SAP Function RM_VAR_VAKO_G_CALCULATOR - Calculation of VaR Using Cornish Fischer Using Contract Moments

Parameter Reference Type Length Default Optional Text
I_IT_BAR TVRM0_BARW_TAB 0 X
I_IT_POS TVRM0_DELTAGAMMA_TAB 0 X
I_KNIVEAU ATVO3-KNIVEAU P 6
I_SPARA JBRHSSPARI u 480 X

Parameter Reference Length Optional Text
E_EOVAR JBRRPHSVAR 55
I_EOMOM VTVEOMOM 56

Exception Text
ERROR_MATCHING
M2_NEGATIV
PROBLEMS_KNIVEAU