Where Used List (Function Module) for SAP ABAP Table JBRREG (Rule Structure for Simulation Analyses)
SAP ABAP Table 
JBRREG (Rule Structure for Simulation Analyses) is used by
TYPE (4)| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
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| 1 |  Function Module |
AIS_SENSI_DETAIL
|
Calcn of Macaulay Duration and Net Present Values for Each Financial Obj. |  FTBB |
EA-FINSERV |
 EA-FINSERV |
| 2 | Function Module |
AIS_SVA_CASHMANAGEMENT
|
Select Cash Management Data and Prepare for Display | CFM_AIS |
EA-FINSERV |
EA-FINSERV |
| 3 | Function Module |
ALM_EVAL_BUKRS_GUV_VALUES
|
ALM Determine Defaults for Local Currency Amounts | JBRA |
EA-FINSERV |
EA-FINSERV |
| 4 | Function Module |
ALM_EVAL_DEFAULT_GUV_VALUES
|
ALM Supply of Default Values for Valuation Structure for P+L Evaluation | JBRA |
EA-FINSERV |
EA-FINSERV |
| 5 | Function Module |
ALM_EVAL_FINANCIAL_INSTRUMENTS
|
ALM Determination of Basic Key Figures for P+L Evaluation | JBRA |
EA-FINSERV |
EA-FINSERV |
| 6 | Function Module |
CAP_FLOOR_CASHFLOW VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Cashflow eines Cap / Floor zu einem gegebenen Zeitpunkt | FTB |
EA-FINSERV |
EA-FINSERV |
| 7 | Function Module |
FX_OPTION_METHODS
|
Steuerung der Optionsmethodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
| 8 | Function Module |
FX_OPTION_SCHNITTKURS
|
Barwert einer Devisenoption zu einem gegebenen Zeitpunkt | FTB |
EA-FINSERV |
EA-FINSERV |
| 9 | Function Module |
FX_OPTION_SCHNITTKURS VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert einer Devisenoption zu einem gegebenen Zeitpunkt | FTB |
EA-FINSERV |
EA-FINSERV |
| 10 | Function Module |
FX_TERMIN_METHODS
|
Steuerung des Terminmethodenrechners | FTB |
EA-FINSERV |
EA-FINSERV |
| 11 | Function Module |
ISB_CF_BARWERT
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | JBR |
EA-FINSERV |
EA-FINSERV |
| 12 | Function Module |
ISB_CF_BARWERT VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Barwerte von fixen Cashflows berechnen - Zinskurve Cashflow-kongruent | JBR |
EA-FINSERV |
EA-FINSERV |
| 13 | Function Module |
ISB_CF_BARWERT_KEYRATES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Barwerte von fixen Cashflows berechnen - Zinskurve nur an Stützstellen | JBR |
EA-FINSERV |
EA-FINSERV |
| 14 | Function Module |
ISB_CF_METHOD VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Methodenbaustein fixe Cashflows | JBR |
EA-FINSERV |
EA-FINSERV |
| 15 | Function Module |
ISB_GAP_FUTURES_ANALYZER
|
IS-B: RM GAP-Analyse-Baustein für Futures | JBR |
EA-FINSERV |
EA-FINSERV |
| 16 | Function Module |
ISB_GAP_OPTION_ANALYZER
|
IS-B: RM Gap-Analyse-Baustein Optionen (OTC und handelbare) | JBR |
EA-FINSERV |
EA-FINSERV |
| 17 | Function Module |
ISB_GAP_SHARE_ANALYZER
|
IS-B: RM Gap-Analyse-Baustein für Aktien | JBR |
EA-FINSERV |
EA-FINSERV |
| 18 | Function Module |
ISB_RM_AKTIEN_INDEX_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
RM Aktienindex-Barwertrechner (Aktien und Derivate) | JBR |
EA-FINSERV |
EA-FINSERV |
| 19 | Function Module |
ISB_RM_AKTIEN_INDEX_BARWERT
|
RM Aktienindex-Barwertrechner (Aktien und Derivate) | JBR |
EA-FINSERV |
EA-FINSERV |
| 20 | Function Module |
ISB_RM_AKTIEN_INDEX_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien | JBR |
EA-FINSERV |
EA-FINSERV |
| 21 | Function Module |
ISB_RM_BARWERT
|
IS-B: RM Barwertauswertung | JBR |
EA-FINSERV |
EA-FINSERV |
| 22 | Function Module |
ISB_RM_FIMA_AKTIEN_INDEX
|
RM-FIMA für Aktienindizes | JBR |
EA-FINSERV |
EA-FINSERV |
| 23 | Function Module |
ISB_RM_FIMA_AKTIEN_INDEX VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Aktienindizes | JBR |
EA-FINSERV |
EA-FINSERV |
| 24 | Function Module |
ISB_RM_FIMA_BOND
|
RM-FIMA für Bonds | JBR |
EA-FINSERV |
EA-FINSERV |
| 25 | Function Module |
ISB_RM_FIMA_BOND VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Bonds | JBR |
EA-FINSERV |
EA-FINSERV |
| 26 | Function Module |
ISB_RM_FIMA_CAP_FLOOR
|
RM-FIMA für Cap/Floor | JBR |
EA-FINSERV |
EA-FINSERV |
| 27 | Function Module |
ISB_RM_FIMA_CAP_FLOOR VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Cap/Floor | JBR |
EA-FINSERV |
EA-FINSERV |
| 28 | Function Module |
ISB_RM_FIMA_FRA VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für FRAs | JBR |
EA-FINSERV |
EA-FINSERV |
| 29 | Function Module |
ISB_RM_FIMA_FRA
|
RM-FIMA für FRAs | JBR |
EA-FINSERV |
EA-FINSERV |
| 30 | Function Module |
ISB_RM_FIMA_FUTURES
|
RM-FIMA Ansteuerung der FIMA für Futures | JBR |
EA-FINSERV |
EA-FINSERV |
| 31 | Function Module |
ISB_RM_FIMA_FUTURES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA Ansteuerung der FIMA für Futures | JBR |
EA-FINSERV |
EA-FINSERV |
| 32 | Function Module |
ISB_RM_FIMA_FX_OPTION
|
RM-FIMA für Devisenoptionen | JBR |
EA-FINSERV |
EA-FINSERV |
| 33 | Function Module |
ISB_RM_FIMA_FX_OPTION VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Devisenoptionen | JBR |
EA-FINSERV |
EA-FINSERV |
| 34 | Function Module |
ISB_RM_FIMA_FX_TERMIN VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Devisen Termingeschäfte | JBR |
EA-FINSERV |
EA-FINSERV |
| 35 | Function Module |
ISB_RM_FIMA_FX_TERMIN
|
RM-FIMA für Devisen Termingeschäfte | JBR |
EA-FINSERV |
EA-FINSERV |
| 36 | Function Module |
ISB_RM_FIMA_LOAN VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Darlehen | JBR |
EA-FINSERV |
EA-FINSERV |
| 37 | Function Module |
ISB_RM_FIMA_LOAN
|
RM-FIMA für Darlehen | JBR |
EA-FINSERV |
EA-FINSERV |
| 38 | Function Module |
ISB_RM_FIMA_MONEY VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Geldhandel/Devisen | JBR |
EA-FINSERV |
EA-FINSERV |
| 39 | Function Module |
ISB_RM_FIMA_MONEY
|
RM-FIMA für Geldhandel/Devisen | JBR |
EA-FINSERV |
EA-FINSERV |
| 40 | Function Module |
ISB_RM_FIMA_NOT_AGGR_WP
|
RM-FIMA für nicht auf Index abgebildete Aktien- und Aktienderivatgeschäfte | JBR |
EA-FINSERV |
EA-FINSERV |
| 41 | Function Module |
ISB_RM_FIMA_NOT_AGGR_WP VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für nicht auf Index abgebildete Aktien- und Aktienderivatgeschäfte | JBR |
EA-FINSERV |
EA-FINSERV |
| 42 | Function Module |
ISB_RM_FIMA_OPTION_WITH_UL VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Bondoptionen und Swaptions | JBR |
EA-FINSERV |
EA-FINSERV |
| 43 | Function Module |
ISB_RM_FIMA_OPTION_WITH_UL
|
RM-FIMA für Bondoptionen und Swaptions | JBR |
EA-FINSERV |
EA-FINSERV |
| 44 | Function Module |
ISB_RM_FIMA_SWAP
|
RM-FIMA für Swaps | JBR |
EA-FINSERV |
EA-FINSERV |
| 45 | Function Module |
ISB_RM_FIMA_SWAP VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Swaps | JBR |
EA-FINSERV |
EA-FINSERV |
| 46 | Function Module |
ISB_RM_FUTURE_BARWERT
|
IS-B: RM Barwertrechner für Zinsfutures | FTB |
EA-FINSERV |
EA-FINSERV |
| 47 | Function Module |
ISB_RM_FUTURE_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
IS-B: RM Barwertrechner für Zinsfutures | FTB |
EA-FINSERV |
EA-FINSERV |
| 48 | Function Module |
ISB_RM_FUTURE_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | FTB |
EA-FINSERV |
EA-FINSERV |
| 49 | Function Module |
