SAP ABAP IMG Activity _VC_VOLA (Master Data for Volatilities)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management
IMG Activity
ID _VC_VOLA Master Data for Volatilities  
Transaction Code S_KK4_13000267   IMG Activity: _VC_VOLA 
Created on 19990830    
Customizing Attributes _VC_VOLA   Master Data for Volatilities 
Customizing Activity _VC_VOLA   Master Data for Volatilities 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name _VC_VOLA    

In this step you define volatility structures.

Activities

  1. Choose New Entries.
  2. On the detail screen Names of Volatilities, enter an abbreviation for the volatility structure in the Volatility Name field, and a descriptive long text in the text field.
  3. Choose Save.
  4. Select the volatility name and choose Profile of Volatilities.
  5. Choose New Entries.
  6. Enter the parameters for the volatility structure:
    1. Volatility profile
    2. Term of the option
    3. Term of the underlying
    4. Moneyness factor
  7. Choose Save.
  8. Select the name of the volatility and choose Volatilities. In this screen enter the values for the volatility.
  9. Choose New entries.
  10. Enter a volatility type, the volatility profile, the validity date, and the extent of the volatility. To define Hull-White volatility values, you also need to specify the reversion rate.
  11. Choose Save.

Business Attributes
ASAP Roadmap ID 203   Establish Master Data 
Mandatory / Optional 1   Mandatory activity 
Critical / Non-Critical 2   Non-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 _VC_VOLA 0 I510000051 O  
SIMG _VC_VOLA 1 KFM0000001 Treasury and Risk Management 
SIMG _VC_VOLA 2 O I070004705  
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
VC_VOLA C - View cluster SM34 ISB_RM Names of Volatilities 
History
Last changed by/on SAP  20000810 
SAP Release Created in