SAP ABAP IMG Activity SWAPSAETZE_DF (Define Forward Rates)
Hierarchy
☛ SAP_APPL (Software Component) Logistics and Accounting
   ⤷ TR (Application Component) Treasury
     ⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
IMG Activity
ID SWAPSAETZE_DF Define Forward Rates  
Transaction Code S_ALR_87007973   IMG Activity: SWAPSAETZE_DF 
Created on 19981222    
Customizing Attributes SWAPSAETZE_DF   Define swap rates 
Customizing Activity SWAPSAETZE_DF   Define forward rates 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name SWAPSAETZE_DF    

In this step, you define how to import swap rates via the external partner program of your datafeed provider.

Example

Notation:

  • Currency pair:    USD / DEM
  • Rate type:    M (Middle rate)
  • Term in days:    90
  • Currency ratios:    1:1

Corresponding datafeed notation (Example for Dow Jones, April 1997):

  • Instrument name:    LXDEM3M
  • Data source:    QFRecord
  • Instrument property:    LAST
  • External currency ratios:    10.000:1

Example of a market value delivered by the datefeed: -111. Using the currency ratios given, the system converts this value to 0,0111 and, if required, stores it in the swap rate table.

Make sure you enter the external currency ratios which depend on the value delivered by the datafeed. Ask your datafeed provider which market values are delivered and which external currency ratios you have to enter.

Requirements

In Customizing you have to define the:

  • Currency symbols, via Global Settings -> Currencies -> Check currency codes.
  • Currency ratios, via Global Settings -> Currencies -> Define translation ratios for currency translation.
  • Exchange rate types, via Global Settings -> Currencies -> Check exchange rate 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

  1. Define how you wish to import your swap rates agreements via the external partner and hence via the datafeed.
  2. If you wish to display a rate history in the system, set the Permanently save market data in R/3 indicator.
  3. 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.
  4. 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 SWAPSAETZE_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_DFCU21 V - View SM30 0000000000 Call view maintenance 
History
Last changed by/on SAP  19981222 
SAP Release Created in