IS-B: RM Backtesting | ![]() |
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25 | ![]() |
ISB_RM_BARWERT
|
IS-B: RM Barwertauswertung | ![]() |
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26 | ![]() |
ISB_RM_LZB_BARWERT
|
IS-B: RM Barwertauswertung in Laufzeitbaendern | ![]() |
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27 | ![]() |
ISB_RM_VAR
|
IS-B: RM Value at Risk | ![]() |
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28 | ![]() |
ISB_RM_VAR_STAND
|
IS-B: RM Value at Risk auf gesicherten Ständen | ![]() |
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29 | ![]() |
KL_BK_CALC_PRESENT_VAL_SINGLE
|
Call of NPV Calculation - Single Record Processing | ![]() |
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30 | ![]() |
KL_NAC_GET_FOBJ_FOR_REP_REPOS
|
Determination of Financial Objects for REP/REPOS Generation | ![]() |
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31 | ![]() |
KL_NAC_T6_CALC
|
Calculate Nominal Value and NPV of Underlying of FX Option | ![]() |
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32 | ![]() |
RMSVA_PROFIT_LOSS_ANALYSIS
|
Einzelwertanalyse Profit & Loss (Transaction AISPL) | ![]() |
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33 | ![]() |
RM_BDS_VAR
|
BDS: Value-at-Risk mit Datensicherung | ![]() |
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34 | ![]() |
RM_COMPLEX_SEC_TYPE_METHOD
|
Method Module for Complex Classes | ![]() |
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35 | ![]() |
RM_FGDT_RESELECT_WITH_FWD_RATE
|
Neuselektion von variablen Bewegungen zu FGDT (Annuitäten) | ![]() |
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36 | ![]() |
RM_FIMA_BASIS
|
RM-FIMA: Valuation Method with Rules for Basis FGETs | ![]() |
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37 | ![]() |
RM_FIMA_EVAL
|
RM-FIMA: Call of All Evaluation Categories | ![]() |
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38 | ![]() |
RM_FIMA_EXTERN
|
RM-FIMA: Call External Price Calculator | ![]() |
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39 | ![]() |
RM_FIMA_VAR
|
RM-FIMA: Net Present Value Method with Risk Hierarchy Rules (VaR) | ![]() |
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40 | ![]() |
RM_HSSPAR_FILL_FOR_SVA
|
RM: Füllen der Auswertungsparameter in der Einzelwertanalyse | ![]() |
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41 | ![]() |
RM_MC_VAR_COMPUTE
|
Special Aggregation for Monte Carlo Simulation | ![]() |
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42 | ![]() |
RM_NPV_BACK
|
Net Present Value Evaluation: Back Testing | ![]() |
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43 | ![]() |
RM_NPV_GRID
|
Net Present Value Evaluation: Grid Analysis | ![]() |
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44 | ![]() |
RM_NPV_LZB
|
Net Present Value Evaluation: Maturity Bands | ![]() |
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45 | ![]() |
RM_NPV_RULES
|
Net Present Value Evaluation: External Rules | ![]() |
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46 | ![]() |
RM_NPV_SENS
|
Net Present Value Evaluation: Sensitivities | ![]() |
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47 | ![]() |
RM_RA_EVAL_RECORD
|
Risk Analyzer: Evaluation for Generation of Individual Records (AV1) | ![]() |
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48 | ![]() |
RM_RH_INITIALIZE
|
Initialize Rule Buffer for Risk Hierarchy | ![]() |
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49 | ![]() |
RM_SINGLE_VALUE_ANALYSIS
|
RM: Einzelwertanalyse (Bewertung und Anzeige) | ![]() |
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50 | ![]() |
RM_SVA_SELECTIONS_CHECK
|
RM: Eingabeprüfung für Einzelwertanalyse | ![]() |
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51 | ![]() |
RM_VAR_SELECTIONS_CHECK
|
RM: Eingabeprüfung für Value at Risk | ![]() |
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52 | ![]() |
RM_VAR_VAKO_G_CALCULATOR
|
Calculation of VaR Using Cornish Fischer Using Contract Moments | ![]() |
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53 | ![]() |
TV_AGGREGATE_RISK_HIERARCHY VALUE(WAEHR) LIKE JBRGLPAR-WAERS
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | ![]() |
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54 | ![]() |
TV_AGGREGATE_RISK_HIERARCHY
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | ![]() |
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55 | ![]() |
TV_DELTA_POSITION_MAPPING VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
Barwertänderungen aus Deltapositionen entlang der Risikohierarchie OBSOLET | ![]() |
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56 | ![]() |
TV_EVAL_RISK
|
Risk-Management Auswertungen | ![]() |
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57 | ![]() |
TV_INITIALIZE_HS_RULES
|
Initialisierung der Pufferbereiche für historische Simulation | ![]() |
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58 | ![]() |
TV_RM_FIMA_FRA VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für FRAs | ![]() |
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59 | ![]() |
TV_RM_FIMA_FRA
|
RM-FIMA für FRAs | ![]() |
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60 | ![]() |
TV_RM_FIMA_OPTION_WITH_UL VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für Bondoptionen und Swaptions | ![]() |
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61 | ![]() |
TV_RM_FIMA_OPTION_WITH_UL
|
RM-FIMA für Bondoptionen und Swaptions | ![]() |
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62 | ![]() |
TV_RM_FIMA_SWAP
|
RM-FIMA für Swaps | ![]() |
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63 | ![]() |
TV_RM_FIMA_SWAP VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für Swaps | ![]() |
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64 | ![]() |
TV_VAR_VARIANCE_COVARIANCE
|
Varianz/Kovarianz Verfahren | ![]() |
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