Where Used List (Function Module) for SAP ABAP Table/Structure Field JBRIHSDEF-UNWIND (JBRIHSDEF)
SAP ABAP Table/Structure Field JBRIHSDEF - UNWIND (JBRIHSDEF) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
1 | Function Module |
ISB_RM_BACK
|
IS-B: RM Backtesting | JBR | EA-FINSERV | EA-FINSERV |
2 | Function Module |
ISB_VARCALC_ABS_GUV
|
IS-B: RM VaR-Ermittlungs-Algorithmus: aus absoluten Gewinnen/Verlusten | JBR | EA-FINSERV | EA-FINSERV |
3 | Function Module |
ISB_VARCALC_ABS_GUV_VERS2
|
IS-B: RM VaR-Ermittlungs-Algorithmus: aus absoluten Gewinnen/Verlusten | JBR | EA-FINSERV | EA-FINSERV |
4 | Function Module |
ISB_VARCALC_GUV
|
IS-B: RM VaR-Ermittlungs-Algorithmus: aus Gewinnen/Verlusten | JBR | EA-FINSERV | EA-FINSERV |
5 | Function Module |
ISB_VARCALC_NORMALVERTEILUNG
|
IS-B: RM VaR-Ermittlungs-Algorithmus: nach Normalverteilungsannahme | JBR | EA-FINSERV | EA-FINSERV |
6 | Function Module |
ISB_VAR_RECHERCHE VALUE(HALTEDAUER) LIKE JBRHSSPARI-UNWIND
|
ALT ---- Aufbereiten des VaR-Ergebnisobjektes für die Recherche | JBR | EA-FINSERV | EA-FINSERV |
7 | Function Module |
RMSTAT_CALC_CORREL_FOR_FX
|
Calculation of Correlations | FTBB | EA-FINSERV | EA-FINSERV |
8 | Function Module |
RMSTAT_CALC_CORREL_FOR_FX REFERENCE(I_UPWIND) TYPE JBRIHSDEF-UNWIND
|
Calculation of Correlations | FTBB | EA-FINSERV | EA-FINSERV |
9 | Function Module |
RM_GET_COVARIANCE_MATRIX
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | FTBB | EA-FINSERV | EA-FINSERV |
10 | 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 |
11 | Function Module |
RM_GET_HISTORY_FOR_CR
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB | EA-FINSERV | EA-FINSERV |
12 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB | EA-FINSERV | EA-FINSERV |
13 | 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 |
14 | 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 |
15 | Function Module |
RM_GET_HISTORY_FOR_INDEX
|
Compile Historical Time Series of Index Price Changes | FTBB | EA-FINSERV | EA-FINSERV |
16 | 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 |
17 | Function Module |
RM_GET_HISTORY_FOR_IX
|
Compile Historical Time Series of Index Price Changes | FTBB | EA-FINSERV | EA-FINSERV |
18 | 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 |
19 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB | EA-FINSERV | EA-FINSERV |
20 | 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 |
21 | Function Module |
RM_GET_HISTORY_FOR_RF
|
Compile Historical Time Series of Risk Factor Changes | FTBB | EA-FINSERV | EA-FINSERV |
22 | Function Module |
RM_GET_HISTORY_FOR_SECURITY
|
Compile Historical Time Series of Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
23 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
24 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Compile Historical Time Series of Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
25 | Function Module |
RM_GET_HISTORY_FOR_WP
|
Compile Historical Time Series of Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
26 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(OFFSET) TYPE JBRIHSDEF-UNWIND
|
Historical Time Series of Interest Rates | FTBB | EA-FINSERV | EA-FINSERV |
27 | Function Module |
RM_GET_HISTORY_INTEREST_RATE
|
Historical Time Series of Interest Rates | FTBB | EA-FINSERV | EA-FINSERV |
28 | Function Module |
RM_GET_VOLA_FOR_RF
|
Determination of the Volatility of a Risk Factor | FTBB | EA-FINSERV | EA-FINSERV |
