Where Used List (Function Module) for SAP ABAP Table JBRGLPAR (Global evaluation parameters)
SAP ABAP Table JBRGLPAR (Global evaluation parameters) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
1 | Function Module |
ALM_EVAL_DEFAULT_GUV_VALUES
|
ALM Supply of Default Values for Valuation Structure for P+L Evaluation | JBRA | EA-FINSERV | EA-FINSERV |
2 | Function Module |
ALM_EVAL_FINANCIAL_INSTRUMENTS
|
ALM Determination of Basic Key Figures for P+L Evaluation | JBRA | EA-FINSERV | EA-FINSERV |
3 | Function Module |
ISB_BUILD_LIQUIDATION_SCENARIO
|
IS-B: RM Liquidationsszenario verarbeiten | JBR | EA-FINSERV | EA-FINSERV |
4 | Function Module |
ISB_CF_BARWERT VALUE(AKT_DATUM) LIKE JBRGLPAR-DATUM
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | JBR | EA-FINSERV | EA-FINSERV |
5 | Function Module |
ISB_CF_BARWERT VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | JBR | EA-FINSERV | EA-FINSERV |
6 | Function Module |
ISB_CF_BARWERT VALUE(EVAL_DATUM) LIKE JBRGLPAR-HORIZONT
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | JBR | EA-FINSERV | EA-FINSERV |
7 | Function Module |
ISB_EVAL_INIT
|
Risk-Management Initialisierungen | JBR | EA-FINSERV | EA-FINSERV |
8 | Function Module |
ISB_GAP_BERMUDA_ANALYZER
|
Analyse-Baustein für Bermuda-Optionen | JBR | EA-FINSERV | EA-FINSERV |
9 | Function Module |
ISB_GAP_OPTION_ANALYZER
|
IS-B: RM Gap-Analyse-Baustein Optionen (OTC und handelbare) | JBR | EA-FINSERV | EA-FINSERV |
10 | Function Module |
ISB_OR_PRICING_01
|
Pricing: Bar- u Marktwert, Delta, Gamma, Vega, Duration, Mod.Duration | JBO | EA-FINSERV | EA-FINSERV |
11 | Function Module |
ISB_SFGDT_CONTROL_UNIT VALUE(I_AUSW_ART) LIKE JBRGLPAR-AUSWERTUNG OPTIONAL
|
Open-Reporting: Steuerungseinheit der Schnittstelle | JBO | EA-FINSERV | EA-FINSERV |
12 | Function Module |
ISB_SFGDT_INIT VALUE(I_AUSW_ART) LIKE JBRGLPAR-AUSWERTUNG OPTIONAL
|
Open-Reporting: Initialisierung der Protokollschreibung | JBO | EA-FINSERV | EA-FINSERV |
13 | Function Module |
ISB_SFGDT_MSEG REFERENCE(I_AUSW_ART) LIKE JBRGLPAR-AUSWERTUNG
|
Open-Reporting: Anreichern des Risikoträgerobjektes mit Marktdaten | JBO | EA-FINSERV | EA-FINSERV |
14 | Function Module |
KL_BK_CALC_PRESENT_VAL_SINGLE
|
Call of NPV Calculation - Single Record Processing | FTBK | EA-FINSERV | EA-FINSERV |
15 | Function Module |
KL_EXT_ARP_UPD_BP_CHARACT REFERENCE(I_AUSWART) LIKE JBRGLPAR-AUSWERTUNG OPTIONAL
|
Update the derived characteristics in KLARP for date | FTBK | EA-FINSERV | EA-FINSERV |
16 | Function Module |
KL_FAZ_CP_RISK_PARALLEL VALUE(I_AUSWT) LIKE JBRGLPAR-AUSWERTUNG
|
FAZ-Bewertung: Parallelisierungssteuerung | FTBK01 | EA-FINSERV | EA-FINSERV |
17 | Function Module |
KL_NACHT_PRELIMINARIES REFERENCE(I_AUSWART) LIKE JBRGLPAR-AUSWERTUNG OPTIONAL
|
Preparation for Night Run | FTBK | EA-FINSERV | EA-FINSERV |
18 | Function Module |
KL_NAC_COUNTERPARTY_RISK_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Control: Night Run for Counterparty Risk (Part I) | FTBK | EA-FINSERV | EA-FINSERV |
19 | Function Module |
KL_NAC_CP_RISK_PARALLEL VALUE(I_AUSWT) LIKE JBRGLPAR-AUSWERTUNG
|
Single Transaction Valuation: Control of Parallel Processing | FTBK | EA-FINSERV | EA-FINSERV |
20 | Function Module |
KL_NAC_EXT_DEAL_RISK_PARALLEL VALUE(I_AUSWT) LIKE JBRGLPAR-AUSWERTUNG
|
Valuation of External Transactions: Control of Parallel Processing | FTBK | EA-FINSERV | EA-FINSERV |
21 | Function Module |
KL_NAC_GET_DATA_FOR_BEPOS_BSTD VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Determination of Risk Line Items in Position for Position Objects | FTBK | EA-FINSERV | EA-FINSERV |
22 | Function Module |
