SAP Function Module RMSTAT_CALC_CORREL_FOR_FX
Die Berechnung von Korrelationen
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The Function Module RMSTAT_CALC_CORREL_FOR_FX (Die Berechnung von Korrelationen) is a standard Function Module in SAP ERP and is part of the function group RMSTAT within the package FTBB.
Technical Information
| Function Module | RMSTAT_CALC_CORREL_FOR_FX |
| Short Text | Die Berechnung von Korrelationen |
| Function Group | RMSTAT |
| 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_EVAL_DATE | TYPE | D | Evaluation date | |
| I_UPWIND | TYPE | JBRIHSDEF-UNWIND | Laufzeit | |
| I_VOLA_TYP | TYPE | ATVO1-VOLART | Volatility type |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| E_CORR | TYPE | VTVSTUEDATATYPES-RESULT | Correlation |
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 |
|---|---|---|---|---|
| IT_RISKFACTORS | LIKE | JBRRHBLATT | risk hierarchy |
Exceptions
This function module does not define any Exceptions.