SAP RM_VAKO_CORRELATION_COMPUTE Function Module for Calculation of Aggregated VaR From Elementary VaR via Correlations

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RM_VAKO_CORRELATION_COMPUTE is a standard rm vako correlation compute SAP function module available within SAP R/3 or S/4 Hana systems, depending on your version and release level. It is used for Calculation of Aggregated VaR From Elementary VaR via Correlations processing and below is the pattern details for this FM, showing its interface including any import and export parameters, exceptions etc. there is also a full "cut and paste" ABAP pattern code example, along with implementation ABAP coding, documentation and contribution comments specific to this or related objects.

See here to view full function module documentation and code listing for rm vako correlation compute FM, simply by entering the name RM_VAKO_CORRELATION_COMPUTE into the relevant SAP transaction such as SE37 or SE38.

Function Group: RMTVVK
Program Name: SAPLRMTVVK
Main Program: SAPLRMTVVK
Appliation area: F
Release date: N/A
Mode(Normal, Remote etc): Normal Function Module
Update:

Function RM_VAKO_CORRELATION_COMPUTE pattern details

In-order to call this FM within your sap programs, simply using the below ABAP pattern details to trigger the function call...or see the full ABAP code listing at the end of this article. You can simply cut and paste this code into your ABAP progrom as it is, including variable declarations.

CALL FUNCTION 'RM_VAKO_CORRELATION_COMPUTE'"Calculation of Aggregated VaR From Elementary VaR via Correlations
  EXPORTING
   KDATUM =  "
   KORART =  "
   RHID =  "
   KNOTEN =  "
   UNWIND =  "
*  I_SKALID =  "Factory Calendar

 IMPORTING
   VAR =  "

TABLES
   I_ELZWEO =  "

EXCEPTIONS
   NO_ELEMENTARY_VAR = 1    REPRESENTATION_ERROR = 2    VECTOR_MATRIX_CONFLICT = 3    NOT_POS_DEFINIT = 4 

.

IMPORTING Parameters details for RM_VAKO_CORRELATION_COMPUTE

KDATUM -

Data type: ATXKO-DATAB
Optional: No
Call by Reference: No ( called with pass by value option)

KORART -

Data type: ATKO1-KORART
Optional: No
Call by Reference: No ( called with pass by value option)

RHID -

Data type: JBRRH-RHID
Optional: No
Call by Reference: No ( called with pass by value option)

KNOTEN -

Data type: JBRRHBLATT-RKNOTEN
Optional: No
Call by Reference: No ( called with pass by value option)

UNWIND -

Data type: JBRIHSDEF-UNWIND
Optional: No
Call by Reference: No ( called with pass by value option)

I_SKALID - Factory Calendar

Data type: WFCID
Optional: Yes
Call by Reference: No ( called with pass by value option)

EXPORTING Parameters details for RM_VAKO_CORRELATION_COMPUTE

VAR -

Data type: JBRZWEO-BWPOS
Optional: No
Call by Reference: No ( called with pass by value option)

TABLES Parameters details for RM_VAKO_CORRELATION_COMPUTE

I_ELZWEO -

Data type: JBRZWEO
Optional: No
Call by Reference: No ( called with pass by value option)

EXCEPTIONS details

NO_ELEMENTARY_VAR -

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

REPRESENTATION_ERROR -

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

VECTOR_MATRIX_CONFLICT -

Data type:
Optional: No
Call by Reference: No ( called with pass by value option)

NOT_POS_DEFINIT -

Data type:
Optional: No
Call by Reference: Yes

Copy and paste ABAP code example for RM_VAKO_CORRELATION_COMPUTE Function Module

The ABAP code below is a full code listing to execute function module POPUP_TO_CONFIRM including all data declarations. The code uses the original data declarations rather than the latest in-line data DECLARATION SYNTAX but I have included an ABAP code snippet at the end to show how declarations would look using the newer method of declaring data variables on the fly. This will allow you to compare and fully understand the new inline method. Please note some of the newer syntax such as the @DATA is not available until a later 4.70 service pack (SP8), which i why i have stuck to the origianl for this example.

ABAP code using 7.40 inline data declarations to call FM RM_VAKO_CORRELATION_COMPUTE

The below ABAP code uses the newer in-line data declarations. This allows you to see the coding differences/benefits of the later inline syntax. Please note some of the newer syntax below, such as the @DATA is not available until 4.70 EHP 8.

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