| RLB_WORKLIST_UPDATE |
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Workbench Utilities |
| RLB_WRITE_STATISTICS |
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Workbench Utilities |
| RMMATH1_BIN_DISTRIBUTION_BT |
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Calculation of Cumulated Binomialo Distribution |
Market Risk Analyzer |
| RMMATH1_CALC_DATA_PP_PLOT |
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Calculation of Data for PP Plot |
Market Risk Analyzer |
| RMMATH1_CALC_DATA_QQ_PLOT |
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Calculation of Data for QQ Plot |
Market Risk Analyzer |
| RMMATH1_COMBINATION |
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Calculate n (element) using k (class) |
Market Risk Analyzer |
| RMMATH1_GET_KONFILEVEL1_HOLPER |
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Get Confidence Level (Planned Value) and Holding Period |
Market Risk Analyzer |
| RMMATH1_GET_KONFILEVEL2 |
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Calculation of Confidence Level (Actual Value) |
Market Risk Analyzer |
| RMMATH1_GET_NUMBER_OF_EXCEP |
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Calculate Number of Marginal Values/Exceptions |
Market Risk Analyzer |
| RMMATH1_GET_NUMBER_OF_LOSSES |
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Calculation of Number of Losses |
Market Risk Analyzer |
| RMMATH1_GET_NUMBER_OF_POS_EXCP |
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Calculates the number of times values were exceeded positively |
Market Risk Analyzer |
| RMMATH1_GET_SAMPLE_SIZE |
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Get Sample Size |
Market Risk Analyzer |
| RMMATH1_GET_VAR_AT_KEY_DATE |
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Get Value at Risk for Current Key Date |
Market Risk Analyzer |
| RMMATH1_VARIANCE_DEVIATION |
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Calculation of Mean, Variance, and Standard Deviation |
Market Risk Analyzer |
| RMMATH_DEFINITENESS_CHECK |
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This function module tests whether matrices are positive definite |
Market Risk Analyzer |
| RMMATH_GAUSSJORDAN_ELIMINATION |
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Gauss-Jordan Elimination for Solving a Linear System of Equations |
Market Risk Analyzer |
| RMMATH_JACOBI_TRANSFORMATION |
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Calculates Eigenvalues and Eigenvectors Using Jacobi Transformation |
Market Risk Analyzer |
| RMMATH_LEVENBERG_MINIMIZATION |
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Levenberg and Marquardt's Method for Finding a Minimum |
Market Risk Analyzer |
| RMMATH_SIMPLEX_MINIMIZATION |
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Nelder-Mead Method for Finding the Minimum |
Market Risk Analyzer |
| RMMDYC_PRESENT_VALUE_CALC |
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Net Present Value Calculation with Continuous Compounding |
Market Risk Analyzer |