Where Used List (Function Module) for SAP ABAP Function Module RM_GET_COVARIANCE_MATRIX (Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances)
SAP ABAP Function Module RM_GET_COVARIANCE_MATRIX (Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
1 | Function Module |
RM_MOMENTS_CALC
|
Moment Calculation in Variance/Covariance VaR | FTBB | EA-FINSERV | EA-FINSERV |
2 | Function Module |
RM_RH_BUFFER_RULE_MONTECARLO
|
Generate Monte Carlo Shift Rules | FTBB | EA-FINSERV | EA-FINSERV |