SAP ABAP Table/Structure Field JBRIHSDEF - HISTORY (JBRIHSDEF) is used by

• Class (1)
• Function Module (80)
• Program (21)

#	Object Type	Object Name	Object Description	Package	Structure Package	Software Component
1	Function Module	ISB_AKKU_RISK_HIERARCHY	Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts	JBR	EA-FINSERV	EA-FINSERV
2	Function Module	ISB_AKKU_RISK_HIERARCHY_SINGLE	Fortschreibung der RH mit Barwerten für einzelne Objekte, ohne Akkumul.	JBR	EA-FINSERV	EA-FINSERV
3	Function Module	ISB_RM_BACK	IS-B: RM Backtesting	JBR	EA-FINSERV	EA-FINSERV
4	Function Module	ISB_VARCALC_ABS_GUV	IS-B: RM VaR-Ermittlungs-Algorithmus: aus absoluten Gewinnen/Verlusten	JBR	EA-FINSERV	EA-FINSERV
5	Function Module	ISB_VARCALC_ABS_GUV_VERS2	IS-B: RM VaR-Ermittlungs-Algorithmus: aus absoluten Gewinnen/Verlusten	JBR	EA-FINSERV	EA-FINSERV
6	Function Module	ISB_VARCALC_GUV	IS-B: RM VaR-Ermittlungs-Algorithmus: aus Gewinnen/Verlusten	JBR	EA-FINSERV	EA-FINSERV
7	Function Module	ISB_VARCALC_NORMALVERTEILUNG	IS-B: RM VaR-Ermittlungs-Algorithmus: nach Normalverteilungsannahme	JBR	EA-FINSERV	EA-FINSERV
8	Function Module	ISB_VAR_CALC	IS-B: RM VaR-Kalkulation	JBR	EA-FINSERV	EA-FINSERV
9	Function Module	MONTE_CARLO_USEREXIT_STEP_2 VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY	Example Module for Generating Independent Normally Distributed Samples	FTBB	EA-FINSERV	EA-FINSERV
10	Function Module	RM_BDS_SAVE_SIMULATION	BDS: Simulierte Barwertänderungen und VaR sichern	JBR	EA-FINSERV	EA-FINSERV
11	Function Module	RM_BDS_SAVE_SIMULATION_10	BDS: Simulierte Barwertänderungen und VaR sichern	JBR	EA-FINSERV	EA-FINSERV
12	Function Module	RM_GET_HISTORY_FOR_CR VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Relative Exchange Rate Changes	FTBB	EA-FINSERV	EA-FINSERV
13	Function Module	RM_GET_HISTORY_FOR_CR	Compile Historical Time Series of Relative Exchange Rate Changes	FTBB	EA-FINSERV	EA-FINSERV
14	Function Module	RM_GET_HISTORY_FOR_CURRENCY	Compile Historical Time Series of Relative Exchange Rate Changes	FTBB	EA-FINSERV	EA-FINSERV
15	Function Module	RM_GET_HISTORY_FOR_CURRENCY VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Relative Exchange Rate Changes	FTBB	EA-FINSERV	EA-FINSERV
16	Function Module	RM_GET_HISTORY_FOR_INDEX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Index Price Changes	FTBB	EA-FINSERV	EA-FINSERV
17	Function Module	RM_GET_HISTORY_FOR_INDEX	Compile Historical Time Series of Index Price Changes	FTBB	EA-FINSERV	EA-FINSERV
18	Function Module	RM_GET_HISTORY_FOR_IX	Compile Historical Time Series of Index Price Changes	FTBB	EA-FINSERV	EA-FINSERV
19	Function Module	RM_GET_HISTORY_FOR_IX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Index Price Changes	FTBB	EA-FINSERV	EA-FINSERV
20	Function Module	RM_GET_HISTORY_FOR_KEYRATE VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates	FTBB	EA-FINSERV	EA-FINSERV
21	Function Module	RM_GET_HISTORY_FOR_KEYRATE	Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates	FTBB	EA-FINSERV	EA-FINSERV
22	Function Module	RM_GET_HISTORY_FOR_RF VALUE(I_HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Risk Factor Changes	FTBB	EA-FINSERV	EA-FINSERV
23	Function Module	RM_GET_HISTORY_FOR_RF	Compile Historical Time Series of Risk Factor Changes	FTBB	EA-FINSERV	EA-FINSERV
24	Function Module	RM_GET_HISTORY_FOR_SECURITY	Compile Historical Time Series of Security Prices	FTBB	EA-FINSERV	EA-FINSERV
25	Function Module	RM_GET_HISTORY_FOR_SECURITY VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Security Prices	FTBB	EA-FINSERV	EA-FINSERV
26	Function Module	RM_GET_HISTORY_FOR_WP	Compile Historical Time Series of Security Prices	FTBB	EA-FINSERV	EA-FINSERV
