Which of the model is largely an optimization in which the system finds
values for the Hull-White volatility parameters sigma a and reversion rate a,
in which the option prices, calculated using the Hull-White model or BlackScholes model, match as far as possible?

You implement Market Risk Analyzer.

Which of the pool participants are represented in the system by a fund or a combination of a fund and grant ?

Where you collect futureincoming and outgoing payments of your company that are associated with a currency risk ?

What cannot be posted because of an invalid mapping rule, missing Customizing, or master data?