Where Used List (Function Module) for SAP ABAP Table/Structure Field JBRREG-REGELID (JBRREG)
SAP ABAP Table/Structure Field
JBRREG - REGELID (JBRREG) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 |
AIS_SENSI_DETAIL
|
Calcn of Macaulay Duration and Net Present Values for Each Financial Obj. | ||||
| 2 |
FX_OPTION_METHODS
|
Steuerung der Optionsmethodenrechner | ||||
| 3 |
FX_TERMIN_METHODS
|
Steuerung des Terminmethodenrechners | ||||
| 4 |
ISB_CF_BARWERT
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | ||||
| 5 |
ISB_GAP_ANALYSIS
|
IS-B: RM Analysis of Risk Objects | ||||
| 6 |
ISB_OR_PRICING_01
|
Pricing: Bar- u Marktwert, Delta, Gamma, Vega, Duration, Mod.Duration | ||||
| 7 |
ISB_RM_AKTIEN_INDEX_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien | ||||
| 8 |
ISB_RM_FUTURE_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | ||||
| 9 |
ISB_RM_NOT_AGGR_WP_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien/Aktienderiv. | ||||
| 10 |
RM_COMPLEX_ACCR_INTR_CALC
|
Accd Int. Calculation from Security/Loan Shares of Complex Classes | ||||
| 11 |
RM_COMPLEX_BOND_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | ||||
| 12 |
RM_COMPLEX_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | ||||
| 13 |
RM_COMPLEX_OPTION_METHOD
|
Method Module for Complex Options for Loans and Bonds | ||||
| 14 |
RM_COMPLEX_OPTION_STRIKE_CALC
|
Calculation of Strike of a Complex Option on the Horizon | ||||
| 15 |
RM_COMPLEX_SEC_TYPE_METHOD
|
Method Module for Complex Classes | ||||
| 16 |
RM_COMPLEX_SEC_TYPE_RATE_CALC
|
Valutaion of a Complex Class via the Securities Rate | ||||
| 17 |
RM_DEVISEN_OPTION_BARWERT
|
NPV of FX Options: Methods 100, 101, 300, 310 | ||||
| 18 |
RM_DEVISEN_OPTION_CASHFLOW
|
NPV of FX Options: Method 400 | ||||
| 19 |
RM_DEVISEN_OPTION_METHODS
|
Method Module for Foreign Currency Options | ||||
| 20 |
RM_DEVISEN_OPTION_SCHNITTKURS
|
NPV for FX Options: Method 200 | ||||
| 21 |
RM_FIMA_EXTERN
|
RM-FIMA: Call External Price Calculator | ||||
| 22 |
RM_FIMA_NPV
|
RM-FIMA: Net Present Value with Rules and Scenarios | ||||
| 23 |
RM_FIMA_NPV_DETAIL
|
RM-FIMA: Net Present Value with Ruels for Single Transaction Valuation | ||||
| 24 |
RM_FIMA_NPV_LZB
|
RM-FIMA: Net Present Value with Rules and Scenarios | ||||
| 25 |
RM_FIMA_NPV_RA
|
RM-FIMA: Net Present Value for Risk Analyzer | ||||
| 26 |
RM_FIMA_VAR
|
RM-FIMA: Net Present Value Method with Risk Hierarchy Rules (VaR) | ||||
| 27 |
RM_FUTURE_MARGIN_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | ||||
| 28 |
RM_GAP_CALC
|
Gets the original gap analysis results | ||||
| 29 |
RM_GET_HISTORY_FOR_CR VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Relative Exchange Rate Changes | ||||
| 30 |
RM_GET_HISTORY_FOR_CR
|
Compile Historical Time Series of Relative Exchange Rate Changes | ||||
