SAP Function RM_MOMENTS_CALC_FOR_PK - Calculation of the Moments for a Portfolio Node

Parameter Reference Type Length Default Optional Text
BGRP VTVZEOPOS-BGRP C 2
I_COVAMAT VTVVKMATRIX_TAB h 16 Calculate Consolidated VaR Only
PNAME VTVZEOPOS-PNAME N 6
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_EO_DG_PROPH VTVZEOPOS 32
I_JBRRHBAUM JBRRHKNTS 32