KL_NAC_GET_DATA_FOR_BEPOS_UL VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Determination of the Risk Line Items in Position for Underlyings | FTBK | EA-FINSERV | EA-FINSERV |
23 | Function Module |
KL_NAC_GET_FOBJ_FOR_REP_REPOS VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Determination of Financial Objects for REP/REPOS Generation | FTBK | EA-FINSERV | EA-FINSERV |
24 | Function Module |
KL_NAC_ISSUER_RISK_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Night Run I: Calculation of Issuer Risk (Control) | FTBK | EA-FINSERV | EA-FINSERV |
25 | Function Module |
KL_NAC_ISSUER_RISK_PARALLEL VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Parallel Processing for Issuer Risk | FTBK | EA-FINSERV | EA-FINSERV |
26 | Function Module |
KL_NAC_MODIFY_SFGDT VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Modifications to SFGDT | FTBK | EA-FINSERV | EA-FINSERV |
27 | Function Module |
KL_NAC_T6_CALC
|
Calculate Nominal Value and NPV of Underlying of FX Option | FTBK | EA-FINSERV | EA-FINSERV |
28 | Function Module |
KL_NAC_T6_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Calculate Nominal Value and NPV of Underlying of FX Option | FTBK | EA-FINSERV | EA-FINSERV |
29 | Function Module |
KL_NAC_T6_RISK_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Direct Settlement Risk for FX Options | FTBK | EA-FINSERV | EA-FINSERV |
30 | Function Module |
KL_NETTING_CP_RISC_PARALLEL VALUE(I_AUSWT) LIKE JBRGLPAR-AUSWERTUNG
|
Calculation of Default Risk for Netting (Control) | FTBK | EA-FINSERV | EA-FINSERV |
31 | Function Module |
KL_NETTING_CP_RISK_CALC VALUE(I_AUSWT) LIKE JBRGLPAR-AUSWERTUNG
|
Netting: Calculate Attributable Amount - Single Task | FTBK | EA-FINSERV | EA-FINSERV |
32 | Function Module |
KL_NETTING_FIGURES_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Determination of Key Figures for Netting | FTBK | EA-FINSERV | EA-FINSERV |
33 | Function Module |
KL_NETTING_FIGURES_CALC_ADMIN VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Calculation of Basic Key Figures and Repos for Netting (Control) | FTBK | EA-FINSERV | EA-FINSERV |
34 | Function Module |
KL_NETTING_GROUP_CA_FIG_GET
|
Get Collateral Agreement Data for Key Date | FTBK | EA-FINSERV | EA-FINSERV |
35 | Function Module |
KL_NETTING_GROUP_CA_FIG_GET VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG OPTIONAL
|
Get Collateral Agreement Data for Key Date | FTBK | EA-FINSERV | EA-FINSERV |
36 | Function Module |
KL_NETTING_GROUP_FIGURES_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Calculate Basic Key Figures and Repos for Netting Groups | FTBK | EA-FINSERV | EA-FINSERV |
37 | Function Module |
KL_NETTING_RISC_CALC VALUE(I_AUSWERTUNGSART) LIKE JBRGLPAR-AUSWERTUNG
|
Calculation of Default Risk for Netting (Control) | FTBK | EA-FINSERV | EA-FINSERV |
38 | Function Module |
RM_COMPLEX_SEC_TYPE_METHOD
|
Method Module for Complex Classes | FTBB | EA-FINSERV | EA-FINSERV |
39 | Function Module |
RM_FIMA_ANALYSIS
|
RM-FIMA: Risik Analysis | FTBB | EA-FINSERV | EA-FINSERV |
40 | Function Module |
RM_FIMA_BASIS REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Valuation Method with Rules for Basis FGETs | FTBB | EA-FINSERV | EA-FINSERV |
41 | Function Module |
RM_FIMA_BASIS
|
RM-FIMA: Valuation Method with Rules for Basis FGETs | FTBB | EA-FINSERV | EA-FINSERV |
42 | Function Module |
RM_FIMA_COMPLEX
|
RM-FIMA: Processing of Complex Risk Objects | FTBB | EA-FINSERV | EA-FINSERV |
43 | Function Module |
RM_FIMA_COMPLEX REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Processing of Complex Risk Objects | FTBB | EA-FINSERV | EA-FINSERV |
44 | Function Module |
