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V_DFCU09 - Define Basis Spreads

V_DFCU09 - Define Basis Spreads

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Assign datafeed notations for basis spreads.

This app allows you to manually input translation tables between the datafeed and your master data.

You define how you want to import basis spreads by means of the external partner program of your datafeed provider.

The translation tables must be defined before you can run any task to request market data. You need to define a translation table only once for one type of market data.

  1. Before you enter the specific data for basis spread notations, you specify Instrument Class (09 Basis Spreads) and Data Provider (Y001).
  2. Administrative Data:
    1. Choose a predefined Basis Spread ID, such as CEURUSD3M02Y.
    2. Choose the predefined Quotation Type, such as 1 Middle.
    3. The Realtime Price/Rate Supply function requires that your external partner program can operate in a real-time environment. Ask your datafeed provider whether your external partner program meets this requirement and whether it can provide market data from the system after one request and make the required setting here accordingly.
    4. If you want to display a rate history in the system, set the Permanently Save Market Data in R/3 indicator.
    5. In rate monitoring, you can enter the maximum deviation between the supplied rate and the latest read rate for the same instrument class that you can tolerate as a percentage. You enter an integer between 1 and 254. It is used to calculate the interval within which the rates are accepted. If the rate is not within the interval, a warning message will be displayed. If this message is displayed, you have to check the rate and change it manually in single rate maintenance.
Example
You enter 10.
- Latest read rate: 100, New rate: 120 -> warning is displayed. If the actual rate were 102, you must correct the rate manually in single rate maintenance.
- Latest read rate: 100, New rate: 95 -> Rate is accepted.
  1. Datafeed Notation:
    1. Enter the Instrument Name, such as CEURUSD3M03Y:BAS.
    2. Enter the Data Source.
    3. Property of an instrument. The term is predefined by the datafeed provider/external market data supplier.
    4. You can also enter an Explanation.
  2. Save your entries.

Most settings in this activity are filled automatically, eliminating the need to fill them manually.






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