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