SAP Function Module RM_MC_GENERATE_SMC_RULES
Erstellt eine simulierte Zeitreihe durch Structurized Monte Carlo
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The Function Module RM_MC_GENERATE_SMC_RULES (Erstellt eine simulierte Zeitreihe durch Structurized Monte Carlo) is a standard Function Module in SAP ERP and is part of the function group RMMC within the package FTBB.
Technical Information
| Function Module | RM_MC_GENERATE_SMC_RULES |
| Short Text | Erstellt eine simulierte Zeitreihe durch Structurized Monte Carlo |
| Function Group | RMMC |
| Package | FTBB |
| Module Type | Normal Module |
Importing Parameters
These are the IMPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| I_COVARIANZMATRIX | TYPE | VTVVKMATRIX_TAB | Tabelle für Matrix | |
| 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_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. |