Title

Archiving of VaR Report Data

Purpose

This report writes the VaR and P+L ratios per run, determined in thecourse of VaR report data generation, to an archive.

Features

Selection
All runs with a run number or a run date specified in the entry screenof this program that also have the status "created" are archived.

Output
Archiving statistics

Activities
Archive files containing the VaR report data from the specified runsare created. First the VaR ratios per run are selected and convertedinto archive data objects. These archive data objects are thensequentially written to the archive file. An archive object is uniquelyidentified by the run number, the entity category VaR and the portfoliohierarchy node. The P+L data for each VaR archive object is selectedand also converted into archive data objects. These objects areidentified by the run number, entity category P+L and portfoliohierarchy node. They are written to the archive file in one block,directly after the VaR archive objects. An archive index (logical fileidentifier and offset) is stored in database table JBRBDSLFNA for eacharchive data object P+L, but there is no indexing of the VaR data,which always has to be read in one program run. A note is simply madeof the logical name of the first archive file in the run and the offsetof the first VaR data object in table JBRBDSLFNB. Once all the data fora run has been archived, the status of the run is changed to'archived'.
The program sequentially stores all the VaR archive data objects perrun in the archive files and then all the P+L archive data objects.Depending on the customizing settings, it could be that the archivefile is not big enough to hold all the data in a run. In this caseseveral files are created for the one run. A note of this is made whenthe P+L data is indexed in table JBRBDSLFNA. .
After each run, a COMMIT is sent to the database (SAP-LUW = Processingof a run). If processing is interrupted in the middle of a run or anapplication error occurs, the run has to be archived again.
Until the deletion program for archive files generated in this way isactivated, the data lies redundant in the archive and on the database.