27	Function Module	RM_GET_HISTORY_FOR_WP VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Compile Historical Time Series of Security Prices	FTBB	EA-FINSERV	EA-FINSERV
28	Function Module	RM_GET_HISTORY_INTEREST_RATE VALUE(HISTORY) TYPE JBRIHSDEF-HISTORY	Historical Time Series of Interest Rates	FTBB	EA-FINSERV	EA-FINSERV
29	Function Module	RM_GET_HISTORY_INTEREST_RATE	Historical Time Series of Interest Rates	FTBB	EA-FINSERV	EA-FINSERV
30	Function Module	RM_HSSPAR_FILL_FOR_SVA	RM: Füllen der Auswertungsparameter in der Einzelwertanalyse	JBR	EA-FINSERV	EA-FINSERV
31	Function Module	RM_MC_GENERATE_BOOTSTRAP_RULES	OBSOLETE Creates a simulated time series by bootstrapping	FTBB	EA-FINSERV	EA-FINSERV
32	Function Module	RM_MC_GENERATE_FIXED_VECTOR VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY	Generates discretion for cumulated normal distribution function	FTBB	EA-FINSERV	EA-FINSERV
33	Function Module	RM_MC_GENERATE_FIXED_VECTOR	Generates discretion for cumulated normal distribution function	FTBB	EA-FINSERV	EA-FINSERV
34	Function Module	RM_MC_GENERATE_LIKE_HISI	Creates a test time series (for comparison with historical simulation)	FTBB	EA-FINSERV	EA-FINSERV
35	Function Module	RM_MC_ND_SERIE_BOX_MULLER	Generates a normally distributed sample (V=1 M=0) using Box-Muller	FTBB	EA-FINSERV	EA-FINSERV
36	Function Module	RM_MC_ND_SERIE_BOX_MULLER VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY	Generates a normally distributed sample (V=1 M=0) using Box-Muller	FTBB	EA-FINSERV	EA-FINSERV
37	Function Module	RM_MC_ND_SERIE_IND_BOX_MULLER	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
38	Function Module	RM_MC_ND_SERIE_IND_BOX_MULLER VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
39	Function Module	RM_MC_ND_SERIE_IND_SG	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
40	Function Module	RM_MC_ND_SERIE_IND_SG VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
41	Function Module	RM_MC_ND_SERIE_IND_TREE	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
42	Function Module	RM_MC_ND_SERIE_IND_TREE VALUE(I_SIZE_TIMESSERIE) LIKE JBRIHSDEF-HISTORY	Generates indep. normally distributed sample vector (Var=1, Avg=0 Corr=0)	FTBB	EA-FINSERV	EA-FINSERV
43	Function Module	RM_MC_ND_SERIE_SG VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY	Generates a normally distributed sample (variance = 1, average = 0)	FTBB	EA-FINSERV	EA-FINSERV
44	Function Module	RM_MC_ND_SERIE_SG	Generates a normally distributed sample (variance = 1, average = 0)	FTBB	EA-FINSERV	EA-FINSERV
45	Function Module	RM_MC_ND_SERIE_TREE	Generates a normally distributed sample (variance = 1, average = 0)	FTBB	EA-FINSERV	EA-FINSERV
46	Function Module	RM_MC_ND_SERIE_TREE VALUE(I_STICHPROBEN_UMFANG) LIKE JBRIHSDEF-HISTORY	Generates a normally distributed sample (variance = 1, average = 0)	FTBB	EA-FINSERV	EA-FINSERV
47	Function Module	RM_MC_VAR_COMPUTE	Special Aggregation for Monte Carlo Simulation	FTBB	EA-FINSERV	EA-FINSERV
48	Function Module	RM_NPV_DETAIL	Individual Evaluation: Net Present Value/Net Present Value Differences	FTBB	EA-FINSERV	EA-FINSERV
49	Function Module	RM_RE_INITIALIZE	Initialize Shift Rules	FTBB	EA-FINSERV	EA-FINSERV
50	Function Module	RM_RH_BUFFER_RULE_FOR_VOLA	Structure of Volatility Rule Buffer for all Underlyings	FTBB	EA-FINSERV	EA-FINSERV
51	Function Module	RM_RH_INITIALIZE	Initialize Rule Buffer for Risk Hierarchy	FTBB	EA-FINSERV	EA-FINSERV
52	Function Module	TV_AGGREGATE_RISK_HIERARCHY	Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts	FTB	EA-FINSERV	EA-FINSERV
53	Function Module	TV_BUFFER_HS_RULE_FOR_VOLA	Aufbau des Volaregelpuffers für alle Underlyings	FTB	EA-FINSERV	EA-FINSERV
54	Function Module	TV_DELTA_POSITION_MAPPING VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Barwertänderungen aus Deltapositionen entlang der Risikohierarchie OBSOLET	FTB	EA-FINSERV	EA-FINSERV