ISB_RM_GAP_UNI_INT_CALC
|
IS-B RM: Standard Interest Calculation Method for Gap Analysis | JBRA |
EA-FINSERV |
EA-FINSERV |
| 50 | Function Module |
ISB_RM_LZB_BARWERT
|
IS-B: RM Barwertauswertung in Laufzeitbaendern | JBR |
EA-FINSERV |
EA-FINSERV |
| 51 | Function Module |
ISB_RM_NOT_AGGR_WP_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
RM Barwertrechner für nicht auf Index abgebildete Aktien und Aktienerivate | JBR |
EA-FINSERV |
EA-FINSERV |
| 52 | Function Module |
ISB_RM_NOT_AGGR_WP_BARWERT
|
RM Barwertrechner für nicht auf Index abgebildete Aktien und Aktienerivate | JBR |
EA-FINSERV |
EA-FINSERV |
| 53 | Function Module |
ISB_RM_NOT_AGGR_WP_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien/Aktienderiv. | JBR |
EA-FINSERV |
EA-FINSERV |
| 54 | Function Module |
KL_BK_BASIC_VAL_EXT_CALC
|
External Transactions: Currency Translation and Variable Assignment | FTBK |
EA-FINSERV |
EA-FINSERV |
| 55 | Function Module |
KL_BK_CALC_NOMINAL_VAL_SINGLE
|
Get Nominal Amount - Single Record | FTBK |
EA-FINSERV |
EA-FINSERV |
| 56 | Function Module |
KL_BK_CALC_NOM_CAP_FLOOR
|
Nominal Amount for Cap/Floor | FTBK |
EA-FINSERV |
EA-FINSERV |
| 57 | Function Module |
KL_BK_CALC_NOM_COMPLEX
|
Nominal Amount for Complex Class/Financial Transaction | FTBK |
EA-FINSERV |
EA-FINSERV |
| 58 | Function Module |
KL_BK_CALC_NOM_DAR_GH_WP
|
Nominal Amount for Loans, Money Market Transactions, Securities | FTBK |
EA-FINSERV |
EA-FINSERV |
| 59 | Function Module |
KL_BK_CALC_NOM_OPTIONS_WITH_UL
|
Nominal Amount for OTC and Tradable Options | FTBK |
EA-FINSERV |
EA-FINSERV |
| 60 | Function Module |
KL_BK_EXT_DATA_READ_CONVERT
|
Translate External Key Figures into Transaction Currency | FTBK |
EA-FINSERV |
EA-FINSERV |
| 61 | Function Module |
KL_FAZ_WHR_CONVERT
|
Währungsumrechnung für die Faz'en | FTBK01 |
EA-FINSERV |
EA-FINSERV |
| 62 | Function Module |
KL_SIAB_CURRENCY_CONVERT
|
Translates the collateraland the WP-REP-REPOS into transaction currency | FTBK |
EA-FINSERV |
EA-FINSERV |
| 63 | Function Module |
RMMDYC_PRESENT_VALUE_CALC REFERENCE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Net Present Value Calculation with Continuous Compounding | FTBB |
EA-FINSERV |
EA-FINSERV |
| 64 | Function Module |
RMMDYC_PRESENT_VALUE_CALC
|
Net Present Value Calculation with Continuous Compounding | FTBB |
EA-FINSERV |
EA-FINSERV |
| 65 | Function Module |
RMMDYC_SOLVE_INT_REF
|
Expand Interest Reference Rate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 66 | Function Module |
RMMDYC_SOLVE_INT_REF REFERENCE(SHIFTREGEL) TYPE JBRREG OPTIONAL
|
Expand Interest Reference Rate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 67 | Function Module |
RMMD_CALIBRATE_HW_VOLATILITY
|
Determines Hull White Volatility Parameters by Calibrating Transaction | FTBB |
EA-FINSERV |
EA-FINSERV |
| 68 | Function Module |
RMMD_CALIBRATE_HW_VOLATILITY REFERENCE(I_SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Determines Hull White Volatility Parameters by Calibrating Transaction | FTBB |
EA-FINSERV |
EA-FINSERV |
| 69 | Function Module |
RM_ALM_GET_INDEX
|
ALM: Reading of Index Value for Index Type | JBRA |
EA-FINSERV |
EA-FINSERV |
| 70 | Function Module |
RM_COMPLEX_ACCR_INTR_CALC
|
Accd Int. Calculation from Security/Loan Shares of Complex Classes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 71 | Function Module |
RM_COMPLEX_BOND_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | FTBB |
EA-FINSERV |
EA-FINSERV |
| 72 | Function Module |
RM_COMPLEX_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | FTBB |
EA-FINSERV |
EA-FINSERV |
| 73 | Function Module |
RM_COMPLEX_OPTION_METHOD
|
Method Module for Complex Options for Loans and Bonds | FTBB |
EA-FINSERV |
EA-FINSERV |
| 74 | Function Module |
RM_COMPLEX_OPTION_STRIKE_CALC
|
Calculation of Strike of a Complex Option on the Horizon | FTBB |
EA-FINSERV |
EA-FINSERV |
| 75 | Function Module |
RM_COMPLEX_SEC_TYPE_METHOD
|
Method Module for Complex Classes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 76 | Function Module |
RM_COMPLEX_SEC_TYPE_OPT_CALC
|
Valuation of Option Shares of a Complex Class | FTBB |
EA-FINSERV |
EA-FINSERV |
| 77 | Function Module |
RM_COMPLEX_SEC_TYPE_RATE_CALC
|
Valutaion of a Complex Class via the Securities Rate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 78 | Function Module |
RM_COMPLEX_SEC_TYPE_SEC_CALC
|
Valuation of UL Securities/Loans Shares of a Complex Class | FTBB |
EA-FINSERV |
EA-FINSERV |
| 79 | Function Module |
RM_CORRECT_BNWHR_WITH_FWD_RATE
|
Korrektur variabler kapitlaisierender Zinsenzahlungen | JBR |
EA-FINSERV |
EA-FINSERV |
| 80 | Function Module |
RM_CORRECT_BNWHR_WITH_FWD_RATE VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Korrektur variabler kapitlaisierender Zinsenzahlungen | JBR |
EA-FINSERV |
EA-FINSERV |
| 81 | Function Module |
RM_DEVISEN_OPTION_BARWERT
|
NPV of FX Options: Methods 100, 101, 300, 310 | FTBB |
EA-FINSERV |
EA-FINSERV |
| 82 | Function Module |
RM_DEVISEN_OPTION_CASHFLOW
|
NPV of FX Options: Method 400 | FTBB |
EA-FINSERV |
EA-FINSERV |
| 83 | Function Module |
RM_DEVISEN_OPTION_METHODS
|
Method Module for Foreign Currency Options | FTBB |
EA-FINSERV |
EA-FINSERV |
| 84 | Function Module |
RM_DEVISEN_OPTION_SCHNITTKURS
|
NPV for FX Options: Method 200 | FTBB |
EA-FINSERV |
EA-FINSERV |
| 85 | Function Module |
RM_FGDT_RESELECT_WITH_FWD_RATE VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Neuselektion von variablen Bewegungen zu FGDT (Annuitäten) | JBR |
EA-FINSERV |
EA-FINSERV |
| 86 | Function Module |
RM_FGDT_RESELECT_WITH_FWD_RATE
|
Neuselektion von variablen Bewegungen zu FGDT (Annuitäten) | JBR |
EA-FINSERV |
EA-FINSERV |
| 87 | Function Module |
RM_FIMA_BASIS
|
RM-FIMA: Valuation Method with Rules for Basis FGETs | FTBB |
EA-FINSERV |
EA-FINSERV |
| 88 | Function Module |
RM_FIMA_EXTERN
|
RM-FIMA: Call External Price Calculator | FTBB |
EA-FINSERV |
EA-FINSERV |
| 89 | Function Module |
RM_FUTURE_MARGIN_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | FTB |
EA-FINSERV |
EA-FINSERV |
| 90 | Function Module |
RM_GAP_CALL_FORW_CORRECTION
|
Corrects BNWHR for swaps with variable capitalized interest | JBRA |
EA-FINSERV |
EA-FINSERV |
| 91 | Function Module |
RM_GAP_FILL_VAR_CF
|
RM Gap Analysis: Enter Amounts for CFs with Variable Rates/Var. Exch.Rate | JBRA |
EA-FINSERV |
EA-FINSERV |
| 92 | Function Module |
RM_GET_HISTORY_FOR_CR VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 93 | Function Module |
RM_GET_HISTORY_FOR_CURRENCY VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Relative Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 94 | Function Module |
RM_GET_HISTORY_FOR_INDEX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 95 | Function Module |
RM_GET_HISTORY_FOR_IX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Index Price Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 96 | Function Module |
RM_GET_HISTORY_FOR_KEYRATE VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 97 | Function Module |
