SAP Function Module MONTE_CARLO_USEREXIT_STEP_1
Beispielbaustein für die Szenarioerzeugung im Monte Carlo Verfahren
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The Function Module MONTE_CARLO_USEREXIT_STEP_1 (Beispielbaustein für die Szenarioerzeugung im Monte Carlo Verfahren) is a standard Function Module in SAP ERP and is part of the function group RMXX within the package FTBB.
Technical Information
| Function Module | MONTE_CARLO_USEREXIT_STEP_1 |
| Short Text | Beispielbaustein für die Szenarioerzeugung im Monte Carlo Verfahren |
| Function Group | RMXX |
| Package | FTBB |
| Module Type | Remote-Enabled |
Importing Parameters
These are the IMPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| I_VAR_DEFAULTS | LIKE | JBRIHSVAR | VaR Alg. Parameter |
Exporting Parameters
This function module does not define any EXPORTING parameters.
Changing Parameters
This function module does not define any CHANGING parameters.
Table Parameters
These are the TABLE parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| E_TIMESERIE | LIKE | VTVUEMC_KORR_TIMESERIE | Stichprobe | |
| I_COVARIANZMATRIX | LIKE | VTVVKMATRIX | Kovarianzmatrix | |
| I_HIST_TIMESERIE | LIKE | VTVUEMC_HIST_TIMESERIE | Historische Zeitreihe von Marktpreisverä. | |
| I_LEAFS | LIKE | JBRRHBLATT | Risikofaktor Beschreibung |
Exceptions
These are the Exceptions of this function module.
| Exception Name | Short Text |
|---|---|
| NEGATIV_SUBSUM | neg. Wert u. d. Wurzel -> Matrix nicht pos. def. |
| NOT_POS_DEFINIT | neg. Wert u. d. Wurzel -> Matrix nicht pos. def. |
| ZERO_VALUE | neg. Wert u. d. Wurzel -> Matrix nicht pos. def. |