SAP Function Group RMMATH1
Calculation Functions for Backtesting
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The Function Group RMMATH1 (Calculation Functions for Backtesting) is a standard Function Group in SAP ERP and is part of the package FTBB. It contains the following embedded function modules and dictionary objects.
Technical Information
| Function Group | RMMATH1 |
| Short Text | Calculation Functions for Backtesting |
| Package | FTBB |
Function Modules
Function Group RMMATH1 contains 12 function modules.
| RMMATH1_BIN_DISTRIBUTION_BT | Berechnung der kumulierten Binomialverteilung |
|---|---|
| RMMATH1_CALC_DATA_PP_PLOT | Berechnung der Daten für den PP-Plot |
| RMMATH1_CALC_DATA_QQ_PLOT | Berechnung der Daten für den QQ-Plot |
| RMMATH1_COMBINATION | Berechne n (Element) über k (Klasse) |
| RMMATH1_GET_KONFILEVEL1_HOLPER | Lesen des Konfidenzniveaus (Soll-Wert) und der Haltedauer |
| RMMATH1_GET_KONFILEVEL2 | Berechnung des Konfidenzniveaus (Ist-Wert) |
| RMMATH1_GET_NUMBER_OF_EXCEP | Berechnung der Anzahl der Ausreißer/ Ausnahmen |
| RMMATH1_GET_NUMBER_OF_LOSSES | Berechnung der Anzahl der Verluste |
| RMMATH1_GET_NUMBER_OF_POS_EXCP | Berechne die Anzahl der positiven Überschreitungen |
| RMMATH1_GET_SAMPLE_SIZE | Berechnung des Stichprobenumfangs |
| RMMATH1_GET_VAR_AT_KEY_DATE | Lesen des Value-at-Risk zu dem aktuellen Stichtag |
| RMMATH1_VARIANCE_DEVIATION | Berechnung des Mittelwertes, der Varianz und der Standardabweichung |