RM_GET_HISTORY_FOR_RF VALUE(I_REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 98 | Function Module |
RM_GET_HISTORY_FOR_SECURITY VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 99 | Function Module |
RM_GET_HISTORY_FOR_WP VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Compile Historical Time Series of Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 100 | Function Module |
RM_GET_HISTORY_INTEREST_RATE VALUE(REGELBASIS) TYPE JBRREG-REGELID OPTIONAL
|
Historical Time Series of Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 101 | Function Module |
RM_MARKET_DATA_INDEX VALUE(SHIFTREGEL) LIKE JBRREG
|
Interface to Market Database - Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 102 | Function Module |
RM_MARKET_DATA_INDEX
|
Interface to Market Database - Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 103 | Function Module |
RM_MARKET_DATA_RATES
|
Interface to Market Database - Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 104 | Function Module |
RM_MARKET_DATA_RATES VALUE(SHIFTREGEL) LIKE JBRREG
|
Interface to Market Database - Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 105 | Function Module |
RM_MARKET_DATA_RISKFAKTOR
|
Interface to Market Database - Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 106 | Function Module |
RM_MARKET_DATA_RISKFAKTOR VALUE(SHIFTREGEL) LIKE JBRREG
|
Interface to Market Database - Risk Factors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 107 | Function Module |
RM_MARKET_DATA_SPOT REFERENCE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 108 | Function Module |
RM_MARKET_DATA_SPOT
|
Interface to Market Database - Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 109 | Function Module |
RM_MARKET_DATA_VOLA_CR VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Currency Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 110 | Function Module |
RM_MARKET_DATA_VOLA_CR
|
Interface to Market Database - Currency Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 111 | Function Module |
RM_MARKET_DATA_VOLA_HW
|
Interfact to Market Database: HW Volas for Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 112 | Function Module |
RM_MARKET_DATA_VOLA_HW VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interfact to Market Database: HW Volas for Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 113 | Function Module |
RM_MARKET_DATA_VOLA_IR
|
Interface to Market Database - Interest Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 114 | Function Module |
RM_MARKET_DATA_VOLA_IR VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Interest Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 115 | Function Module |
RM_MARKET_DATA_VOLA_IX
|
Interface to Market Database - Index Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 116 | Function Module |
RM_MARKET_DATA_VOLA_IX VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Index Volatility | FTBB |
EA-FINSERV |
EA-FINSERV |
| 117 | Function Module |
RM_MARKET_DATA_VOLA_WP
|
Interface to Market Database - Securities Vola | FTBB |
EA-FINSERV |
EA-FINSERV |
| 118 | Function Module |
RM_MARKET_DATA_VOLA_WP VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Securities Vola | FTBB |
EA-FINSERV |
EA-FINSERV |
| 119 | Function Module |
RM_MARKET_DATA_YIELDS REFERENCE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Market Data Yields NEW | FTBB |
EA-FINSERV |
EA-FINSERV |
| 120 | Function Module |
RM_MARKET_DATA_YIELDS
|
Market Data Yields NEW | FTBB |
EA-FINSERV |
EA-FINSERV |
| 121 | Function Module |
RM_MC_VAR_COMPUTE
|
Special Aggregation for Monte Carlo Simulation | FTBB |
EA-FINSERV |
EA-FINSERV |
| 122 | Function Module |
RM_MD_CR_READ_SEQUENCE
|
Interpolate Exchange Rates from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 123 | Function Module |
RM_MD_INITIALIZE_CACHE
|
Cache Initialization and Date Stamp | FTBB |
EA-FINSERV |
EA-FINSERV |
| 124 | Function Module |
RM_MD_IX_READ_SEQUENCE
|
Interpolate Index Statuses from Scencario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 125 | Function Module |
RM_MD_VOLA_CR_READ_SEQUENCE
|
Interpolate Forex Rate Volatilities from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 126 | Function Module |
RM_MD_VOLA_IR_READ_SEQUENCE
|
Interpolate Interest Volatilities from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 127 | Function Module |
RM_MD_VOLA_IX_READ_SEQUENCE
|
Interpolate Index Volatilities from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 128 | Function Module |
RM_MD_VOLA_READ_REAL VALUE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Read Volatilities from Cache | FTBB |
EA-FINSERV |
EA-FINSERV |
| 129 | Function Module |
RM_MD_VOLA_READ_REAL
|
Read Volatilities from Cache | FTBB |
EA-FINSERV |
EA-FINSERV |
| 130 | Function Module |
RM_MD_VOLA_WP_READ_SEQUENCE
|
Interpolate Securities Volatilities from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 131 | Function Module |
RM_MD_WP_READ_SEQUENCE
|
Interpolate Securities Prices from Scenario Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 132 | Function Module |
RM_MD_YC_READ_SEQUENCE
|
Interpolate Yield Curve from Scenarion Flow | FTBB |
EA-FINSERV |
EA-FINSERV |
| 133 | Function Module |
RM_MD_YIELDS
|
Interface to Market Database - Yield Curves and Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 134 | Function Module |
RM_MD_YIELDS REFERENCE(SHIFTREGEL) LIKE JBRREG OPTIONAL
|
Interface to Market Database - Yield Curves and Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 135 | Function Module |
RM_MM_AMOUNT_CURRENCY_CONVERT
|
Konvertierung eines Betrags von Quellwährung in Zielwährung | FTBB |
EA-FINSERV |
EA-FINSERV |
| 136 | Function Module |
RM_MM_AMOUNT_CURRENCY_CONVERT VALUE(I_SHIFTREGEL) LIKE JBRREG
|
Konvertierung eines Betrags von Quellwährung in Zielwährung | FTBB |
EA-FINSERV |
EA-FINSERV |
| 137 | Function Module |
RM_MM_ASPBO_METHOD
|
Barwert von Average Spot Basket Optionen | FTBB |
EA-FINSERV |
EA-FINSERV |
| 138 | Function Module |
RM_MM_BALANCE_METHOD
|
Methodenbaustein für Zinsinstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 139 | Function Module |
RM_MM_BOND_FORWARD_METHOD
|
Methodenbaustein für Bond-Forwards | FTBB |
EA-FINSERV |
EA-FINSERV |
| 140 | Function Module |
RM_MM_CAP_FLOOR_METHOD
|
Methodenbaustein für Caps/Floors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 141 | Function Module |
RM_MM_COMPOUND_INTEREST_CALC
|
thesaurierende Zinsen werden zur Fälligkeit zusammengefaßt | FTBB |
EA-FINSERV |
EA-FINSERV |
| 142 | Function Module |
RM_MM_CONVEXITY_ADJUSTMENT
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | FTBB |
EA-FINSERV |
EA-FINSERV |
| 143 | Function Module |
RM_MM_CONVEXITY_ADJUSTMENT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | FTBB |
EA-FINSERV |
EA-FINSERV |
| 144 | Function Module |
RM_MM_FILL_VARIABLE_CASHFLOW VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Auflösung der einem Zahlungsstrom zugehörigen variablen Referenzen | FTBB |
EA-FINSERV |
EA-FINSERV |
| 145 | Function Module |
RM_MM_FILL_VARIABLE_CASHFLOW
|
Auflösung der einem Zahlungsstrom zugehörigen variablen Referenzen | FTBB |
