SAP Function RM_MOMENTS_CALC - Moment Calculation in Variance/Covariance VaR

Parameter Reference Type Length Default Optional Text
I_DEFAULTS JBRIHSDEF u 46
I_POS TVRM0_DELTAGAMMA_TAB 0
I_RHBLATT TVRM_BLTTAB 0
XROOT JBXROOT C 1 Calculate Consolidated VaR Only

Parameter Reference Length Optional Text
E_EOMOM VTVEOMOM 56
IT_FOB JBRFOB 35 X Financial Object List
I_RHBAUM JBRRHKNTS 32

Exception Text
PROBLEMS_PARALLEL_TASKS
RH_INCONSISTENT
RH_PROBLEMS