SAP ABAP IMG Activity WAHRUNGSVOLAS_DF (Define Currency Volatilities)
Hierarchy
☛ SAP_APPL (Software Component) Logistics and Accounting
   ⤷ TR (Application Component) Treasury
     ⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
IMG Activity
ID WAHRUNGSVOLAS_DF Define Currency Volatilities  
Transaction Code S_ALR_87009318   IMG activity: WAHRUNGSVOLAS_DF 
Created on 19981222    
Customizing Attributes WAHRUNGSVOLAS_DF   Define Currency Volatilities 
Customizing Activity WAHRUNGSVOLAS_DF    
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name WAEHRUNGSVOLAS_DF    

In this step, you define how to import currency volatilities using the external partner program of your datafeed provider.

Example

Notes:

Currency pair:    EUR / USD

Volatility type:    007 (from the bid, put, ask rate)

Term in days:    11

Relevant datafeed notes (Example for Dow Jones):

Instrument name:    [19171.EUR]eur

Data source:    PubRecords

Instrument property:    PUT_ASK

Requirements

In Customizing you have to define:

  • the currency ratios, by choosing SAP NetWeaver -> General Settings -> Currencies -> Define Translation Ratios for Currency Translation
  • the volatility types, by choosing Cash and Liquidity Management -> Cash Management -> Market Data -> Master Data -> 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

  1. Define how you want to import your currency volatilities using the external partner program.
  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 1   Critical 
Country-Dependency A   Valid for all countries 
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_DFCU31 V - View SM30 0000000000 Call view maintenance 
History
Last changed by/on SAP  20060124 
SAP Release Created in