| 31 |
RM_GET_HISTORY_FOR_CURRENCY VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Relative Exchange Rate Changes | ||||
| 32 |
RM_GET_HISTORY_FOR_CURRENCY
|
Compile Historical Time Series of Relative Exchange Rate Changes | ||||
| 33 |
RM_GET_HISTORY_FOR_INDEX
|
Compile Historical Time Series of Index Price Changes | ||||
| 34 |
RM_GET_HISTORY_FOR_INDEX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Index Price Changes | ||||
| 35 |
RM_GET_HISTORY_FOR_IX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Index Price Changes | ||||
| 36 |
RM_GET_HISTORY_FOR_IX
|
Compile Historical Time Series of Index Price Changes | ||||
| 37 |
RM_GET_HISTORY_FOR_KEYRATE
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | ||||
| 38 |
RM_GET_HISTORY_FOR_KEYRATE VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | ||||
| 39 |
RM_GET_HISTORY_FOR_RF VALUE(I_REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Risk Factor Changes | ||||
| 40 |
RM_GET_HISTORY_FOR_RF
|
Compile Historical Time Series of Risk Factor Changes | ||||
| 41 |
RM_GET_HISTORY_FOR_SECURITY
|
Compile Historical Time Series of Security Prices | ||||
| 42 |
RM_GET_HISTORY_FOR_SECURITY VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Security Prices | ||||
| 43 |
RM_GET_HISTORY_FOR_WP
|
Compile Historical Time Series of Security Prices | ||||
| 44 |
RM_GET_HISTORY_FOR_WP VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Security Prices | ||||
| 45 |
RM_GET_HISTORY_INTEREST_RATE VALUE(REGELBASIS) TYPE JBRREG-REGELID OPTIONAL
|
Historical Time Series of Interest Rates | ||||
| 46 |
RM_GET_HISTORY_INTEREST_RATE
|
Historical Time Series of Interest Rates | ||||
| 47 |
RM_MC_VAR_COMPUTE
|
Special Aggregation for Monte Carlo Simulation | ||||
| 48 |
RM_MD_CR_READ_SEQUENCE
|
Interpolate Exchange Rates from Scenario Flow | ||||
| 49 |
RM_MD_IX_READ_SEQUENCE
|
Interpolate Index Statuses from Scencario Flow | ||||
| 50 |
RM_MD_VOLA_CR_READ_SEQUENCE
|
Interpolate Forex Rate Volatilities from Scenario Flow | ||||
| 51 |
RM_MD_VOLA_IR_READ_SEQUENCE
|
Interpolate Interest Volatilities from Scenario Flow | ||||
| 52 |
RM_MD_VOLA_IX_READ_SEQUENCE
|
Interpolate Index Volatilities from Scenario Flow | ||||
| 53 |
RM_MD_VOLA_READ_REAL
|
Read Volatilities from Cache | ||||
| 54 |
RM_MD_VOLA_WP_READ_SEQUENCE
|
Interpolate Securities Volatilities from Scenario Flow | ||||
| 55 |
RM_MD_WP_READ_SEQUENCE
|
Interpolate Securities Prices from Scenario Flow | ||||
| 56 |
RM_MD_YC_READ_SEQUENCE
|
Interpolate Yield Curve from Scenarion Flow | ||||
| 57 |
RM_MD_YIELDS
|
Interface to Market Database - Yield Curves and Interest Rates | ||||
| 58 |
RM_MM_ASPBO_METHOD
|
Barwert von Average Spot Basket Optionen | ||||
| 59 |
RM_MM_BALANCE_METHOD
|
Methodenbaustein für Zinsinstrumente | ||||
