SAP ABAP IMG Activity KORRELATIOSART (Define Correlation Type)
Hierarchy
SAP_APPL (Software Component) Logistics and Accounting
   TR (Application Component) Treasury
     FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
IMG Activity
ID KORRELATIOSART Define Correlation Type  
Transaction Code S_ALR_87007805   IMG Activity: KORRELATIOSART 
Created on 19981222    
Customizing Attributes KORRELATIOSART   Define correlation type 
Customizing Activity KORRELATIOSART   Define correlation type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name KORRELATIOSART    

In this step you define correlation types. Correlation types are used for evaluations within the framework of the variance/covariance approach.

You enter the actual values (correlations) in the application menu (market data or scenario data) and assign correlation types within the evaluation types.

Activities

  1. Enter a short description and a text describing the correlation type.
  2. Set the statistical calculation type indicator if you want the SAP System to calculate the correlations using an estimation function or if you want to import the correlations based on a certain estimation function (such as J.P. Morgan or Basel) via datafeed.
  3. Save your entries.

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 KORRELATIOSART 0 HLA0009209 Treasury 
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_ATKO1 V - View SM30 TR_MRM1  
History
Last changed by/on SAP  19981222 
SAP Release Created in