SAP Function RMSTAT_CALC_CORREL_FOR_FX - Calculation of Correlations

Parameter Reference Type Length Default Optional Text
I_EVAL_DATE D D 8 Evaluation Date
I_UPWIND JBRIHSDEF-UNWIND s 2 Term
I_VOLA_TYP ATVO1-VOLART C 3 Volatility Type

Parameter Reference Type Length Text
E_CORR VTVSTUEDATATYPES-RESULT F 8 Correlation

Parameter Reference Length Optional Text
IT_RISKFACTORS JBRRHBLATT 168 Risk Hierarchy

Exception Text
NO_CALC
ZERO_VALUE