| RM_GAP_SFGDT_PREPARE |
|
IS-B: RM Formatting of Technical Trans. Categories Before Gap Analysis |
Asset/Liability Management |
| RM_GAP_ZEROBOND_PROCESSING |
|
Gap: Discount of a Zero Bond in Maturity Band |
Asset/Liability Management |
| RM_GET_ALL_CR_FROM_BUFFER |
|
Gets All Exchange Rates from Buffer |
Market Risk Analyzer |
| RM_GET_BETA_FROM_BUFFER |
|
Get Beta Factors From Market Data Buffer |
Market Risk Analyzer |
| RM_GET_CORR_FROM_BUFFER |
|
Get Correlations From Market Data Buffer |
Market Risk Analyzer |
| RM_GET_COVARIANCE_MATRIX |
|
Calculates the Covariance Matrix from Correlation Coeff.& Scaled Variances |
Market Risk Analyzer |
| RM_GET_CR_FROM_BUFFER |
|
Get Exchange Rate From Market Data Buffer |
Market Risk Analyzer |
| RM_GET_GLOBAL_DATA_FOR_M_SC |
|
RM ALM: Get the interim gap results from the global memory |
Asset/Liability Management |
| RM_GET_HISTORY_FOR_CR |
|
Compile Historical Time Series of Relative Exchange Rate Changes |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_CURRENCY |
|
Compile Historical Time Series of Relative Exchange Rate Changes |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_INDEX |
|
Compile Historical Time Series of Index Price Changes |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_IX |
|
Compile Historical Time Series of Index Price Changes |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_KEYRATE |
|
Historical Time Series of Yield Curve Grid Points or Ref. Interest Rates |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_RF |
X |
Compile Historical Time Series of Risk Factor Changes |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_SECURITY |
|
Compile Historical Time Series of Security Prices |
Market Risk Analyzer |
| RM_GET_HISTORY_FOR_WP |
|
Compile Historical Time Series of Security Prices |
Market Risk Analyzer |
| RM_GET_HISTORY_INTEREST_RATE |
|
Historical Time Series of Interest Rates |
Market Risk Analyzer |
| RM_GET_IDXART_FOR_SZENARIO |
|
Get Indext Type for Scenario Type |
Market Risk Analyzer |
| RM_GET_IDXVO_FROM_BUFFER |
|
Get Index Volatility Market Data Buffer |
Market Risk Analyzer |
| RM_GET_IDX_FROM_BUFFER |
|
Get Index Value From Market Data Buffer |
Market Risk Analyzer |