29 | Function Module |
RM_HSSPAR_FILL_FOR_SVA
|
RM: Füllen der Auswertungsparameter in der Einzelwertanalyse | JBR | EA-FINSERV | EA-FINSERV |
30 | Function Module |
RM_RH_BUFFER_RULE_FOR_VOLA
|
Structure of Volatility Rule Buffer for all Underlyings | FTBB | EA-FINSERV | EA-FINSERV |
31 | Function Module |
RM_SVA_SELECTIONS_CHECK
|
RM: Eingabeprüfung für Einzelwertanalyse | JBR | EA-FINSERV | EA-FINSERV |
32 | 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 |
33 | Function Module |
RM_VAKO_CORRELATION_COMPUTE
|
Calculation of Aggregated VaR From Elementary VaR via Correlations | FTBB | EA-FINSERV | EA-FINSERV |
34 | Function Module |
RM_VAKO_SHIFT_FOR_CR VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaling for Exchange Rates | FTBB | EA-FINSERV | EA-FINSERV |
35 | Function Module |
RM_VAKO_SHIFT_FOR_CR
|
Norm Scaling for Exchange Rates | FTBB | EA-FINSERV | EA-FINSERV |
36 | Function Module |
RM_VAKO_SHIFT_FOR_IX VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Index Rates | FTBB | EA-FINSERV | EA-FINSERV |
37 | Function Module |
RM_VAKO_SHIFT_FOR_IX
|
Norm Scaled Shift for Index Rates | FTBB | EA-FINSERV | EA-FINSERV |
38 | 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 |
39 | Function Module |
RM_VAKO_SHIFT_FOR_RF
|
Norm Scaled Shift (Standard Variance) For Risk Factors | FTBB | EA-FINSERV | EA-FINSERV |
40 | Function Module |
RM_VAKO_SHIFT_FOR_WP VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Norm Scaled Shift for Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
41 | Function Module |
RM_VAKO_SHIFT_FOR_WP
|
Norm Scaled Shift for Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
42 | Function Module |
RM_VAKO_SHIFT_FOR_YC VALUE(I_HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Normalskalierter Shift für Zinsreferenz | FTBB | EA-FINSERV | EA-FINSERV |
43 | Function Module |
RM_VAKO_SHIFT_FOR_YC
|
Normalskalierter Shift für Zinsreferenz | FTBB | EA-FINSERV | EA-FINSERV |
44 | Function Module |
RM_VAR_VAKO_GAMMA
|
Value at Risk: Variance/Covariance Delta-Gamma | FTBB | EA-FINSERV | EA-FINSERV |
45 | Function Module |
STATISTIKRECHNER_USEREXIT VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
Example Module for External Volatility and Correlation Calculation | FTBB | EA-FINSERV | EA-FINSERV |
46 | Function Module |
TV_BUFFER_HS_RULE_FOR_VOLA
|
Aufbau des Volaregelpuffers für alle Underlyings | FTB | EA-FINSERV | EA-FINSERV |
47 | Function Module |
TV_DECAY_KORR_CALC
|
User-Exit zur Berechnung der Korrelation mit Decayfaktor | FTB | EA-FINSERV | EA-FINSERV |
48 | Function Module |
TV_DECAY_KORR_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
User-Exit zur Berechnung der Korrelation mit Decayfaktor | FTB | EA-FINSERV | EA-FINSERV |
49 | Function Module |
TV_DECAY_VOLA_CALC VALUE(UPWIND) LIKE JBRIHSDEF-UNWIND
|
User-Exit zur Berechnung der Volatilität mit Decayfaktor | FTB | EA-FINSERV | EA-FINSERV |
50 | 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 |
51 | Function Module |
TV_FILL_TABLE_CALC_KORR
|
Füllt Tabelle und berechnet Korrelation von beliebigen Risikofaktoren | FTB | EA-FINSERV | EA-FINSERV |
52 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR
|
Füllt Tabellen und berechnet Korrelation für Währungen | FTB | EA-FINSERV | EA-FINSERV |
53 | 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 |
54 | 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 |
55 | Function Module |
TV_FILL_TABLE_CALC_KORR_CR_KEY