| 60 |
RM_MM_BOND_FORWARD_METHOD
|
Methodenbaustein für Bond-Forwards | ||||
| 61 |
RM_MM_CAP_FLOOR_METHOD
|
Methodenbaustein für Caps/Floors | ||||
| 62 |
RM_MM_COMPOUND_INTEREST_CALC
|
thesaurierende Zinsen werden zur Fälligkeit zusammengefaßt | ||||
| 63 |
RM_MM_CONVEXITY_ADJUSTMENT
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | ||||
| 64 |
RM_MM_FRA_METHOD
|
Methodenbaustein für FRA's | ||||
| 65 |
RM_MM_FVA_METHOD
|
Barwert von Forward Volatility Agreement | ||||
| 66 |
RM_MM_GENERAL_INTEREST_METHOD
|
Methodenbaustein für Zinsinstrumente | ||||
| 67 |
RM_MM_GENERAL_STOCK_METHOD
|
Methodenbaustein für Aktieninstrumente | ||||
| 68 |
RM_MM_INT_STOCK_OPTION_METHOD
|
Methodenbaustein für Optionen auf Bond, FRA, Swap, Aktien | ||||
| 69 |
RM_MM_IR_MODELS_FOR_CAP_FLOOR
|
Zinsstrukturmodelle, Aufrufbaustein für Caps und Floors | ||||
| 70 |
RM_MM_IR_MODELS_FOR_OPTIONS
|
Zinsstrukturmodelle für Optionen auf Zinsgeschäfte | ||||
| 71 |
RM_MM_REPO_METHOD
|
Methodenbaustein für Repo | ||||
| 72 |
RM_MM_TRADEABLE_TREATY_METHOD
|
Methodenbaustein für börsengehandelte Derivate | ||||
| 73 |
RM_NPV_DETAIL
|
Individual Evaluation: Net Present Value/Net Present Value Differences | ||||
| 74 |
RM_NPV_GRID
|
Net Present Value Evaluation: Grid Analysis | ||||
| 75 |
RM_NPV_LZB
|
Net Present Value Evaluation: Maturity Bands | ||||
| 76 |
RM_NPV_RULES
|
Net Present Value Evaluation: External Rules | ||||
| 77 |
RM_PROT_PRICE_CALC_RESULTS
|
Summary of Net Present Value of Price Calculator | ||||
| 78 |
RM_RH_APPLY_RULE_TO_CCYC
|
Apply Shift Rules to Continuous Compounding Yield Curves | ||||
| 79 |
RM_RH_APPLY_RULE_TO_CR
|
Apply Shift Rules to Exchange Rates | ||||
| 80 |
RM_RH_APPLY_RULE_TO_IR
|
Apply Shift Rules to Single Interest Rates (Interpolated Shifts) | ||||
| 81 |
RM_RH_APPLY_RULE_TO_IX
|
Apply Shift Rules to Security Index | ||||
| 82 |
RM_RH_APPLY_RULE_TO_RF
|
Apply Shift Rules to Risk Factor Values | ||||
| 83 |
RM_RH_APPLY_RULE_TO_VOLA
|
Apply Shift Rules to Volatilities for All Underlyings | ||||
| 84 |
RM_RH_APPLY_RULE_TO_WP
|
Apply Shift Rules to Security Prices | ||||
| 85 |
RM_RH_APPLY_RULE_TO_YC
|
Apply Shift Rules to Yield Curves (Interpolated) | ||||
| 86 |
RM_RH_BUFFER_RULE_FOR_VOLA
|
Structure of Volatility Rule Buffer for all Underlyings | ||||
| 87 |
RM_RH_FILL_RULES
|
Return Shift Rules for Historical Simulation | ||||
| 88 |
RM_RH_GET_SHIFT_NEXT_CURSOR VALUE(REGELID) LIKE JBRREG-REGELID
|
Get Additive Shift for a Rule and Set Static Cursor | ||||
| 89 |
RM_RH_GET_SHIFT_NEXT_CURSOR
|
Get Additive Shift for a Rule and Set Static Cursor | ||||
| 90 |
RM_RH_GET_SHIFT_SET_CURSOR VALUE(REGELID) LIKE JBRREG-REGELID OPTIONAL
|
Get Additive Shift for a Rule and Set Static Cursor | ||||
| 91 |
RM_RH_GET_SHIFT_SET_CURSOR
|
