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