55	Function Module	TV_FILL_HISTORY_RULES	Aufbauen des Regelpuffer für die historische Simulation	FTB	EA-FINSERV	EA-FINSERV
56	Function Module	TV_FILL_TABLE_CALC_KORR	Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren	FTB	EA-FINSERV	EA-FINSERV
57	Function Module	TV_FILL_TABLE_CALC_KORR_CR VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabellen und berechnet Korrelation für Währungen	FTB	EA-FINSERV	EA-FINSERV
58	Function Module	TV_FILL_TABLE_CALC_KORR_CR	Füllt Tabellen und berechnet Korrelation für Währungen	FTB	EA-FINSERV	EA-FINSERV
59	Function Module	TV_FILL_TABLE_CALC_KORR_CR_KEY	Füllt Tabellen und berechnet Zins/Währung Korrelation	FTB	EA-FINSERV	EA-FINSERV
60	Function Module	TV_FILL_TABLE_CALC_KORR_CR_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabellen und berechnet Zins/Währung Korrelation	FTB	EA-FINSERV	EA-FINSERV
61	Function Module	TV_FILL_TABLE_CALC_KORR_KEY	Füllt Tabellen und rechnet Korrelation für Zinsen	FTB	EA-FINSERV	EA-FINSERV
62	Function Module	TV_FILL_TABLE_CALC_KORR_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabellen und rechnet Korrelation für Zinsen	FTB	EA-FINSERV	EA-FINSERV
63	Function Module	TV_FILL_TABLE_CALC_VOLA	Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren	FTB	EA-FINSERV	EA-FINSERV
64	Function Module	TV_FILL_TABLE_CALC_VOLA_CR	Füllt Tabelle und berechnet Volatilität für Währung	FTB	EA-FINSERV	EA-FINSERV
65	Function Module	TV_FILL_TABLE_CALC_VOLA_CR VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabelle und berechnet Volatilität für Währung	FTB	EA-FINSERV	EA-FINSERV
66	Function Module	TV_FILL_TABLE_CALC_VOLA_KEY VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabelle unf rechnet Vola für Zinsraten	FTB	EA-FINSERV	EA-FINSERV
67	Function Module	TV_FILL_TABLE_CALC_VOLA_KEY	Füllt Tabelle unf rechnet Vola für Zinsraten	FTB	EA-FINSERV	EA-FINSERV
68	Function Module	TV_FILL_TABLE_RF	Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF	FTB	EA-FINSERV	EA-FINSERV
69	Function Module	TV_FILL_TABLE_RF VALUE(PHIST) LIKE JBRIHSDEF-HISTORY	Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF	FTB	EA-FINSERV	EA-FINSERV
70	Function Module	TV_GET_HISTORY_FOR_CR	Historische Zeitreihe von relativen Währungskursänderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
71	Function Module	TV_GET_HISTORY_FOR_CR VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Historische Zeitreihe von relativen Währungskursänderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
72	Function Module	TV_GET_HISTORY_FOR_IX	Historische Zeitreihe von Indexkursänderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
73	Function Module	TV_GET_HISTORY_FOR_IX VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Historische Zeitreihe von Indexkursänderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
74	Function Module	TV_GET_HISTORY_FOR_KEYRATE	Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen	FTB	EA-FINSERV	EA-FINSERV
75	Function Module	TV_GET_HISTORY_FOR_KEYRATE VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen	FTB	EA-FINSERV	EA-FINSERV
76	Function Module	TV_GET_HISTORY_FOR_WP VALUE(HISTORY) LIKE JBRIHSDEF-HISTORY	Historische Zeitreihe von Wertpapieränderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
77	Function Module	TV_GET_HISTORY_FOR_WP	Historische Zeitreihe von Wertpapieränderungen aufbauen	FTB	EA-FINSERV	EA-FINSERV
78	Function Module	TV_PV_POSITION	Barwertposition pro Risikofaktor ermitteln	FTB	EA-FINSERV	EA-FINSERV
79	Function Module	TV_VAR_COMPUTE	VaR aus Verteilung einer Stichprobe bestimmen	FTB	EA-FINSERV	EA-FINSERV
80	Function Module	TV_VAR_VARIANCE_COVARIANCE	Varianz/Kovarianz Verfahren	FTB	EA-FINSERV	EA-FINSERV