EA-FINSERV |
EA-FINSERV |
| 146 | Function Module |
RM_MM_FIX_INT_FORW_CROSSR_CALC VALUE(I_SHIFTREGEL) LIKE JBRREG
|
Berechnung des Zinsbetrages bei festen Zinssatz und Forward-Wechselkursen | FTBB |
EA-FINSERV |
EA-FINSERV |
| 147 | Function Module |
RM_MM_FIX_INT_FORW_CROSSR_CALC
|
Berechnung des Zinsbetrages bei festen Zinssatz und Forward-Wechselkursen | FTBB |
EA-FINSERV |
EA-FINSERV |
| 148 | Function Module |
RM_MM_FRA_METHOD
|
Methodenbaustein für FRA's | FTBB |
EA-FINSERV |
EA-FINSERV |
| 149 | Function Module |
RM_MM_FVA_METHOD
|
Barwert von Forward Volatility Agreement | FTBB |
EA-FINSERV |
EA-FINSERV |
| 150 | Function Module |
RM_MM_GENERAL_INTEREST_CF_PV VALUE(I_SHIFT_REGEL) LIKE JBRREG
|
Barwertbaustein für Cashflows | FTBB |
EA-FINSERV |
EA-FINSERV |
| 151 | Function Module |
RM_MM_GENERAL_INTEREST_CF_PV
|
Barwertbaustein für Cashflows | FTBB |
EA-FINSERV |
EA-FINSERV |
| 152 | Function Module |
RM_MM_GENERAL_INTEREST_METHOD
|
Methodenbaustein für Zinsinstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 153 | Function Module |
RM_MM_GENERAL_INTEREST_PV
|
Barwertbaustein für Zinsinstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 154 | Function Module |
RM_MM_GENERAL_STOCK_METHOD
|
Methodenbaustein für Aktieninstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 155 | Function Module |
RM_MM_GENERAL_STOCK_PV VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwertbaustein für Aktieninstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 156 | Function Module |
RM_MM_GENERAL_STOCK_PV
|
Barwertbaustein für Aktieninstrumente | FTBB |
EA-FINSERV |
EA-FINSERV |
| 157 | Function Module |
RM_MM_INT_STOCK_OPTION_METHOD
|
Methodenbaustein für Optionen auf Bond, FRA, Swap, Aktien | FTBB |
EA-FINSERV |
EA-FINSERV |
| 158 | Function Module |
RM_MM_IR_MODELS_FOR_CAP_FLOOR
|
Zinsstrukturmodelle, Aufrufbaustein für Caps und Floors | FTBB |
EA-FINSERV |
EA-FINSERV |
| 159 | Function Module |
RM_MM_IR_MODELS_FOR_OPTIONS
|
Zinsstrukturmodelle für Optionen auf Zinsgeschäfte | FTBB |
EA-FINSERV |
EA-FINSERV |
| 160 | Function Module |
RM_MM_REPO_METHOD
|
Methodenbaustein für Repo | FTBB |
EA-FINSERV |
EA-FINSERV |
| 161 | Function Module |
RM_MM_SOLVE_FORMULA
|
Auflösung der einem Zahlungsstrom zugehörigen Formelreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 162 | Function Module |
RM_MM_SOLVE_FORMULA VALUE(SHIFT_REGEL) LIKE JBRREG
|
Auflösung der einem Zahlungsstrom zugehörigen Formelreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 163 | Function Module |
RM_MM_SOLVE_INT_REF VALUE(SHIFT_REGEL) LIKE JBRREG
|
Auflösung der einem Cashflow zugehörigen Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 164 | Function Module |
RM_MM_SOLVE_INT_REF
|
Auflösung der einem Cashflow zugehörigen Zinsreferenz | FTBB |
EA-FINSERV |
EA-FINSERV |
| 165 | Function Module |
RM_MM_TRADEABLE_TREATY_METHOD
|
Methodenbaustein für börsengehandelte Derivate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 166 | Function Module |
RM_NPV_BACK
|
Net Present Value Evaluation: Back Testing | FTBB |
EA-FINSERV |
EA-FINSERV |
| 167 | Function Module |
RM_NPV_DETAIL
|
Individual Evaluation: Net Present Value/Net Present Value Differences | FTBB |
EA-FINSERV |
EA-FINSERV |
| 168 | Function Module |
RM_NPV_GRID
|
Net Present Value Evaluation: Grid Analysis | FTBB |
EA-FINSERV |
EA-FINSERV |
| 169 | Function Module |
RM_NPV_SENS
|
Net Present Value Evaluation: Sensitivities | FTBB |
EA-FINSERV |
EA-FINSERV |
| 170 | Function Module |
RM_RE_DB_DELETE_RULE VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Delete Rules for Index of Database | FTBB |
EA-FINSERV |
EA-FINSERV |
| 171 | Function Module |
RM_RE_DB_EXPORT_RULE VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Export Rules for Index of Database | FTBB |
EA-FINSERV |
EA-FINSERV |
| 172 | Function Module |
RM_RE_DB_IMPORT_RULE VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Import Rules for Index of Database | FTBB |
EA-FINSERV |
EA-FINSERV |
| 173 | Function Module |
RM_RE_FILL_SHIFT_RULES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Shift Rules for Rule Type and Market Data Set | FTBB |
EA-FINSERV |
EA-FINSERV |
| 174 | Function Module |
RM_RE_FILL_SHIFT_RULES
|
Shift Rules for Rule Type and Market Data Set | FTBB |
EA-FINSERV |
EA-FINSERV |
| 175 | Function Module |
RM_RE_SHIFT_CR
|
Shift Exchange Rate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 176 | Function Module |
RM_RE_SHIFT_CR VALUE(REGEL) LIKE JBRREG
|
Shift Exchange Rate | FTBB |
EA-FINSERV |
EA-FINSERV |
| 177 | Function Module |
RM_RE_SHIFT_IR
|
Shift Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 178 | Function Module |
RM_RE_SHIFT_IR VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Shift Interest Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 179 | Function Module |
RM_RE_SHIFT_IX
|
Shift Securities Index | FTBB |
EA-FINSERV |
EA-FINSERV |
| 180 | Function Module |
RM_RE_SHIFT_IX VALUE(REGEL) LIKE JBRREG
|
Shift Securities Index | FTBB |
EA-FINSERV |
EA-FINSERV |
| 181 | Function Module |
RM_RE_SHIFT_RF
|
Shift Risk Factor Values | FTBB |
EA-FINSERV |
EA-FINSERV |
| 182 | Function Module |
RM_RE_SHIFT_RF VALUE(REGEL) LIKE JBRREG
|
Shift Risk Factor Values | FTBB |
EA-FINSERV |
EA-FINSERV |
| 183 | Function Module |
RM_RE_SHIFT_VOLA VALUE(REGEL) LIKE JBRREG
|
Shift Volatilities | FTBB |
EA-FINSERV |
EA-FINSERV |
| 184 | Function Module |
RM_RE_SHIFT_VOLA
|
Shift Volatilities | FTBB |
EA-FINSERV |
EA-FINSERV |
| 185 | Function Module |
RM_RE_SHIFT_WP VALUE(REGEL) LIKE JBRREG
|
Shift Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 186 | Function Module |
RM_RE_SHIFT_WP
|
Shift Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 187 | Function Module |
RM_RE_SHIFT_YC
|
Shift Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 188 | Function Module |
RM_RE_SHIFT_YC VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Shift Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 189 | Function Module |
RM_RH_APPLY_RULE_TO_CCYC REFERENCE(REGEL) TYPE JBRREG
|
Apply Shift Rules to Continuous Compounding Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 190 | Function Module |
RM_RH_APPLY_RULE_TO_CCYC
|
Apply Shift Rules to Continuous Compounding Yield Curves | FTBB |
EA-FINSERV |
EA-FINSERV |
| 191 | Function Module |
RM_RH_APPLY_RULE_TO_CR VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 192 | Function Module |
RM_RH_APPLY_RULE_TO_CR
|
Apply Shift Rules to Exchange Rates | FTBB |
EA-FINSERV |
EA-FINSERV |
| 193 | Function Module |
RM_RH_APPLY_RULE_TO_IR
|
Apply Shift Rules to Single Interest Rates (Interpolated Shifts) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 194 | Function Module |
RM_RH_APPLY_RULE_TO_IR VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Single Interest Rates (Interpolated Shifts) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 195 | Function Module |
RM_RH_APPLY_RULE_TO_IX
|
Apply Shift Rules to Security Index | FTBB |
EA-FINSERV |
EA-FINSERV |
| 196 | Function Module |
