| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| ACT_RATE | F | F | 8 | X | ||
| 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 | ||
| REFERENZ | T056R-REFERENZ | C | 10 | Reference Interest Rate | ||
| 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 |
| Parameter | Reference | Length | Optional | Text |
|---|---|---|---|---|
| CT_T056P | T056P | 27 | X | Reference Interest 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 |
|---|---|
| NEG_REL_SHIFT | Negative Market Data (Not Permitted) |
| VIRTUAL_NO_COMPUTE |