RM_FIMA_EXTERN
|
RM-FIMA: Call External Price Calculator | FTBB | EA-FINSERV | EA-FINSERV |
45 | Function Module |
RM_FIMA_EXTERN REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Call External Price Calculator | FTBB | EA-FINSERV | EA-FINSERV |
46 | Function Module |
RM_FIMA_METHOD REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Method Calculation in Rules and Scenarios | FTBB | EA-FINSERV | EA-FINSERV |
47 | Function Module |
RM_FIMA_NPV REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Net Present Value with Rules and Scenarios | FTBB | EA-FINSERV | EA-FINSERV |
48 | Function Module |
RM_FIMA_NPV_DETAIL
|
RM-FIMA: Net Present Value with Ruels for Single Transaction Valuation | FTBB | EA-FINSERV | EA-FINSERV |
49 | Function Module |
RM_FIMA_NPV_DETAIL REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Net Present Value with Ruels for Single Transaction Valuation | FTBB | EA-FINSERV | EA-FINSERV |
50 | Function Module |
RM_FIMA_NPV_LZB REFERENCE(GLPAR) LIKE JBRGLPAR
|
RM-FIMA: Net Present Value with Rules and Scenarios | FTBB | EA-FINSERV | EA-FINSERV |
51 | Function Module |
RM_RE_INITIALIZE
|
Initialize Shift Rules | FTBB | EA-FINSERV | EA-FINSERV |
52 | Function Module |
RM_RH_APPLY_RULE_TO_IX VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT OPTIONAL
|
Apply Shift Rules to Security Index | FTBB | EA-FINSERV | EA-FINSERV |
53 | Function Module |
RM_RH_APPLY_RULE_TO_RF VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT OPTIONAL
|
Apply Shift Rules to Risk Factor Values | FTBB | EA-FINSERV | EA-FINSERV |
54 | Function Module |
RM_RH_APPLY_RULE_TO_WP VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT OPTIONAL
|
Apply Shift Rules to Security Prices | FTBB | EA-FINSERV | EA-FINSERV |
55 | Function Module |
RM_RH_INITIALIZE
|
Initialize Rule Buffer for Risk Hierarchy | FTBB | EA-FINSERV | EA-FINSERV |
56 | Function Module |
RM_RH_INITIALIZE REFERENCE(R_GLPAR) LIKE JBRGLPAR
|
Initialize Rule Buffer for Risk Hierarchy | FTBB | EA-FINSERV | EA-FINSERV |
57 | Function Module |
TV_AGGREGATE_BW_HS VALUE(DATUM) LIKE JBRGLPAR-DATUM
|
IS-B: RM Akkumulieren von Barwerten für Regeln der Historischen Simulation | FTB | EA-FINSERV | EA-FINSERV |
58 | Function Module |
TV_AGGREGATE_RISK_HIERARCHY VALUE(DATUM) LIKE JBRGLPAR-DATUM
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | FTB | EA-FINSERV | EA-FINSERV |
59 | Function Module |
TV_AGGREGATE_RISK_HIERARCHY VALUE(WAEHR) LIKE JBRGLPAR-WAERS
|
Fortschreibung der Risikohierarchie mit Barwerten des Geschäfts | FTB | EA-FINSERV | EA-FINSERV |
60 | Function Module |
TV_APPLY_GS_RULE_TO_CR VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Gitter- bzw. Sensitivitätsregel auf Währungskurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
61 | Function Module |
TV_APPLY_GS_RULE_TO_IX VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierindexkurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
62 | Function Module |
TV_APPLY_GS_RULE_TO_VOLA VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Gitter- bzw. Sensitivitätsvolashift für alle Underlyings | FTB | EA-FINSERV | EA-FINSERV |
63 | Function Module |
TV_APPLY_GS_RULE_TO_WP VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierkurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
64 | Function Module |
TV_APPLY_GS_RULE_TO_YC VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden | FTB | EA-FINSERV | EA-FINSERV |
65 | Function Module |
TV_APPLY_GS_RULE_TO_YC
|
Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden | FTB | EA-FINSERV | EA-FINSERV |
66 | Function Module |
TV_APPLY_HS_RULE_TO_CR VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