|
Füllt Tabellen und berechnet Zins/Währung Korrelation | FTB | EA-FINSERV | EA-FINSERV |
56 | 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 |
57 | Function Module |
TV_FILL_TABLE_CALC_KORR_KEY
|
Füllt Tabellen und rechnet Korrelation für Zinsen | FTB | EA-FINSERV | EA-FINSERV |
58 | 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 |
59 | Function Module |
TV_FILL_TABLE_CALC_VOLA
|
Füllt Tabelle und berechnet Volatilität für beliebige Risikofaktoren | FTB | EA-FINSERV | EA-FINSERV |
60 | Function Module |
TV_FILL_TABLE_CALC_VOLA_CR
|
Füllt Tabelle und berechnet Volatilität für Währung | FTB | EA-FINSERV | EA-FINSERV |
61 | 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 |
62 | Function Module |
TV_FILL_TABLE_CALC_VOLA_KEY
|
Füllt Tabelle unf rechnet Vola für Zinsraten | FTB | EA-FINSERV | EA-FINSERV |
63 | 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 |
64 | Function Module |
TV_FILL_TABLE_RF
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB | EA-FINSERV | EA-FINSERV |
65 | Function Module |
TV_FILL_TABLE_RF VALUE(POFFSET) LIKE JBRIHSDEF-UNWIND
|
Füllt Tabelle zur Berechnung von Vola und Korrelationen von bel. RF | FTB | EA-FINSERV | EA-FINSERV |
66 | Function Module |
TV_GET_HISTORY_FOR_CR
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
67 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
68 | Function Module |
TV_GET_HISTORY_FOR_IX
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
69 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
70 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB | EA-FINSERV | EA-FINSERV |
71 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB | EA-FINSERV | EA-FINSERV |
72 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(OFFSET) LIKE JBRIHSDEF-UNWIND
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
73 | Function Module |
TV_GET_HISTORY_FOR_WP
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB | EA-FINSERV | EA-FINSERV |
74 | Function Module |
TV_INITIALIZE_VAKO
|
Initialisierung der Varianz/Kovarianz Steuerung | FTB | EA-FINSERV | EA-FINSERV |
75 | Function Module |
TV_INITIALIZE_VAKO VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND
|
Initialisierung der Varianz/Kovarianz Steuerung | FTB | EA-FINSERV | EA-FINSERV |
76 | Function Module |
TV_VAKO_CORRELATION_COMPUTE
|
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen | FTB | EA-FINSERV | EA-FINSERV |
77 | 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 |
78 | Function Module |
TV_VAKO_SHIFT_FOR_CR VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Währungskurse | FTB | EA-FINSERV | EA-FINSERV |
79 | Function Module |
TV_VAKO_SHIFT_FOR_CR
|
Normalskalierter Shift für Währungskurse | FTB | EA-FINSERV | EA-FINSERV |
80 | Function Module |
TV_VAKO_SHIFT_FOR_IX VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Indexkurse | FTB | EA-FINSERV | EA-FINSERV |
81 | Function Module |
TV_VAKO_SHIFT_FOR_IX
|
Normalskalierter Shift für Indexkurse | FTB | EA-FINSERV | EA-FINSERV |
82 | Function Module |
TV_VAKO_SHIFT_FOR_WP VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Wertpapierkurse (ohne Funktion) | FTB | EA-FINSERV | EA-FINSERV |
83 | Function Module |
TV_VAKO_SHIFT_FOR_YC VALUE(HALTEDAUER) LIKE JBRIHSDEF-UNWIND OPTIONAL
|
Normalskalierter Shift für Zinsreferenz | FTB | EA-FINSERV | EA-FINSERV |
84 | Function Module |
TV_VAKO_SHIFT_FOR_YC
|
Normalskalierter Shift für Zinsreferenz | FTB | EA-FINSERV | EA-FINSERV |