SAP ABAP IMG Activity /BA1/V_TF4_VTYP (Edit Volatility Types)
Hierarchy
☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_VOLA (Package) Market Data: Volatilities
IMG Activity
ID /BA1/V_TF4_VTYP Edit Volatility Types  
Transaction Code /BA1/22000471   (empty) 
Created on 20020923    
Customizing Attributes /BA1/V_TF4_VTYP   Edit Volatility Types 
Customizing Activity /BA1/V_TF4_VTYP   Edit Volatility Types 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name /BA1/V_TF4_VTYP    

Use

In this IMG activity, you define volatility types, which allow you to classify volatilities. For each volatility type, you can define volatilities in the system for any underlyings such as exchange rates, reference interest rates, or financial instruments. The volatility type also contains additional descriptive parameters.

Requirements

You have created at least one market data area in the IMG activity Create Market Data Area.

Standard settings

Activities

  1. Enter a market data area.
  2. Choose Copy. If you have already created volatility types, these are displayed in an overview list.
  3. To create a new volatility type, choose New Entries. The detail screen is displayed automatically.
  4. On the detail screen, specify the following:
  5. Use the strike type to specify whether you want to store strike values or moneyness values with the volatilities. Based on the selected strike type, enter the relevant scaling factor. In the volatility reports and when the price calculator accesses the volatilities, only the strike type selected in Customizing is displayed or used.
  6. Save your entries.

Example

Business Attributes
ASAP Roadmap ID 203   Establish Master Data 
Mandatory / Optional 1   Mandatory activity 
Critical / Non-Critical 1   Critical 
Country-Dependency A   Valid for all countries 
Assigned Application Components
Documentation Object Class Documentation Object Name Current line number Application Component Application Component Name
SIMG /BA1/V_TF4_VTYP 0 /BA1/BT60000031 Basic Market Data 
Maintenance Objects
Maintenance object type C   Customizing Object 
Assigned objects
Customizing Object Object Type Transaction Code Sub-object Do not Summarize Skip Subset Dialog Box Description for multiple selections
/BA1/V_TF4_VTYP V - View SM30  
History
Last changed by/on SAP  20120404 
SAP Release Created in 20