SAP Function Module RM_VAR_MONTE_CARLO
Value at Risk: Monte Carlo Simulation
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The Function Module RM_VAR_MONTE_CARLO (Value at Risk: Monte Carlo Simulation) is a standard Function Module in SAP ERP and is part of the function group RMR0 within the package FTBB.
Technical Information
| Function Module | RM_VAR_MONTE_CARLO |
| Short Text | Value at Risk: Monte Carlo Simulation |
| Function Group | RMR0 |
| Package | FTBB |
| Module Type | Normal Module |
Importing Parameters
This function module does not define any IMPORTING parameters.
Exporting Parameters
This function module does not define any EXPORTING parameters.
Changing Parameters
These are the CHANGING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| SPARA | LIKE | JBRHSSPARI | Auswertungsparameter |
Table Parameters
These are the TABLE parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| E_JBRRPHSGUV | LIKE | JBRRPHSGUV | Gewinn & Verlust Ergebnisobjekt | |
| E_JBRRPHSVAR | LIKE | JBRRPHSVAR | Value at Risk Ergebnisobjekt | |
| I_FOB | LIKE | JBRFOB | Finanzobjekte | |
| I_JBRPHBAUM | LIKE | JBRPHBAUM | Risikohierarchie | |
| I_ZUORDN | LIKE | JBRZUORDN | Zuordnung BP <-> PH |
Exceptions
These are the Exceptions of this function module.
| Exception Name | Short Text |
|---|---|
| INIT_ERROR | Fehler bei der allg. Initialsierung |
| VAR_ERROR | Fehler bei der VaR Berechnung |