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.
| Function Module | RM_VAR_MONTE_CARLO |
| Short Text | Value at Risk: Monte Carlo Simulation |
| Function Group | RMR0 |
| Package | FTBB |
| Module Type | Normal Module |
This function module does not define any IMPORTING parameters.
This function module does not define any EXPORTING parameters.
These are the CHANGING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| SPARA | LIKE | JBRHSSPARI | Auswertungsparameter |
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 |
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 |