SAP Function RM_GET_HISTORY_FOR_INDEX - Compile Historical Time Series of Index Price Changes

Parameter Reference Type Length Default Optional Text
HISTORY JBRIHSDEF-HISTORY N 5 Historical Period
KALENDER JBRIHSDEF-KALENDER C 2 Factory Calendar
MISSLIMIT JBRIHSDEF-MISSLIMIT s 2 Number of Errors in the Yield Curve
OFFSET JBRIHSDEF-UNWIND s 2 Retention Period for Historical Simulation in RM
RATE INDEXW-IDXSTAND P 8 X Index Value
REGELBASIS JBRREG-REGELID N 10 X Market Data Shift Rule in Risk Management
REGELFLAG JBRHSREG-SAMPTYP N 2 X Determination Category for Sample Elements
START_DATE D D 8
WPINDEX INDEXW-IDX C 10 Securities Index
WPKART INDEXW-IDXART C 2 Index Type

Parameter Reference Length Optional Text
CT_INDEXW INDEXW 41 X Index Values (Secur. Index)
E_HSREG JBRSIMREG 32 X Buffer for Historical Market Price Changes
E_KRSVEK JBRSKRSVEK 48 X Structure of a Rate Change Vector

Exception Text
VIRTUAL_NO_COMPUTE