SAP ABAP IMG Activity PRODUKTEINSTELLUNGEN (Maintain Product-Specific Evaluation Type)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTBC (Package) Customizing Treasury market risk management
IMG Activity
ID PRODUKTEINSTELLUNGEN Maintain Product-Specific Evaluation Type  
Transaction Code S_ALR_87007823   IMG Activity: PRODUKTEINSTELLUNGEN 
Created on 19981222    
Customizing Attributes PRODUKTEINSTELLUNGEN   Define Settings Specific to Product Type 
Customizing Activity PRODUKTEINSTELLUNGEN   Define Settings Specific to Product Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name PRODUKTEINSTELLUNGEN    

In this step you define the product type specific settings for an evaluation type. You do this by setting yield curve types and volatility types for each product type.

Example

When evaluating similar financial instruments which are slightly different, e.g. mortgage bonds with differing liquidity levels, you can make the necessary distinction by creating a product type with different yield curve types for each of the two instruments.

Requirements

You must first have defined volatility types and yield curve types.

Activities

  1. Assign an evaluation type to the product type.
  2. Enter the corresponding yield curve types and volatility types.
  3. Enter the calculation method (routine) for calculating bond NPVs (par coupon method, zero coupon method).
  4. Save your entries.

Business Attributes
ASAP Roadmap ID 203   Establish Master Data 
Mandatory / Optional 2   Optional 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 PRODUKTEINSTELLUNGEN 0 KFM0000015 Market Risk Analyzer 
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_ATVMO V - View SM30 TR_RM  
History
Last changed by/on SAP  19990414 
SAP Release Created in