RM_RH_APPLY_RULE_TO_IX VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Security Index | FTBB |
EA-FINSERV |
EA-FINSERV |
| 197 | Function Module |
RM_RH_APPLY_RULE_TO_RF VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Risk Factor Values | FTBB |
EA-FINSERV |
EA-FINSERV |
| 198 | Function Module |
RM_RH_APPLY_RULE_TO_RF
|
Apply Shift Rules to Risk Factor Values | FTBB |
EA-FINSERV |
EA-FINSERV |
| 199 | Function Module |
RM_RH_APPLY_RULE_TO_VOLA
|
Apply Shift Rules to Volatilities for All Underlyings | FTBB |
EA-FINSERV |
EA-FINSERV |
| 200 | Function Module |
RM_RH_APPLY_RULE_TO_VOLA VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Volatilities for All Underlyings | FTBB |
EA-FINSERV |
EA-FINSERV |
| 201 | Function Module |
RM_RH_APPLY_RULE_TO_WP
|
Apply Shift Rules to Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 202 | Function Module |
RM_RH_APPLY_RULE_TO_WP VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Security Prices | FTBB |
EA-FINSERV |
EA-FINSERV |
| 203 | Function Module |
RM_RH_APPLY_RULE_TO_YC
|
Apply Shift Rules to Yield Curves (Interpolated) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 204 | Function Module |
RM_RH_APPLY_RULE_TO_YC VALUE(REGEL) LIKE JBRREG
|
Apply Shift Rules to Yield Curves (Interpolated) | FTBB |
EA-FINSERV |
EA-FINSERV |
| 205 | Function Module |
RM_RH_BUFFER_RULE_FOR_CR VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 206 | Function Module |
RM_RH_BUFFER_RULE_FOR_IX VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Structure of Rule Buffer with Historical Index Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 207 | Function Module |
RM_RH_BUFFER_RULE_FOR_RF VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Structure of Rule Buffer with Historic Risk Factor Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 208 | Function Module |
RM_RH_BUFFER_RULE_FOR_WP VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Structure of Rule Buffer with Historical Exchange Rate Changes | FTBB |
EA-FINSERV |
EA-FINSERV |
| 209 | Function Module |
RM_RH_BUFFER_RULE_FOR_YC VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Structure of Rule Buffer with Historical Data for Yield Curve Grid Points | FTBB |
EA-FINSERV |
EA-FINSERV |
| 210 | Function Module |
RM_RH_FILL_RULES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Return Shift Rules for Historical Simulation | FTBB |
EA-FINSERV |
EA-FINSERV |
| 211 | Function Module |
RM_RH_GET_SHIFT_NEXT_CURSOR VALUE(REGELID) LIKE JBRREG-REGELID
|
Get Additive Shift for a Rule and Set Static Cursor | FTBB |
EA-FINSERV |
EA-FINSERV |
| 212 | Function Module |
RM_RH_GET_SHIFT_SET_CURSOR VALUE(REGELID) LIKE JBRREG-REGELID OPTIONAL
|
Get Additive Shift for a Rule and Set Static Cursor | FTBB |
EA-FINSERV |
EA-FINSERV |
| 213 | Function Module |
RM_RH_RULE_DECOMPOSITION VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Complete Risk Hierarchy with Nodes That Have Not Been Calculated | FTBB |
EA-FINSERV |
EA-FINSERV |
| 214 | Function Module |
RM_RH_RULE_DECOMPOSITION VALUE(REGELID) LIKE JBRREG-REGELID
|
Complete Risk Hierarchy with Nodes That Have Not Been Calculated | FTBB |
EA-FINSERV |
EA-FINSERV |
| 215 | Function Module |
RM_SCENARIO_INTERPOLATE VALUE(SHIFT_REGEL) LIKE JBRREG
|
Interpolation of Interest Curves Between Scenarios | FTBB |
EA-FINSERV |
EA-FINSERV |
| 216 | Function Module |
RM_SCENARIO_INTERPOLATE
|
Interpolation of Interest Curves Between Scenarios | FTBB |
EA-FINSERV |
EA-FINSERV |
| 217 | Function Module |
RM_TERMIN_SCHNITTKURS
|
Average Rate for Forward Exchange Transaction: Method 200 | FTBB |
EA-FINSERV |
EA-FINSERV |
| 218 | Function Module |
RM_TERMIN_SCHNITTKURS VALUE(I_SHIFT_REGEL) LIKE JBRREG
|
Average Rate for Forward Exchange Transaction: Method 200 | FTBB |
EA-FINSERV |
EA-FINSERV |
| 219 | Function Module |
RM_VAR_VAKO_GAMMA
|
Value at Risk: Variance/Covariance Delta-Gamma | FTBB |
EA-FINSERV |
EA-FINSERV |
| 220 | Function Module |
TPM_PA_SELECT_FLOWS
|
Selektion von Bewegungen aus dem TRL für Profit-Analyzer | FTR_TRL_REPORTING |
EA-FINSERV |
EA-FINSERV |
| 221 | Function Module |
TVZB01_MEO_FOR_MRM_FILL
|
Methodenergebnisobjekt für MRM füllen | FTB |
EA-FINSERV |
EA-FINSERV |
| 222 | Function Module |
TVZB01_PV_FOR_CF_TAB_CALC
|
Barwert zu einer Cashflow-Tabelle ermitteln | FTB |
EA-FINSERV |
EA-FINSERV |
| 223 | Function Module |
TVZB01_TRADED_DERIVATIVE
|
Methodenbaustein für börsengehandelte Derivate | FTB |
EA-FINSERV |
EA-FINSERV |
| 224 | Function Module |
TV_ACCR_INTR_CALC
|
Berechnung der Bond-Stückzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 225 | Function Module |
TV_APPLY_GS_RULE_TO_CCYC
|
Gitter- bzw. Sensitivitätsregel auf Cont.-Compound.-Zinskurven anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 226 | Function Module |
TV_APPLY_GS_RULE_TO_CCYC REFERENCE(SHIFTREGEL) TYPE JBRREG
|
Gitter- bzw. Sensitivitätsregel auf Cont.-Compound.-Zinskurven anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 227 | Function Module |
TV_APPLY_GS_RULE_TO_CR VALUE(REGEL) LIKE JBRREG
|
Gitter- bzw. Sensitivitätsregel auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 228 | Function Module |
TV_APPLY_GS_RULE_TO_CR
|
Gitter- bzw. Sensitivitätsregel auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 229 | Function Module |
TV_APPLY_GS_RULE_TO_IX
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierindexkurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 230 | Function Module |
TV_APPLY_GS_RULE_TO_IX VALUE(REGEL) LIKE JBRREG
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierindexkurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 231 | Function Module |
TV_APPLY_GS_RULE_TO_VOLA VALUE(REGEL) LIKE JBRREG
|
Gitter- bzw. Sensitivitätsvolashift für alle Underlyings | FTB |
EA-FINSERV |
EA-FINSERV |
| 232 | Function Module |
TV_APPLY_GS_RULE_TO_VOLA
|
Gitter- bzw. Sensitivitätsvolashift für alle Underlyings | FTB |
EA-FINSERV |
EA-FINSERV |
| 233 | Function Module |
TV_APPLY_GS_RULE_TO_WP VALUE(REGEL) LIKE JBRREG
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierkurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 234 | Function Module |
TV_APPLY_GS_RULE_TO_WP
|
Gitter- bzw. Sensitivitätsregel auf Wertpapierkurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 235 | Function Module |
TV_APPLY_GS_RULE_TO_YC VALUE(REGEL) LIKE JBRREG
|
Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 236 | Function Module |
TV_APPLY_GS_RULE_TO_YC
|
Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 237 | Function Module |
TV_APPLY_HS_RULE_TO_CR VALUE(REGEL) LIKE JBRREG
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 238 | Function Module |
TV_APPLY_HS_RULE_TO_CR
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 239 | Function Module |
TV_APPLY_HS_RULE_TO_IR VALUE(REGEL) LIKE JBRREG
|
Interpolierter Shift von Einzelzinssätzen | FTB |
EA-FINSERV |
EA-FINSERV |
| 240 | Function Module |
TV_APPLY_HS_RULE_TO_IR
|
Interpolierter Shift von Einzelzinssätzen | FTB |
EA-FINSERV |
EA-FINSERV |
| 241 | Function Module |
TV_APPLY_HS_RULE_TO_IX VALUE(REGEL) LIKE JBRREG
