Where Used List (Function Module) for SAP ABAP Table/Structure Field JBRRHBLATT-RKNOTEN (JBRRHBLATT)
SAP ABAP Table/Structure Field
JBRRHBLATT - RKNOTEN (JBRRHBLATT) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 |
CHECK_TREE_RISK_NEW
|
Funktion zur Überprüfung der Risiko-Hierarchie | ||||
| 2 |
DEQUEUE_E_JBRRH VALUE(BL_RKNOTEN) TYPE JBRRHBLATT-RKNOTEN OPTIONAL
|
Release lock on object E_JBRRH | ||||
| 3 |
ENQUEUE_E_JBRRH VALUE(BL_RKNOTEN) TYPE JBRRHBLATT-RKNOTEN OPTIONAL
|
Request lock for object E_JBRRH | ||||
| 4 |
PRINT_VAKO_MATRIX
|
Listausgabe der Korrelationsmatrix (nur zur Testzwecken) | ||||
| 5 |
RM_ADJUST_DELTA_GAMMA_FOR_REL
|
Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities | ||||
| 6 |
RM_CHECK_CURRENCY_MATCH
|
Checks Currency Pair for Existence as Risk Factor --> FORM | ||||
| 7 |
RM_COLLECT_RISKF_FOR_YC
|
Combine Risk Factors in Interest Area to a Node | ||||
| 8 |
RM_COLLECT_RISKF_FOR_YC_OLD
|
Combine Risk Factors in Interest Area to a Node | ||||
| 9 |
RM_GET_COVARIANCE_MATRIX
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances | ||||
| 10 |
RM_MC_CONVERT_MATRIX
|
Adjusts the row/column indexes of the matrix | ||||
| 11 |
RM_MC_GENERATE_SMC_RULES
|
Creates a simulated time series using structurized Monte Carlo | ||||
| 12 |
RM_MC_ND_SERIE_BOX_MULLER VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN DEFAULT 0
|
Generates a normally distributed sample (V=1 M=0) using Box-Muller | ||||
| 13 |
RM_MC_ND_SERIE_BOX_MULLER
|
Generates a normally distributed sample (V=1 M=0) using Box-Muller | ||||
| 14 |
RM_MC_ND_SERIE_SG VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN DEFAULT 0
|
Generates a normally distributed sample (variance = 1, average = 0) | ||||
| 15 |
RM_MC_ND_SERIE_SG
|
Generates a normally distributed sample (variance = 1, average = 0) | ||||
| 16 |
RM_MC_ND_SERIE_TREE VALUE(I_DEFAULT_NODE) LIKE JBRRHBLATT-RKNOTEN OPTIONAL
|
Generates a normally distributed sample (variance = 1, average = 0) | ||||
| 17 |
RM_MC_ND_SERIE_TREE
|
Generates a normally distributed sample (variance = 1, average = 0) | ||||
| 18 |
RM_RH_APPLY_RULE_TO_CCYC
|
Apply Shift Rules to Continuous Compounding Yield Curves | ||||
| 19 |
RM_RH_APPLY_RULE_TO_CR
|
Apply Shift Rules to Exchange Rates | ||||
| 20 |
RM_RH_APPLY_RULE_TO_IX
|
Apply Shift Rules to Security Index | ||||
| 21 |
RM_RH_APPLY_RULE_TO_RF
|
Apply Shift Rules to Risk Factor Values | ||||
| 22 |
RM_RH_APPLY_RULE_TO_WP
|
Apply Shift Rules to Security Prices | ||||
| 23 |
RM_RH_BUFFER_RULE_FOR_CR
|
Structure of Rule Buffer with Historical Exchange Rate Changes | ||||
| 24 |
RM_RH_BUFFER_RULE_FOR_IX
|
Structure of Rule Buffer with Historical Index Changes | ||||
