SAP Function RM_GET_HISTORY_FOR_SECURITY - Compile Historical Time Series of Security Prices

Parameter Reference Type Length Default Optional Text
AUSWART JBREVAL_D C 4 X ID of Risk Management Evaluation
DEVKTYP TCURV-KURST C 4 X Price/Rate Type
HISTORY JBRIHSDEF-HISTORY N 5 Historical Period
KALENDER JBRIHSDEF-KALENDER C 2 Factory Calendar
KURS ATRAS-PKTKUR P 8 X Price of Unit- or Percentage-Quoted Security
MISSLIMIT JBRIHSDEF-MISSLIMIT s 2 Number of Errors in the Yield Curve
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
START_DATE D D 8
WPGATT VWPBONO-RANL C 13 Security ID Number
WPHANDPL ATRAS-RHANDPL C 10 Exchange
WPKART TW56-SKURSART C 2 Security Price Type

Parameter Reference Length Optional Text
CT_ATRAS ATRAS 134 X Treasury Rates Table
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