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