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 242 | Function Module |
TV_APPLY_HS_RULE_TO_IX
|
Regeln der historischen Simulation auf Währungskurse anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 243 | Function Module |
TV_APPLY_HS_RULE_TO_VOLA REFERENCE(REGEL) LIKE JBRREG
|
Shiftregeln auf Volatilitäten für alle Underlyings anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 244 | Function Module |
TV_APPLY_HS_RULE_TO_VOLA
|
Shiftregeln auf Volatilitäten für alle Underlyings anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 245 | Function Module |
TV_APPLY_HS_RULE_TO_YC VALUE(REGEL) LIKE JBRREG
|
Regeln der historischen Simulation im Zinsbereich anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 246 | Function Module |
TV_APPLY_HS_RULE_TO_YC
|
Regeln der historischen Simulation im Zinsbereich anwenden | FTB |
EA-FINSERV |
EA-FINSERV |
| 247 | Function Module |
TV_BOND_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Bond-Barwert | FTB |
EA-FINSERV |
EA-FINSERV |
| 248 | Function Module |
TV_BOND_BARWERT
|
Bond-Barwert | FTB |
EA-FINSERV |
EA-FINSERV |
| 249 | Function Module |
TV_BOND_METHODS
|
Steuerung der Bond-Berechnungsmethoden | FTB |
EA-FINSERV |
EA-FINSERV |
| 250 | Function Module |
TV_BUFFER_HS_RULE_FOR_CR VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aufbau des Regelpuffers mit historischen Währungskursänderungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 251 | Function Module |
TV_BUFFER_HS_RULE_FOR_IX VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aufbau des Regelpuffers mit historischen Indexänderungen | FTB |
EA-FINSERV |
EA-FINSERV |
| 252 | Function Module |
TV_BUFFER_HS_RULE_FOR_YC VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aufbau des Regelpuffers mit historischen Daten für Zinskurvenstützstellen | FTB |
EA-FINSERV |
EA-FINSERV |
| 253 | Function Module |
TV_CAP_FLOOR_BARWERT
|
Barwert eines Zinscaps oder -Floors | FTB |
EA-FINSERV |
EA-FINSERV |
| 254 | Function Module |
TV_CAP_FLOOR_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert eines Zinscaps oder -Floors | FTB |
EA-FINSERV |
EA-FINSERV |
| 255 | Function Module |
TV_CAP_FLOOR_METHODS
|
Steuerung der Cap/Floor - Methodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
| 256 | Function Module |
TV_COMPLETE_GRID_RULES VALUE(REGEL) LIKE JBRREG-REGELID
|
Auflösung der Regel-ID in X- und Y-Koordinate | FTB |
EA-FINSERV |
EA-FINSERV |
| 257 | Function Module |
TV_COMPLETE_HISTORY_RULES VALUE(REGEL) LIKE JBRREG-REGELID
|
Vervollständigung der Risikohierarchie um nicht berechnete Knoten | FTB |
EA-FINSERV |
EA-FINSERV |
| 258 | Function Module |
TV_COMPUTE_IRR
|
Effektivzinsberechnung | FTB |
EA-FINSERV |
EA-FINSERV |
| 259 | Function Module |
TV_COMPUTE_TOR
|
Total Return Berechnung | FTB |
EA-FINSERV |
EA-FINSERV |
| 260 | Function Module |
TV_CONVERT_PV_CURRENCY
|
Umwandlung eines Betrags in andere Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 261 | Function Module |
TV_CONVERT_PV_CURRENCY VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Umwandlung eines Betrags in andere Währung | FTB |
EA-FINSERV |
EA-FINSERV |
| 262 | Function Module |
TV_CONVEXITY_ADJUSTMENT
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 263 | Function Module |
TV_CONVEXITY_ADJUSTMENT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 264 | Function Module |
TV_DELTA_POSITION_COMPUTE
|
Berechnung der Deltapositionen pro Risikofaktor | FTB |
EA-FINSERV |
EA-FINSERV |
| 265 | Function Module |
TV_FILL_GRID_RULES E_REGELN STRUCTURE JBRREG
|
Befüllung des Regelpuffers mit Gitterregeln | FTB |
EA-FINSERV |
EA-FINSERV |
| 266 | Function Module |
TV_FILL_HISTORY_RULES E_REGELN STRUCTURE JBRREG
|
Aufbauen des Regelpuffer für die historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 267 | Function Module |
TV_FILL_HISTORY_RULES E_DELTAREG STRUCTURE JBRREG OPTIONAL
|
Aufbauen des Regelpuffer für die historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 268 | Function Module |
TV_FILL_HISTORY_RULES
|
Aufbauen des Regelpuffer für die historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 269 | Function Module |
TV_FILL_HISTORY_RULES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aufbauen des Regelpuffer für die historische Simulation | FTB |
EA-FINSERV |
EA-FINSERV |
| 270 | Function Module |
TV_FILL_MULTI_GRID_RULES E_REGELN STRUCTURE JBRREG
|
Generierung von Shiftregeln im multidimensionalen Gitter | FTB |
EA-FINSERV |
EA-FINSERV |
| 271 | Function Module |
TV_FILL_MULTI_GRID_RULES
|
Generierung von Shiftregeln im multidimensionalen Gitter | FTB |
EA-FINSERV |
EA-FINSERV |
| 272 | Function Module |
TV_FILL_SENSI_RULES
|
Generierung von Shiftregeln für mehrdimensionale Preisfunktionen | FTB |
EA-FINSERV |
EA-FINSERV |
| 273 | Function Module |
TV_FILL_SENSI_RULES E_REGELN STRUCTURE JBRREG
|
Generierung von Shiftregeln für mehrdimensionale Preisfunktionen | FTB |
EA-FINSERV |
EA-FINSERV |
| 274 | Function Module |
TV_FILL_SENSI_RULES_FOR_CR VALUE(E_REG) LIKE JBRREG
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Währungskurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 275 | Function Module |
TV_FILL_SENSI_RULES_FOR_CR
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Währungskurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 276 | Function Module |
TV_FILL_SENSI_RULES_FOR_IX
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Aktienindexkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 277 | Function Module |
TV_FILL_SENSI_RULES_FOR_IX VALUE(E_REG) LIKE JBRREG
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Aktienindexkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 278 | Function Module |
TV_FILL_SENSI_RULES_FOR_VOLA
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten | FTB |
EA-FINSERV |
EA-FINSERV |
| 279 | Function Module |
TV_FILL_SENSI_RULES_FOR_VOLA VALUE(E_REG) LIKE JBRREG
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten | FTB |
EA-FINSERV |
EA-FINSERV |
| 280 | Function Module |
TV_FILL_SENSI_RULES_FOR_WP
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Wertpapierkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 281 | Function Module |
TV_FILL_SENSI_RULES_FOR_WP VALUE(E_REG) LIKE JBRREG
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Wertpapierkurse | FTB |
EA-FINSERV |
EA-FINSERV |
| 282 | Function Module |
TV_FILL_SENSI_RULES_FOR_YC
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinskurven | FTB |
EA-FINSERV |
EA-FINSERV |
| 283 | Function Module |
TV_FILL_SENSI_RULES_FOR_YC VALUE(E_REG) LIKE JBRREG
|
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinskurven | FTB |
EA-FINSERV |
EA-FINSERV |
| 284 | Function Module |
TV_FILL_VARIABLE_CASHFLOW
|
Auflösung von Zinsreferenzen eines Zahlungsstroms | FTB |
EA-FINSERV |
EA-FINSERV |
| 285 | Function Module |
TV_FILL_VARIABLE_CASHFLOW VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Auflösung von Zinsreferenzen eines Zahlungsstroms | FTB |
EA-FINSERV |
EA-FINSERV |
| 286 | Function Module |
TV_FILL_VAR_COV_RULES
|
Aufbauen des Regelpuffer für Varianz/Kovarianz Ansatz | FTB |
