| RM_MD_YIELDS |
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Interface to Market Database - Yield Curves and Interest Rates |
Market Risk Analyzer |
| RM_MD_YIELDS_INIT |
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Initialize Static Variable in RM_MD_YIELDS |
Market Risk Analyzer |
| RM_MM01_RESERVE_1 |
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Reserve Module 1 |
Market Risk Analyzer |
| RM_MM01_RESERVE_2 |
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Reserve Module 2 |
Market Risk Analyzer |
| RM_MM02_PRICE_TO_AMOUNT_CONV |
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Conversion of a Price to a Currency Amount |
Market Risk Analyzer |
| RM_MM02_TCURX_DATA_GET |
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Read Number of Decimal Places per Currency |
Market Risk Analyzer |
| RM_MM_CAP_FLOOR_COMPRESS |
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Valuate Interest Options |
Market Risk Analyzer |
| RM_MM_FGET_READ |
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Read FGET for Specified ID from FGET Table |
Market Risk Analyzer |
| RM_MM_OPT_UL_READ |
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Read Option Header and Underlying |
Market Risk Analyzer |
| RM_MOMENTS_CALC |
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Moment Calculation in Variance/Covariance VaR |
Market Risk Analyzer |
| RM_MOMENTS_CALC_FOR_PK |
X |
Calculation of the Moments for a Portfolio Node |
Market Risk Analyzer |
| RM_MOMENTS_CALC_FOR_PK_PAR_GO |
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Start of FM RM_MOMENTS_CALC_FOR_PK as Separate Task |
Market Risk Analyzer |
| RM_NPV_BACK |
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Net Present Value Evaluation: Back Testing |
Market Risk Analyzer |
| RM_NPV_DETAIL |
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Individual Evaluation: Net Present Value/Net Present Value Differences |
Market Risk Analyzer |
| RM_NPV_GRID |
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Net Present Value Evaluation: Grid Analysis |
Market Risk Analyzer |
| RM_NPV_LZB |
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Net Present Value Evaluation: Maturity Bands |
Market Risk Analyzer |
| RM_NPV_RULES |
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Net Present Value Evaluation: External Rules |
Market Risk Analyzer |
| RM_NPV_SENS |
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Net Present Value Evaluation: Sensitivities |
Market Risk Analyzer |
| RM_ONETOUCH_PRICE_EURO |
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Price of a One-Touch Digital Option According to Rubinstein |
Market Risk Analyzer |
| RM_OPTION_PRICE_AMER_BBSR |
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Price of an American Standard Option per BBSR Procedure |
Market Risk Analyzer |