SAP ABAP IMG Activity /BA1/VC_TF4_MDST (Create Market Data Set)
Hierarchy
☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_BASIS (Package) Basic Market Data
IMG Activity
ID /BA1/VC_TF4_MDST Create Market Data Set  
Transaction Code /BA1/22000347   (empty) 
Created on 20020917    
Customizing Attributes /BA1/VC_TF4_MDST   Create Market Data Set 
Customizing Activity /BA1/VC_TF4_MDST   Create Market Data Set 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name /BA1/VC_TF4_MDST    

Use

In this IMG activity you create market data sets for each market data area. You can define the entities Access Types, Types of Forward Yield Curve, and Volatilities per Currency (Not Underlying-Based) in the market data set.

Requirements

Standard settings

Activities

Creating a Market Data Set

  1. Use the input help to choose the market data area for which you want to create a market data set. Choose Continue.
  2. If you are in display mode, choose Display->Change in order to enter new data.
  3. In the dialog structure, choose the Market Data Sets node, and then choose New Entries.
  4. Enter a key for the market data set, and a short description. Choose an exchange rate category.

Assigning Access Types

  1. Select the row containing the market data set, and then in the dialog structure double click Access Types.
  2. Choose New Entries.
  3. Using the input help, choose the Access Type Category of the access type, and set the indicator for the type of rate to middle, bid, or ask rate. Specify the yield curve type.
  4. Save your entries.

Assigning the Forward Yield Curve Types

  1. Select the row containing the market data set, and then in the dialog structure double click Types of Forward Yield Curve.
  2. Choose New Entries.
  3. Using the input help, choose the reference interest rate, and a yield curve type.
    Note:
    Notice that there is a separate market data area for reference interest rates. The system reads the definitions of reference interest rates from here when it calculates forward rates.
  4. Save your entries.

Assigning Volatilities that are Not Based on the Underlying

  1. Select the row containing the market data set, and then in the dialog structure double click Volatilities per Currency (Not Underlying-Based).
  2. Using the input help, choose the currency and the ID of the volatility.
  3. 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/VC_TF4_MDST 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/VC_TF4_MDST C - View cluster SM34  
History
Last changed by/on SAP  20120404 
SAP Release Created in 20