67 | Function Module |
TV_APPLY_HS_RULE_TO_IX VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT OPTIONAL
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB | EA-FINSERV | EA-FINSERV |
68 | Function Module |
TV_DELTA_POSITION_MAPPING VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
Barwertänderungen aus Deltapositionen entlang der Risikohierarchie OBSOLET | FTB | EA-FINSERV | EA-FINSERV |
69 | Function Module |
TV_EVAL_RISK
|
Risk-Management Auswertungen | FTB | EA-FINSERV | EA-FINSERV |
70 | Function Module |
TV_EVAL_RISK REFERENCE(I_GLPAR) LIKE JBRGLPAR
|
Risk-Management Auswertungen | FTB | EA-FINSERV | EA-FINSERV |
71 | Function Module |
TV_INITIALIZE_HS_RULES
|
Initialisierung der Pufferbereiche für historische Simulation | FTB | EA-FINSERV | EA-FINSERV |
72 | Function Module |
TV_INITIALIZE_HS_RULES REFERENCE(R_GLPAR) LIKE JBRGLPAR
|
Initialisierung der Pufferbereiche für historische Simulation | FTB | EA-FINSERV | EA-FINSERV |
73 | Function Module |
TV_INITIALIZE_RULES REFERENCE(F_JBRGLPAR) LIKE JBRGLPAR
|
Initialisierung der Pufferbereiche der Regeln | FTB | EA-FINSERV | EA-FINSERV |
74 | Function Module |
TV_INITIALIZE_RULES
|
Initialisierung der Pufferbereiche der Regeln | FTB | EA-FINSERV | EA-FINSERV |
75 | Function Module |
TV_LISTTOOL_INIT
|
Speichert Daten zur Anzeige im globalen Gedächtnis der Funktionsgruppe | FTB | EA-FINSERV | EA-FINSERV |
76 | Function Module |
TV_LISTTOOL_INIT REFERENCE(I_JBRGLPAR) LIKE JBRGLPAR
|
Speichert Daten zur Anzeige im globalen Gedächtnis der Funktionsgruppe | FTB | EA-FINSERV | EA-FINSERV |
77 | Function Module |
TV_RM_FIMA_FRA VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für FRAs | FTB | EA-FINSERV | EA-FINSERV |
78 | Function Module |
TV_RM_FIMA_OPTION_WITH_UL VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für Bondoptionen und Swaptions | FTB | EA-FINSERV | EA-FINSERV |
79 | Function Module |
TV_RM_FIMA_SWAP VALUE(EVAL_CURR) LIKE JBRGLPAR-WAERS
|
RM-FIMA für Swaps | FTB | EA-FINSERV | EA-FINSERV |
80 | Function Module |
TV_SHIFT_BV_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Wertpapiervolatilitäten gemäß Regel shiften | FTB | EA-FINSERV | EA-FINSERV |
81 | Function Module |
TV_SHIFT_CR_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Währungskurse gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
82 | Function Module |
TV_SHIFT_CV_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Währungskursvolatilitäten gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
83 | Function Module |
TV_SHIFT_IR_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Shift wird für genau eine Stützstelle einer Zinskurve durchgeführt | FTB | EA-FINSERV | EA-FINSERV |
84 | Function Module |
TV_SHIFT_IV_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Zinsvolatilitäten gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
85 | Function Module |
TV_SHIFT_IX_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT OPTIONAL
|
Indexkurse gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
86 | Function Module |
TV_SHIFT_XV_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Indexvolatilitäten gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
87 | Function Module |
TV_SHIFT_YC_WITH_RULE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT
|
Zinskurve gemäß Regeln modifizieren | FTB | EA-FINSERV | EA-FINSERV |
88 | Function Module |
TV_VAR_VARIANCE_COVARIANCE REFERENCE(W_GLPAR) LIKE JBRGLPAR
|
Varianz/Kovarianz Verfahren | FTB | EA-FINSERV | EA-FINSERV |
89 | Function Module |
TV_VAR_VARIANCE_COVARIANCE
|
Varianz/Kovarianz Verfahren | FTB | EA-FINSERV | EA-FINSERV |