SAP Function VAKO_USEREXIT_MATCHING_AND_VAR - Example Module for VaR Calculation in Variance/Covariance Approach D/G

Parameter Reference Type Length Default Optional Text
I_CONFIDENCE_INTERVAL_ND VTVUEVAKOTYPEN-CONFINTERVA F 8 X
I_KONFIDENZNIVEAU VTVUEVAKOTYPEN-CONFNIVEAU F 8 X
I_M1 VTVUEVAKOTYPEN-MOMENTE F 8
I_M2 VTVUEVAKOTYPEN-MOMENTE F 8
I_M3 VTVUEVAKOTYPEN-MOMENTE F 8
I_M4 VTVUEVAKOTYPEN-MOMENTE F 8

Parameter Reference Type Length Text
E_VAR VTVUEVAKOTYPEN-VAR F 8

Exception Text
M2_NEGATIV