SAP ABAP IMG Activity FORWARDVOLATILITY (Assign Underlyings to Product Type)
Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   FIN-FSCM-TRM-TM-TR (Application Component) Transaction Management
     FTTR (Package) Treasury: Financial Transaction
IMG Activity
ID FORWARDVOLATILITY Assign Underlyings to Product Type  
Transaction Code S_AEN_10000434   (empty) 
Created on 20050225    
Customizing Attributes FORWARDVOLATILITY   Assign Underlyings to Product Type 
Customizing Activity FORWARDVOLATILITY   Assign Underlyings to Product Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name FORWARDVOLATILITY    

Use

In this IMG activity you assign underlyings to the product types. This assignment only applies to financial instruments that, either as an option or a forward transaction, are based on at least two underlying transactions.

Note:

  • An assignment of 1:n is not possible in product type Customizing.
  • Only make this assignment in Forward Volatility Agreement at the moment.

Requirements

You have defined product types under Define Product Types and transaction types under Define Transaction Types for purchasing and selling a Forward Volatility Agreement and OTC Currency Options.
Note: Always specify the number range of the underlying for the option transaction types.

Standard settings

Activities

  1. Choose the product type of the forward volatility agreement.
  2. Specify the product type and the transaction type of the underlying option.
  3. For both sides of the options strategy choose put or call.
  4. Save your entries.

Example

Business Attributes
ASAP Roadmap ID 105   Define functions and processes 
Mandatory / Optional 2   Optional 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 FORWARDVOLATILITY 0 KFM0000009 Transaction Management 
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
ATFWDUL S - Table (with text table) SM30  
History
Last changed by/on SAP  20050613 
SAP Release Created in 600