EA-FINSERV |
EA-FINSERV |
| 287 | Function Module |
TV_FILL_VAR_COV_RULES E_REGELN STRUCTURE JBRREG
|
Aufbauen des Regelpuffer für Varianz/Kovarianz Ansatz | FTB |
EA-FINSERV |
EA-FINSERV |
| 288 | Function Module |
TV_FILL_VAR_COV_RULES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aufbauen des Regelpuffer für Varianz/Kovarianz Ansatz | FTB |
EA-FINSERV |
EA-FINSERV |
| 289 | Function Module |
TV_FIT_SHIFT_TO_THETA VALUE(SHIFTTYP) LIKE JBRREG-SHIFTTYP DEFAULT '0'
|
Absoluten bzw. relativen Deltashift an Zeitablauf anpassen | FTB |
EA-FINSERV |
EA-FINSERV |
| 290 | Function Module |
TV_FRA_BARWERT
|
Barwert eines Forward Rate Agreements | FTB |
EA-FINSERV |
EA-FINSERV |
| 291 | Function Module |
TV_FRA_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert eines Forward Rate Agreements | FTB |
EA-FINSERV |
EA-FINSERV |
| 292 | Function Module |
TV_FRA_CASHFLOW
|
Ermittlung des Zahlbetrags eines FRA | FTB |
EA-FINSERV |
EA-FINSERV |
| 293 | Function Module |
TV_FRA_CASHFLOW VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Ermittlung des Zahlbetrags eines FRA | FTB |
EA-FINSERV |
EA-FINSERV |
| 294 | Function Module |
TV_FRA_METHODS
|
Steuerung der FRA - Methodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
| 295 | Function Module |
TV_GET_GS_RULE_SHIFT VALUE(REGELID) LIKE JBRREG-REGELID
|
Additiven Shift zu einer Regelid liefern | FTB |
EA-FINSERV |
EA-FINSERV |
| 296 | Function Module |
TV_GET_HISTORY_FOR_CR VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von relativen Währungskursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 297 | Function Module |
TV_GET_HISTORY_FOR_IX VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Indexkursänderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 298 | Function Module |
TV_GET_HISTORY_FOR_KEYRATE VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Zinskurvenstützstellen bzw. Referenzzinsen | FTB |
EA-FINSERV |
EA-FINSERV |
| 299 | Function Module |
TV_GET_HISTORY_FOR_WP VALUE(REGELBASIS) LIKE JBRREG-REGELID OPTIONAL
|
Historische Zeitreihe von Wertpapieränderungen aufbauen | FTB |
EA-FINSERV |
EA-FINSERV |
| 300 | Function Module |
TV_INITIALIZE_RULES
|
Initialisierung der Pufferbereiche der Regeln | FTB |
EA-FINSERV |
EA-FINSERV |
| 301 | Function Module |
TV_LOAN_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert eines Darlehens | FTB |
EA-FINSERV |
EA-FINSERV |
| 302 | Function Module |
TV_LOAN_BARWERT
|
Barwert eines Darlehens | FTB |
EA-FINSERV |
EA-FINSERV |
| 303 | Function Module |
TV_LOAN_METHODS
|
Steuerung der Darlehen - Methodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
| 304 | Function Module |
TV_MARKET_DATA_AKTIEN_VOLA
|
Aktienvola vom Marktdatenpuffer holen | FTB |
EA-FINSERV |
EA-FINSERV |
| 305 | Function Module |
TV_MARKET_DATA_AKTIEN_VOLA VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Aktienvola vom Marktdatenpuffer holen | FTB |
EA-FINSERV |
EA-FINSERV |
| 306 | Function Module |
TV_MARKET_DATA_INT_VOLA VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 307 | Function Module |
TV_MARKET_DATA_INT_VOLA
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 308 | Function Module |
TV_MARKET_DATA_INT_VOLA1 VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 309 | Function Module |
TV_MARKET_DATA_INT_VOLA_SI VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 310 | Function Module |
TV_MARKET_DATA_RATES2 VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Interface zum Marktdatenpuffer für Zinsen: Kurven u. Einzelsätze | FTB |
EA-FINSERV |
EA-FINSERV |
| 311 | Function Module |
TV_MARKET_DATA_RATES2
|
Interface zum Marktdatenpuffer für Zinsen: Kurven u. Einzelsätze | FTB |
EA-FINSERV |
EA-FINSERV |
| 312 | Function Module |
TV_MARKET_DATA_SPOT
|
Kassakurs vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 313 | Function Module |
TV_MARKET_DATA_SPOT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Kassakurs vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 314 | Function Module |
TV_MARKET_DATA_VOLA
|
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 315 | Function Module |
TV_MARKET_DATA_VOLA VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 316 | Function Module |
TV_MARKET_DATA_WP_VOLA VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Wertpapiervola vom Marktdatenpuffer holen, ggf. Zinsvola und umrechnen | FTB |
EA-FINSERV |
EA-FINSERV |
| 317 | Function Module |
TV_MARKET_DATA_WP_VOLA
|
Wertpapiervola vom Marktdatenpuffer holen, ggf. Zinsvola und umrechnen | FTB |
EA-FINSERV |
EA-FINSERV |
| 318 | Function Module |
TV_MONEY_BARWERT
|
Barwert eines Geldhandelsgeschäftes | FTB |
EA-FINSERV |
EA-FINSERV |
| 319 | Function Module |
TV_MONEY_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert eines Geldhandelsgeschäftes | FTB |
EA-FINSERV |
EA-FINSERV |
| 320 | Function Module |
TV_MONEY_METHODS
|
Steuerung der Geldhandels - Methodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
| 321 | Function Module |
TV_NO_BOND_METHODS
|
Steuerung der Wertpapier/Aktien -Berechnung ohne Bonds | FTB |
EA-FINSERV |
EA-FINSERV |
| 322 | Function Module |
TV_OPTION_WITH_UL_METHODS
|
Option mit Underlying Steuerung | FTB |
EA-FINSERV |
EA-FINSERV |
| 323 | Function Module |
TV_PV_KLAMMER_CALC
|
Berechnung des Barwertes einer Klammer | FTB |
EA-FINSERV |
EA-FINSERV |
| 324 | Function Module |
TV_PV_KLAMMER_CALC VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Berechnung des Barwertes einer Klammer | FTB |
EA-FINSERV |
EA-FINSERV |
| 325 | Function Module |
TV_PV_POSITION
|
Barwertposition pro Risikofaktor ermitteln | FTB |
EA-FINSERV |
EA-FINSERV |
| 326 | Function Module |
TV_RETRIEVE_GS_RULESET E_REGELN STRUCTURE JBRREG
|
Regelsatz für Gitter bzw. Sensitivitäten zurückliefern | FTB |
EA-FINSERV |
EA-FINSERV |
| 327 | Function Module |
TV_RETRIEVE_GS_RULESET
|
Regelsatz für Gitter bzw. Sensitivitäten zurückliefern | FTB |
EA-FINSERV |
EA-FINSERV |
| 328 | Function Module |
TV_RM_AKTIEN_INDEX_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
RM Aktienindex-Barwertrechner (Aktien und Derivate) | FTB |
EA-FINSERV |
EA-FINSERV |
| 329 | Function Module |
TV_RM_AKTIEN_INDEX_BARWERT
|
RM Aktienindex-Barwertrechner (Aktien und Derivate) | FTB |
EA-FINSERV |
EA-FINSERV |
| 330 | Function Module |
TV_RM_AKTIEN_INDEX_METHODS
|
IS-B: RM Berechnungsmethoden für auf Index abgebildete Aktien | FTB |
EA-FINSERV |
EA-FINSERV |
| 331 | Function Module |
TV_RM_FIMA_AKTIEN_INDEX
|
RM-FIMA für Aktienindizes | FTB |
EA-FINSERV |
EA-FINSERV |
| 332 | Function Module |
TV_RM_FIMA_AKTIEN_INDEX VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Aktienindizes | FTB |
EA-FINSERV |
EA-FINSERV |
| 333 | Function Module |
TV_RM_FIMA_BOND VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Bonds | FTB |
EA-FINSERV |
EA-FINSERV |
| 334 | Function Module |
TV_RM_FIMA_BOND
|
RM-FIMA für Bonds | FTB |
EA-FINSERV |
EA-FINSERV |
| 335 | Function Module |
TV_RM_FIMA_CAP_FLOOR
|
RM-FIMA für Cap/Floor | FTB |
EA-FINSERV |
EA-FINSERV |
| 336 | Function Module |
TV_RM_FIMA_CAP_FLOOR VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Cap/Floor | FTB |
