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Volatilities (Enhanced) ( RELNBANK_BA60_F4_VOLA )

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Volatilities (Enhanced)

Use

As of SAP Banking Services 6.0 (FSAPPL 200), you can define strike or moneyness values for volatilities. The strike type that you select in Customizing affects the volatility reports that you can run from the SAP Easy Access menu under Financial Services -> Foundation -> Market Data -> Volatilities.

Effects on Existing Data

If you previously used moneyness and want to use only moneyness in the future, no changes are required. For new volatility types, the system recommends moneyness.

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

You define the required settings by choosing Edit Volatility Type and Create Cluster from Volatility Types.

Further Information

For more information about volatilities, see SAP Library under Banking Services -> Foundation -> Market Data -> Volatilities.

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