Parameter | Reference | Type | Length | Default | Optional | Text |
---|---|---|---|---|---|---|
I_CONFIDENCE | JBRKONFI | P | 6 | X | Confidence Level for Historical Simulation | |
I_FLG_CORR | C | C | 0 | ' ' | X | |
I_LEVEL | SPROT-LEVEL | N | 1 | '1' | X | Log Level |
I_LINES | I | I | 4 | 1 | X | |
I_RHID | JBRRHID | C | 3 | X | Risk Hierarchy |
Parameter | Reference | Length | Optional | Text |
---|---|---|---|---|
IT_FOB | JBRFOB | 35 | X | Financial Object List |
IT_VAR | JBRRPHSVAR | 55 | RM Results Object for Factors in a Distribution |