| MANDT |
X |
MANDT |
CLNT |
0 |
3 |
0 |
T000 |
Client |
| KEYFIGURE |
X |
AFWKF_DEFINITION |
CHAR |
3 |
8 |
0 |
AFWKF_DEFIN |
Key Figure |
| VALDATE |
X |
AFW_VALDATE |
CHAR |
11 |
1 |
0 |
|
Date: Valid From (Inclusive) |
| BASEFIGURE |
|
AFWKF_BASEDEFINITION |
CHAR |
19 |
8 |
0 |
AFWKF_DEFIN |
Basic Key Figure |
| CONFIDENCE |
|
AFWKFRA_CONFIDENCE |
CHAR |
27 |
1 |
0 |
|
Confidence Level for VaR Calculation |
| UNWIND |
|
AFWKFRA_UNWIND |
CHAR |
34 |
1 |
0 |
|
Holding Period |
| VOLART |
|
TB_VOLART |
CHAR |
36 |
3 |
0 |
ATVO1 |
Volatility Type |
| KORART |
|
TV_KORART |
CHAR |
39 |
3 |
0 |
ATKO1 |
Correlation Types |
| HDATUM |
|
AFWKFRA_HDATUM |
CHAR |
42 |
1 |
0 |
|
RÁ Key Figures: Start of History as Offset in Days |
| DELTAONLY |
|
AFWKFRA_DELTAONLY |
CHAR |
44 |
1 |
0 |
|
Only Apply Covariance Approach to Delta Positions |
| KALENDER |
|
WFCID |
CHAR |
45 |
2 |
0 |
TFACD |
Factory Calendar |