SAP Function RM_VAKO_SHIFT_FOR_RF - Norm Scaled Shift (Standard Variance) For Risk Factors

Parameter Reference Type Length Default Optional Text
I_HALTEDAUER JBRIHSDEF-UNWIND s 2 Holding Period
I_KALID JBRIHSDEF-KALENDER C 2 X Factory Calendar
I_KONFIDENZ ATVO3-KNIVEAU P 6 X Confidence Level
I_RFNAME ATRF-RFNAME C 15
I_VDATUM ATIVO-DATAB D 8 Date on Which Volatility Valid
I_VOLART ATVO1-VOLART C 3 Volatility Type

Parameter Reference Type Length Text
E_SAMPTYP ATVO3-SAMPLETYP N 2
E_SHIFT F F 8 Shift Calculated

Exception Text
CANNOT_SCALE_UP
NO_VOLA_DEFINITION No Master Data
NO_VOLA_VALUE No Movement Types