Get Additive Shift for a Rule and Set Static Cursor | ||||
| 92 |
RM_RH_RULE_DECOMPOSITION VALUE(REGELID) LIKE JBRREG-REGELID
|
Complete Risk Hierarchy with Nodes That Have Not Been Calculated | ||||
| 93 |
RM_RH_RULE_DECOMPOSITION
|
Complete Risk Hierarchy with Nodes That Have Not Been Calculated | ||||
| 94 |
RM_TERMIN_SCHNITTKURS
|
Average Rate for Forward Exchange Transaction: Method 200 | ||||
| 95 |
TVZB01_MEO_FOR_MRM_FILL
|
Methodenergebnisobjekt für MRM füllen | ||||
| 96 |
TVZB01_PV_FOR_CF_TAB_CALC
|
Barwert zu einer Cashflow-Tabelle ermitteln | ||||
| 97 |
TVZB01_TRADED_DERIVATIVE
|
Methodenbaustein für börsengehandelte Derivate | ||||
| 98 |
TV_ACCR_INTR_CALC
|
Berechnung der Bond-Stückzinsen | ||||
| 99 |
TV_APPLY_GS_RULE_TO_CCYC
|
Gitter- bzw. Sensitivitätsregel auf Cont.-Compound.-Zinskurven anwenden | ||||
| 100 |
TV_APPLY_GS_RULE_TO_CR
|
Gitter- bzw. Sensitivitätsregel auf Währungskurse anwenden | ||||
| 101 |
TV_APPLY_GS_RULE_TO_IX
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierindexkurse anwenden | ||||
| 102 |
TV_APPLY_GS_RULE_TO_VOLA
|
Gitter- bzw. Sensitivitätsvolashift für alle Underlyings | ||||
| 103 |
TV_APPLY_GS_RULE_TO_WP
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierkurse anwenden | ||||
| 104 |
TV_APPLY_GS_RULE_TO_YC
|
Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden | ||||
| 105 |
TV_APPLY_HS_RULE_TO_CR
|
Regeln der historischen Simulation auf Währungskurse anwenden | ||||
| 106 |
TV_APPLY_HS_RULE_TO_IR
|
Interpolierter Shift von Einzelzinssätzen | ||||
| 107 |
TV_APPLY_HS_RULE_TO_IX
|
Regeln der historischen Simulation auf Währungskurse anwenden | ||||
| 108 |
TV_APPLY_HS_RULE_TO_VOLA
|
Shiftregeln auf Volatilitäten für alle Underlyings anwenden | ||||
| 109 |
TV_APPLY_HS_RULE_TO_YC
|
Regeln der historischen Simulation im Zinsbereich anwenden | ||||
| 110 |
TV_BOND_METHODS
|
Steuerung der Bond-Berechnungsmethoden | ||||
| 111 |
TV_BUFFER_HS_RULE_FOR_VOLA
|
Aufbau des Volaregelpuffers für alle Underlyings | ||||
| 112 |
TV_CAP_FLOOR_METHODS
|
Steuerung der Cap/Floor - Methodenrechner | ||||
| 113 |
TV_COMPLETE_GRID_RULES VALUE(REGEL) LIKE JBRREG-REGELID
|
Auflösung der Regel-ID in X- und Y-Koordinate | ||||
| 114 |
TV_COMPLETE_GRID_RULES
|
Auflösung der Regel-ID in X- und Y-Koordinate | ||||
| 115 |
TV_COMPLETE_HISTORY_RULES VALUE(REGEL) LIKE JBRREG-REGELID
|
Vervollständigung der Risikohierarchie um nicht berechnete Knoten | ||||
| 116 |
TV_COMPLETE_HISTORY_RULES
|
Vervollständigung der Risikohierarchie um nicht berechnete Knoten | ||||
| 117 |
TV_DELTA_POSITION_COMPUTE
|
Berechnung der Deltapositionen pro Risikofaktor | ||||
| 118 |
TV_FILL_EXTERNAL_RULES
|
Externe Regel von der Datenbank hochladen | ||||
| 119 |
TV_FILL_HISTORY_RULES
|
Aufbauen des Regelpuffer für die historische Simulation | ||||
| 120 |