EA-FINSERV |
EA-FINSERV |
| 337 | Function Module |
TV_RM_FIMA_FRA VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für FRAs | FTB |
EA-FINSERV |
EA-FINSERV |
| 338 | Function Module |
TV_RM_FIMA_FRA
|
RM-FIMA für FRAs | FTB |
EA-FINSERV |
EA-FINSERV |
| 339 | Function Module |
TV_RM_FIMA_FUTURES
|
RM-FIMA Ansteuerung der FIMA für Futures | FTB |
EA-FINSERV |
EA-FINSERV |
| 340 | Function Module |
TV_RM_FIMA_FUTURES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA Ansteuerung der FIMA für Futures | FTB |
EA-FINSERV |
EA-FINSERV |
| 341 | Function Module |
TV_RM_FIMA_FX_OPTION
|
RM-FIMA für Devisenoptionen | FTB |
EA-FINSERV |
EA-FINSERV |
| 342 | Function Module |
TV_RM_FIMA_FX_OPTION VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Devisenoptionen | FTB |
EA-FINSERV |
EA-FINSERV |
| 343 | Function Module |
TV_RM_FIMA_FX_TERMIN VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Devisen Termingeschäfte | FTB |
EA-FINSERV |
EA-FINSERV |
| 344 | Function Module |
TV_RM_FIMA_FX_TERMIN
|
RM-FIMA für Devisen Termingeschäfte | FTB |
EA-FINSERV |
EA-FINSERV |
| 345 | Function Module |
TV_RM_FIMA_LOAN VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Darlehen | FTB |
EA-FINSERV |
EA-FINSERV |
| 346 | Function Module |
TV_RM_FIMA_LOAN
|
RM-FIMA für Darlehen | FTB |
EA-FINSERV |
EA-FINSERV |
| 347 | Function Module |
TV_RM_FIMA_MONEY VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Geldhandel/Devisen | FTB |
EA-FINSERV |
EA-FINSERV |
| 348 | Function Module |
TV_RM_FIMA_MONEY
|
RM-FIMA für Geldhandel/Devisen | FTB |
EA-FINSERV |
EA-FINSERV |
| 349 | Function Module |
TV_RM_FIMA_NOT_AGGR_WP VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für nicht auf Index abgebildete Aktien/Aktienderivate | FTB |
EA-FINSERV |
EA-FINSERV |
| 350 | Function Module |
TV_RM_FIMA_OPTION_WITH_UL VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Bondoptionen und Swaptions | FTB |
EA-FINSERV |
EA-FINSERV |
| 351 | Function Module |
TV_RM_FIMA_OPTION_WITH_UL
|
RM-FIMA für Bondoptionen und Swaptions | FTB |
EA-FINSERV |
EA-FINSERV |
| 352 | Function Module |
TV_RM_FIMA_SWAP
|
RM-FIMA für Swaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 353 | Function Module |
TV_RM_FIMA_SWAP VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
RM-FIMA für Swaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 354 | Function Module |
TV_RM_NOT_AGGR_WP_BARWERT VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
RM Barwertrechner für nicht auf Index abgebildete Aktien und Aktienerivate | FTB |
EA-FINSERV |
EA-FINSERV |
| 355 | Function Module |
TV_SCENARIO_INTERPOLATE VALUE(SHIFT_REGEL) LIKE JBRREG
|
Interpolation von Zinskurven zwischen zwei Szenarien | FTB |
EA-FINSERV |
EA-FINSERV |
| 356 | Function Module |
TV_SCHNITTKURS_KLAMMER_CALC VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Berechnung des Schnittkurses einer Klammer | FTB |
EA-FINSERV |
EA-FINSERV |
| 357 | Function Module |
TV_SCHNITTKURS_KLAMMER_CALC
|
Berechnung des Schnittkurses einer Klammer | FTB |
EA-FINSERV |
EA-FINSERV |
| 358 | Function Module |
TV_SHIFT_BV_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Wertpapiervolatilitäten gemäß Regel shiften | FTB |
EA-FINSERV |
EA-FINSERV |
| 359 | Function Module |
TV_SHIFT_BV_WITH_RULE
|
Wertpapiervolatilitäten gemäß Regel shiften | FTB |
EA-FINSERV |
EA-FINSERV |
| 360 | Function Module |
TV_SHIFT_CR_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Währungskurse gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 361 | Function Module |
TV_SHIFT_CR_WITH_RULE
|
Währungskurse gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 362 | Function Module |
TV_SHIFT_CV_WITH_RULE
|
Währungskursvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 363 | Function Module |
TV_SHIFT_CV_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Währungskursvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 364 | Function Module |
TV_SHIFT_IR_WITH_RULE VALUE(REGEL) LIKE JBRREG
|
Shift wird für genau eine Stützstelle einer Zinskurve durchgeführt | FTB |
EA-FINSERV |
EA-FINSERV |
| 365 | Function Module |
TV_SHIFT_IR_WITH_RULE
|
Shift wird für genau eine Stützstelle einer Zinskurve durchgeführt | FTB |
EA-FINSERV |
EA-FINSERV |
| 366 | Function Module |
TV_SHIFT_IV_WITH_RULE
|
Zinsvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 367 | Function Module |
TV_SHIFT_IV_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Zinsvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 368 | Function Module |
TV_SHIFT_IX_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Indexkurse gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 369 | Function Module |
TV_SHIFT_IX_WITH_RULE
|
Indexkurse gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 370 | Function Module |
TV_SHIFT_XV_WITH_RULE
|
Indexvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 371 | Function Module |
TV_SHIFT_XV_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Indexvolatilitäten gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 372 | Function Module |
TV_SHIFT_YC_WITH_RULE
|
Zinskurve gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 373 | Function Module |
TV_SHIFT_YC_WITH_RULE VALUE(REGEL) LIKE JBRREG OPTIONAL
|
Zinskurve gemäß Regeln modifizieren | FTB |
EA-FINSERV |
EA-FINSERV |
| 374 | Function Module |
TV_STORE_GS_RULESET I_REGELN STRUCTURE JBRREG
|
Regelsatz für Gittersimulation bzw. Senisitivitäten ablegen | FTB |
EA-FINSERV |
EA-FINSERV |
| 375 | Function Module |
TV_STORE_HISTORY_RULESET I_REGELN STRUCTURE JBRREG
|
Vollständigen Regelsatz für historische Simulation ablegen | FTB |
EA-FINSERV |
EA-FINSERV |
| 376 | Function Module |
TV_SUPPLY_SHIFT_RULES VALUE(REGELTYP) LIKE JBRREG-REGELTYP
|
Aus preisbildenden Faktoren werden Shiftregeln abgeleitet | FTB |
EA-FINSERV |
EA-FINSERV |
| 377 | Function Module |
TV_SUPPLY_SHIFT_RULES E_REGLIST STRUCTURE JBRREG
|
Aus preisbildenden Faktoren werden Shiftregeln abgeleitet | FTB |
EA-FINSERV |
EA-FINSERV |
| 378 | Function Module |
TV_SUPPLY_SHIFT_RULES
|
Aus preisbildenden Faktoren werden Shiftregeln abgeleitet | FTB |
EA-FINSERV |
EA-FINSERV |
| 379 | Function Module |
TV_SUPPLY_SHIFT_RULES E_HSREGLIST STRUCTURE JBRREG OPTIONAL
|
Aus preisbildenden Faktoren werden Shiftregeln abgeleitet | FTB |
EA-FINSERV |
EA-FINSERV |
| 380 | Function Module |
TV_SWAP_BARWERT
|
Barwert eines Zins- oder Währungszinsswaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 381 | Function Module |
TV_SWAP_BARWERT VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Barwert eines Zins- oder Währungszinsswaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 382 | Function Module |
TV_SWAP_FESTSATZ VALUE(I_SHIFT_REGEL) LIKE JBRREG OPTIONAL
|
Festsatz eines Zins- oder Währungszinsswaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 383 | Function Module |
TV_SWAP_FESTSATZ
|
Festsatz eines Zins- oder Währungszinsswaps | FTB |
EA-FINSERV |
EA-FINSERV |
| 384 | Function Module |
TV_SWAP_METHODS
|
Steuerung der Swap - Methodenrechner | FTB |
EA-FINSERV |
EA-FINSERV |
