SAP Note 215714 - FX-VaR: Scaling error with delta item

Composant : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/215714 (Connexion à SAP Service Marketplace requise)

Mots Clés :
attached source code corrections, exchange rate factor relationship, additional key words var, exchange rate factors, currency risk factors, var evaluations, currency translation, delta item, net present, solution implement

Notes associées :

183800Calculatn accuracy w/ net present value calculation
180885Delta and gamma of currency items is too inaccurate