TV_FILL_MULTI_GRID_RULES
|
Generierung von Shiftregeln im multidimensionalen Gitter | ||||
| 121 |
TV_FILL_SENSI_RULES
|
Generierung von Shiftregeln für mehrdimensionale Preisfunktionen | ||||
| 122 |
TV_FILL_SENSI_RULES_FOR_CR
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Währungskurse | ||||
| 123 |
TV_FILL_SENSI_RULES_FOR_IX
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Aktienindexkurse | ||||
| 124 |
TV_FILL_SENSI_RULES_FOR_VOLA
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten | ||||
| 125 |
TV_FILL_SENSI_RULES_FOR_WP
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Wertpapierkurse | ||||
| 126 |
TV_FILL_SENSI_RULES_FOR_YC
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinskurven | ||||
| 127 |
TV_FILL_VAR_COV_RULES
|
Aufbauen des Regelpuffer für Varianz/Kovarianz Ansatz | ||||
| 128 |
TV_FRA_METHODS
|
Steuerung der FRA - Methodenrechner | ||||
| 129 |
TV_GET_GS_RULE_SHIFT VALUE(REGELID) LIKE JBRREG-REGELID
|
Additiven Shift zu einer Regelid liefern | ||||
| 130 |
TV_GET_GS_RULE_SHIFT
|
Additiven Shift zu einer Regelid liefern | ||||
| 131 |
TV_GET_HISTORY_FOR_CR VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | ||||
| 132 |
TV_GET_HISTORY_FOR_CR
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | ||||
| 133 |
TV_GET_HISTORY_FOR_IX
|
Historische Zeitreihe von Indexkursänderungen aufbauen | ||||
| 134 |
TV_GET_HISTORY_FOR_IX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Indexkursänderungen aufbauen | ||||
| 135 |
TV_GET_HISTORY_FOR_KEYRATE VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | ||||
| 136 |
TV_GET_HISTORY_FOR_KEYRATE
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | ||||
| 137 |
TV_GET_HISTORY_FOR_WP VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | ||||
| 138 |
TV_GET_HISTORY_FOR_WP
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | ||||
| 139 |
TV_GRID_COMPUTE
|
Gitterberechnung | ||||
| 140 |
TV_INITIALIZE_GS_RULES
|
Initialisierungsbaustein für Regelpuffer | ||||
| 141 |
TV_LOAN_METHODS
|
Steuerung der Darlehen - Methodenrechner | ||||
| 142 |
TV_MARKET_DATA_RATES2
|
Interface zum Marktdatenpuffer für Zinsen: Kurven u. Einzelsätze | ||||
| 143 |
TV_MARKET_DATA_VOLA
|
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | ||||
| 144 |
TV_MONEY_METHODS
|
Steuerung der Geldhandels - Methodenrechner | ||||
| 145 |
TV_NO_BOND_METHODS
|
Steuerung der Wertpapier/Aktien -Berechnung ohne Bonds | ||||
| 146 |
TV_OPTION_WITH_UL_METHODS
|
Option mit Underlying Steuerung | ||||
| 147 |
TV_PROT_EVAL
|
Schreibt allgemeine Daten zur Auswertung ins Protokoll | ||||
| 148 |
TV_PV_POSITION
|
Barwertposition pro Risikofaktor ermitteln | ||||
| 149 |
TV_RM_AKTIEN_INDEX_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien | ||||
| 150 |
TV_SWAP_METHODS
|
Steuerung der Swap - Methodenrechner |