SAP ABAP IMG Activity INTR_VOLA_DF (Define Interest Rate Volatilities)
Hierarchy
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SAP_APPL (Software Component) Logistics and Accounting
⤷ TR (Application Component) Treasury
⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
⤷ TR (Application Component) Treasury
⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
IMG Activity
ID | INTR_VOLA_DF | Define Interest Rate Volatilities |
Transaction Code | S_ALR_87007975 | IMG Activity: INTR_VOLA_DF |
Created on | 19981222 | |
Customizing Attributes | INTR_VOLA_DF | Define interest rate volatilities |
Customizing Activity | INTR_VOLA_DF | Define interest rate volatilities |
Document
Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
Document Name | INTR_VOLA_DF |
In this step, you define how to import interest rate volatilities via the external partner program of your datafeed provider.
Example
Notation:
- Interest rate: AFA1Y
- Volatility type: 031
- Term in days: 365
Relevant datafeed notation (Example for Dow Jones, April 1997):
- Instrument name: [19173.AFA1Y]AFA
- Data source: PubRecords
- Instrument property: AFA_1Y
Requirements
In Customizing you have to define the:
- Interest rate name AND the
- Volatility type via Market risk management -> Rate and price tables -> Define volatility type.
The "Realtime price/rate supply" function operates on the assumption that your external partner program can operate in a realtime environment. Ask your datafeed provider if your external partner program meets this requirement and if it can provide market data from the system after one request.
Activities
- Define how you wish to import your interest rate volatilities via the external partner program and hence via the datafeed.
- If you wish to display a rate history in the system, set the Permanently save market data in R/3 indicator.
- You can also establish whether rate provision takes place via requests from the system or realtime via the external partner program of your datafeed provider.
- Save your entries.
Business Attributes
ASAP Roadmap ID | 255 | Create Interfaces |
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 | INTR_VOLA_DF | 0 | HLA0009209 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 |
V_DFCU33 | V - View | SM30 | 0000000000 | Call view maintenance |
History
Last changed by/on | SAP | 19981222 |
SAP Release Created in |