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Abstract Risk Factor for Release 4.02 ( RELNBANK_402_RISK_RF )
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Short text
Abstract Risk Factor for Release 4.02
Description
Release 4.02 introduces the abstract risk factor: a general description technique for the price-determining factors in Risk Management which serves to integrate user-defined market data. In particular, the abstract risk factor allows the market data requests of the external price calculator to be represented. The abstract risk factor is integrated in the risk hierarchy and can therefore also serve as an element of VaR reporting. The abstract risk factor is primarily used in the external price calculators. When it comes to the SAP price calculators, the abstract risk factor only has an application in the volatilities with a profile.
SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up BAL_S_LOG - Application Log: Log header data
This documentation is copyright by SAP AG.
Length: 786 Date: 20240329 Time: 063546 sap01-206 ( 42 ms )