SAP Reports / Programs | Financials | Financial Supply Chain Management | Market Risk Analyzer(FIN-FSCM-TRM-MR) SAP FIN

RFTBBVC SAP ABAP Report - Calculate Correlations between Exchange Rates







RFTBBVC is a standard Executable ABAP Report available within your SAP system (depending on your version and release level). Below is the basic information available for this SAP report including which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC. Also check out the submitted Comments related to this SAP report or see any standard documentation available.

If you would like to execute this report or see the full code listing simply enter RFTBBVC into the relevant SAP transactions such as SE38 or SE80


Transaction Code(s):

Below is a list of transaction codes which are relevant to this SAP report

RMVC - Correlations between Exchange Rates


ABAP code to call this SAP report using the submit statement

This report can be called from another progam/report simply by using the ABAP SUBMIT statement, see below for example ABAP code snipts of how to do this.






SUBMIT RFTBBVC. "Basic submit
SUBMIT RFTBBVC AND RETURN. "Return to original report after report execution complete
SUBMIT RFTBBVC VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
    See more syntax options for the ABAP SUBMIT statement


Text pool values


Selection Text: P_VOLART = Volatility Type
Selection Text: P_RHKN = Risk Hierarchy Node
Selection Text: P_RHID = Risk Hierarchy
Selection Text: P_KORART = Correlation Type
Selection Text: P_DAYS = Maturity
Selection Text: P_DATUM = Evaluation Date
Title: Calculate Correlations between Exchange Rates
Text Symbol: ZIS = Int.Rate
Text Symbol: WP1 = Security
Text Symbol: WIX = Index
Text Symbol: WAE = Currency
Text Symbol: URF = Univ. Risk Factor
Text Symbol: STA = Status
Text Symbol: SOK = saved
Text Symbol: SNO = not saved
Text Symbol: SKF = Scaling with Factor
Text Symbol: SIT = Refresh Database
Text Symbol: SI2 = Really save data?
Text Symbol: SI1 = Old data will be overwritten:
Text Symbol: RHK = RH Node
Text Symbol: RF1 = Risk Factor
Text Symbol: REF = Refer.
Text Symbol: PRO = Error Log
Text Symbol: P06 = Test Run
Text Symbol: P05 = Adjust Correlation Matrix
Text Symbol: NMI = Unable to initiate mkt data buffer
Text Symbol: BL2 = Control Parameters
Text Symbol: BL1 = Eval. Parameters
Text Symbol: AJC = Adjusting Corr.
Text Symbol: 100 = Error Log
Text Symbol: 001 = Adj.Corr.


INCLUDES used within this REPORT RFTBBVC

INCLUDE RFTBBVCTOP.
INCLUDE RFTBBVCGRIDLC.
INCLUDE RFTBBVC001.
INCLUDE RFTBBVC01.
INCLUDE RFTBBVC002.
INCLUDE RFTBBVC02.


TABLES used within REPORT and the associated SELECT statement:





No SAP DATABASE tables are accessed within this REPORT code!


Function Modules used within report and the associated call statement:

ISB_RM_RH_NODE_HELP CALL FUNCTION 'ISB_RM_RH_NODE_HELP' EXPORTING i_progname = sy-cprog i_dynpro_number = sy-dynnr i_fieldname_rh = 'P_RHID' i_fieldname_rknoten = 'P_RHKN' " vorgegebener RH-Knoten IMPORTING e_rknoten = p_rhkn " ausgewählter RH-Knoten EXCEPTIONS internal_error = 1 OTHERS = 2.

MESSAGES_INITIALIZE CALL FUNCTION 'MESSAGES_INITIALIZE'.

CHECK_TREE_RISK_NEW CALL FUNCTION 'CHECK_TREE_RISK_NEW' EXPORTING m_rhid = p_rhid text_flag = space IMPORTING error_flag = err_flag EXCEPTIONS not_found = 1 OTHERS = 2.

ISB_RM_RH_GET CALL FUNCTION 'ISB_RM_RH_GET' EXPORTING p_rhid = p_rhid IMPORTING w_jbrrh = gw_jbrrh TABLES it_jbrrhbaum_f = gt_knt it_jbrrhblatt_f = gt_blt EXCEPTIONS no_hierarchy_found = 1 OTHERS = 2.

TV_VOLART_CALCART_READ CALL FUNCTION 'TV_VOLART_CALCART_READ' EXPORTING volart = p_volart EXCEPTIONS no_volart = 1 no_calcart = 2 OTHERS = 3.

TV_KORART_CALCART_READ CALL FUNCTION 'TV_KORART_CALCART_READ' EXPORTING korart = p_korart EXCEPTIONS no_korart = 1 no_calcart = 2 OTHERS = 3.

RM_RS3_VALUE_ATTRIBUTES_MAIN CALL FUNCTION 'RM_RS3_VALUE_ATTRIBUTES_MAIN' EXPORTING i_ucomm = sscrfields-ucomm i_dynpro_number = sy-dynnr EXCEPTIONS no_fields_found = 1 value_not_found = 2 OTHERS = 3.

RM_INITIALIZE_BUFFER CALL FUNCTION 'RM_INITIALIZE_BUFFER' EXPORTING aktdatum = p_datum auswt = '01' EXCEPTIONS default_yieldcurve_missing = 1 OTHERS = 2.

EH_INIT_ERROR_ITAB CALL FUNCTION 'EH_INIT_ERROR_ITAB'.

RMMATH_DEFINITENESS_CHECK CALL FUNCTION 'RMMATH_DEFINITENESS_CHECK' EXPORTING it_matrix = lt_corr_matrix IMPORTING et_eigenvector = lt_eigenvector et_eigenvalue = lt_eigenvalue EXCEPTIONS not_pos_definit = 1.

RMSTAT_REBONATO_ADJUST CALL FUNCTION 'RMSTAT_REBONATO_ADJUST' EXPORTING it_eigenvector = lt_eigenvector it_eigenvalue = lt_eigenvalue IMPORTING et_adjusted_matrix = lt_adjusted_matrix.



Contribute (Add Comments)

Although this basic information may have limited use it does provide an easy to find location to store any knowledge about this program/report.







The contribute/comments section below therefore offer's an opportunity for anyone to add additional information. This can be anything from useful hints, tips and screen shots to relevant SAP notes or anything else you feel is relevant to this report.

This will then be available for everyone to easily find by simply searching on the report name RFTBBVC or its description.