AFWKFRA_KVK_H - Key Figures: Value-at-Risk with Parameters
Key Figures: Value-at-Risk with Parameters information is stored in SAP table AFWKFRA_KVK_H.
It is part of development package CFM_AFWKFRA in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "RDB: MRA Key Figure Management".
It is part of development package CFM_AFWKFRA in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "RDB: MRA Key Figure Management".
Fields for table AFWKFRA_KVK_H
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | Client | X | MANDT | CLNT | 6 | * |
KEYFIGURE | Key Figure | X | AFWKF_DEFINITION | CHAR | 16 | AFWKF_DEFIN |
VALDATE | Date: Valid From (Inclusive) | X | AFW_VALDATE | DATS | 16 | |
BASEFIGURE | Basic Key Figure | AFWKF_BASEDEFINITION | CHAR | 16 | AFWKFRA_KD0 | |
CONFIDENCE | Confidence Level for VaR Calculation | AFWKFRA_CONFIDENCE | DEC | 6 | ||
UNWIND | Holding Period | AFWKFRA_UNWIND | INT2 | 2 | ||
VOLART | Volatility Type | TB_VOLART | CHAR | 6 | ATVO1 | |
KORART | Correlation Types | TV_KORART | CHAR | 6 | ATKO1 | |
HDATUM | RīŋŊ Key Figures: Start of History as Offset in Days | AFWKFRA_HDATUM | INT2 | 2 | ||
DELTAONLY | Apply Covariance Approach to Delta Positions Only | AFWKFRA_DELTAONLY | CHAR | 2 | ||
KALENDER | Factory Calendar | WFCID | CHAR | 4 | TFACD |