Kontakt

Ansicht
Dokumentation

/BA1/VC_TF4_MDST - Create Market Data Set

/BA1/VC_TF4_MDST - Create Market Data Set

Addresses (Business Address Services)   General Data in Customer Master  
This documentation is copyright by SAP AG.
SAP E-Book

In this Customizing activity, you create market data sets for each market data area. You can define the entities Access Types, Types of Forward Yield Curve and Underlying Independent Volatilities per Currency in the market data set.

Creating a Market Data Set

  1. Use the input help to choose the market data area for which you want to create a market data set. Choose Continue.
  2. If you are in display mode, choose Display→Change to switch to change mode.
  3. In the dialog structure, choose the Market Data Sets node, and then choose New Entries.
  4. Enter a key for the market data set, and a short description. Select an exchange rate category (Forex RtCa).

Assigning Access Types

  1. Select the row containing the market data set, and then in the dialog structure double click Access Types.
  2. Choose New Entries.
  3. Using the input help, choose the Access Type Category of the access type, set the indicator for the type of rate to middle, bid, or ask rate, and choose the Yield Curve Type.
  4. Save your entries.

Assigning the Forward Yield Curve Types

  1. Select the row containing the market data set, and then in the dialog structure double click Types of Forward Yield Curve.
  2. Choose New Entries.
  3. Using the input help, choose the reference interest rate, and a yield curve type.
    Note:Note that there is a separate market data area for reference interest rates. The system reads the definitions of reference interest rates from here when it calculates forward rates.
  4. Save your entries.

Assigning Volatilities that are Not Based on the Underlying

  1. Select the row containing the market data set, and then in the dialog structure double click Underlying Independent Volatilities per Currency
  2. Using the input help, choose the currency and the ID of the volatility.
  3. Save your entries.






Fill RESBD Structure from EBP Component Structure   General Material Data  
This documentation is copyright by SAP AG.

Length: 2835 Date: 20240523 Time: 192356     sap01-206 ( 38 ms )