HISTORY |
JBRIHSDEF-HISTORY |
N |
5 |
|
|
Historical Period |
KALENDER |
JBRIHSDEF-KALENDER |
C |
2 |
|
|
Factory Calendar |
KURSTYP |
ATSYC-KURSTM |
C |
4 |
|
|
Exchange Rate Type Average |
MISSLIMIT |
JBRIHSDEF-MISSLIMIT |
s |
2 |
|
|
Number of Errors in the Yield Curve |
NACH_WAEHRUNG |
VTVSZCR-TCURR |
C |
5 |
|
|
To-Currency |
OFFSET |
JBRIHSDEF-UNWIND |
s |
2 |
|
|
Retention Period for Historical Simulation in RM |
REGELBASIS |
JBRREG-REGELID |
N |
10 |
|
X |
Market Data Shift Rule in Risk Management |
REGELFLAG |
JBRHSREG-SAMPTYP |
N |
2 |
|
X |
Determination Category for Sample Elements |
SPOT |
F |
F |
8 |
|
X |
|
START_DATE |
D |
D |
8 |
|
|
|
VON_WAEHRUNG |
VTVSZCR-FCURR |
C |
5 |
|
|
From Currency |