| 25 |
RM_RH_BUFFER_RULE_FOR_RF
|
Structure of Rule Buffer with Historic Risk Factor Changes | ||||
| 26 |
RM_RH_BUFFER_RULE_FOR_VOLA
|
Structure of Volatility Rule Buffer for all Underlyings | ||||
| 27 |
RM_RH_BUFFER_RULE_FOR_WP
|
Structure of Rule Buffer with Historical Exchange Rate Changes | ||||
| 28 |
RM_RH_BUFFER_RULE_FOR_YC
|
Structure of Rule Buffer with Historical Data for Yield Curve Grid Points | ||||
| 29 |
RM_RH_BUFFER_RULE_MONTECARLO
|
Generate Monte Carlo Shift Rules | ||||
| 30 |
RM_RH_CCYC_FIND_NODES
|
Set Up Framework for Continuous Compounding Shift Curves | ||||
| 31 |
RM_RH_FILL_RULES
|
Return Shift Rules for Historical Simulation | ||||
| 32 |
RM_RH_INITIALIZE
|
Initialize Rule Buffer for Risk Hierarchy | ||||
| 33 |
RM_RH_XLATE_LEAFID
|
Semantic Translation of End Node IT to a Risk Factor | ||||
| 34 |
RM_RH_XLATE_LEAFID VALUE(FAKTORID) LIKE JBRRHBLATT-RKNOTEN
|
Semantic Translation of End Node IT to a Risk Factor | ||||
| 35 |
RM_RS2_VAR_SHIFT_SHOW
|
VaR: Shiftregeln anzeigen | ||||
| 36 |
RM_RS2_VAR_SHIFT_SHOW_403
|
Display Shifts 4.03 | ||||
| 37 |
RM_VAKO_CORRELATION_COMPUTE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
|
Calculation of Aggregated VaR From Elementary VaR via Correlations | ||||
| 38 |
RM_VAKO_CORRELATION_COMPUTE
|
Calculation of Aggregated VaR From Elementary VaR via Correlations | ||||
| 39 |
TV_APPLY_HS_RULE_TO_CR
|
Regeln der historischen Simulation auf Währungskurse anwenden | ||||
| 40 |
TV_APPLY_HS_RULE_TO_IX
|
Regeln der historischen Simulation auf Währungskurse anwenden | ||||
| 41 |
TV_BUFFER_HS_RULE_FOR_IX
|
Aufbau des Regelpuffers mit historischen Indexänderungen | ||||
| 42 |
TV_BUFFER_HS_RULE_FOR_VOLA
|
Aufbau des Volaregelpuffers für alle Underlyings | ||||
| 43 |
TV_BUFFER_HS_RULE_FOR_YC
|
Aufbau des Regelpuffers mit historischen Daten für Zinskurvenstützstellen | ||||
| 44 |
TV_CHECK_CURRENCY_MATCH
|
Überprüft ein Währungspaar auf Existenz als Risikofaktor --> FORM !! | ||||
| 45 |
TV_COLLECT_RISKF_FOR_YC
|
Risikofaktoren im Zinsbereich zu einem Knoten zusammenstellen | ||||
| 46 |
TV_DELTA_POSITION_COMPUTE
|
Berechnung der Deltapositionen pro Risikofaktor | ||||
| 47 |
TV_RH_XLATE_LEAFID VALUE(FAKTORID) LIKE JBRRHBLATT-RKNOTEN
|
Semantische Übersetzung der Blatt-ID in einen Risikofaktore | ||||
| 48 |
TV_RH_XLATE_LEAFID
|
Semantische Übersetzung der Blatt-ID in einen Risikofaktore | ||||
| 49 |
TV_VAKO_CORRELATION_COMPUTE VALUE(KNOTEN) LIKE JBRRHBLATT-RKNOTEN
|
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen | ||||
| 50 |
TV_VAKO_CORRELATION_COMPUTE
|
Berechnung des aggregierten VaR aus elementaren VaR über Korrelationen |