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INDEX_VOLA_DF - Define Index Volatilities

Fill RESBD Structure from EBP Component Structure   RFUMSV00 - Advance Return for Tax on Sales/Purchases  
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In this step, you define how to import index volatilities via the external partner program of your datafeed provider.

Notation:

• Index name:,,,,,,,,DAX,,(Frankfurt floor trading system)

• Volatility type:,,,,,,041

• Term in days:,,,,,,250

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

• Instrument name:,,[19175.DAX]DAX

• Data source:,,PubRecords

• Instrument property:,,CALL_BID

In Customizing you have to define the:

• Index name via Treasury management -> Basic functions -> Master data -> Indexes -> Define indexes AND

• Volatility type via Market risk management -> Rate and price tables -> Define volatility type

1. Define how you wish to import your index volatilities via the external partner program and hence via the datafeed.
   

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

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