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RMBSM - Enter Basis Spreads

In this Customizing activity, you can enter basis spread values.

Note:

To be able to upload basis spread market data and use basis spread curves in the price calculator, you have to activate the yield curve framework in the activity Activate Yield Curve Framework .

The basis spreads need to be defined in the activity Define Basis Spreads

For more information, refer to SAP Library under Treasury and Risk Management (TRM) -> Market Risk Analyzer -> Data Pool -> Price Parameter -> Yield Curve Framework -> Basis Spreads -> Editing Basis Spread Values Manually.