| RM_COMPRESS_CASHFLOW |
|
RM Presummarization: Compressing of Cash Flows |
Market Risk Analyzer |
| RM_COMPRESS_RECONSTRUCT |
|
RM Presummarization: Reconstruct SFGDT from Summarized Cash Flows |
Market Risk Analyzer |
| RM_COMPRESS_SFGDT |
|
RM Presummarization: SFGDT Summarization Control |
Market Risk Analyzer |
| RM_COMPUTE_CR_APPEND_TO_BUFFER |
|
Collection and Possible Calculation of Exchange Rates in Buffer |
Market Risk Analyzer |
| RM_COMPUTE_IV_APPEND_TO_BUFFER |
|
Collection and Possible Calculation of Int. Volatility Curves in Buffer |
Market Risk Analyzer |
| RM_COMPUTE_RF_APPEND_TO_BUFFER |
|
Collection and Possible Calculation of Risk Factor Volatilities in Buffer |
Market Risk Analyzer |
| RM_COMPUTE_VO_APPEND_TO_BUFFER |
|
Collection and Possible Calculation of Volatility Curves in Buffer |
Market Risk Analyzer |
| RM_COMPUTE_WV_APPEND_TO_BUFFER |
|
Collection and Possible Calculation of Int. Volatility Curves in Buffer |
Market Risk Analyzer |
| RM_CORNISH_FISCHER |
|
Calculation of the Confidence Range (Z-alpha Percentile) |
Market Risk Analyzer |
| RM_CORNISH_FISCHER_VAR |
X |
Provides VaR |
Market Risk Analyzer |
| RM_CORR_APPEND_TO_BUFFER |
|
Collection of Correlations in Buffer |
Market Risk Analyzer |
| RM_DEVISEN_OPTION_BARWERT |
|
NPV of FX Options: Methods 100, 101, 300, 310 |
Market Risk Analyzer |
| RM_DEVISEN_OPTION_CASHFLOW |
|
NPV of FX Options: Method 400 |
Market Risk Analyzer |
| RM_DEVISEN_OPTION_METHODS |
|
Method Module for Foreign Currency Options |
Market Risk Analyzer |
| RM_DEVISEN_OPTION_SCHNITTKURS |
|
NPV for FX Options: Method 200 |
Market Risk Analyzer |
| RM_DIGITAL_PRICE_EURO_BS |
|
Price of a Hit at End Digital Option (Up=Call,Down=Put) Acc. to Rubinstein |
Market Risk Analyzer |
| RM_DOUBLE_KNOCK_PRICE_EURO |
|
Pirce of a Double Knock in or Out Option According to Ikeda and Kunitomo |
Market Risk Analyzer |
| RM_ENRICH_OBJGAP |
|
IS-B: Enrichment of JBROBJGAP Structures |
Asset/Liability Management |
| RM_EVAL_INITIALIZE |
|
Evaluation Initialization |
Market Risk Analyzer |
| RM_EVAL_MTASK_IMEXKEY |
|
Parallel Processing: Set Temporary Data Key |
Market Risk Analyzer |