SAP Function Module RM_VAR_VAKO_GAMMA
Value at Risk: Varianz/Kovarianz-Delta-Gamma
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The Function Module RM_VAR_VAKO_GAMMA (Value at Risk: Varianz/Kovarianz-Delta-Gamma) 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_VAKO_GAMMA |
| Short Text | Value at Risk: Varianz/Kovarianz-Delta-Gamma |
| 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_JBRRPHSVAR | LIKE | JBRRPHSVAR | Value at Risk Ergebnisobjekt | |
| I_FOB | LIKE | JBRFOB | Finanzobjekte | |
| I_JBRPHBAUM | LIKE | JBRPHBAUM | Portfoliohierachie | |
| I_ZUORDN | LIKE | JBRZUORDN | Zuordnung BP <-> PHK |
Exceptions
These are the Exceptions of this function module.
| Exception Name | Short Text |
|---|---|
| INIT_ERROR |