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INTEREST_VOLA_INPUT - Enter Interest Rate Volatilities

In this step you can enter interest rate volatilities.

For more information about how interest rate volatilities are used in the Market Risk Management component, see SAP Library:

Treasury and Risk Management -> Market Risk Analyzer -> Data Pool -> Price Parameters -> Volatility.

The required volatility type and reference interest rate must be defined in the system.

1. Enter the volatility type.
2. Enter a reference interest rate.
3. Enter an effective date.
4. Enter the volatility term in days.
5. Enter the interest rate volatility.