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V_DFCU10 - Define Credit Spreads

V_DFCU10 - Define Credit Spreads

BAL_S_LOG - Application Log: Log header data   Fill RESBD Structure from EBP Component Structure  
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In this activity, you assign datafeed notation for credit spreads.

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

You define how you want to import credit 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.

You must create reference entities (using the Manage Reference Entities and Create Reference Entities - Business Partners apps).

A reference entity is the reference factor for a credit spread.

Examples:

  • Business partners ("reference debtor")
  • Company codes (for the storage of credit spreads belonging to your company)
  • Security ID numbers
  • Ratings
  1. Before you enter the specific data for basis spread notations, you specify instrument class 10 (Credit Spreads) and data provider Y001.
  2. Administrative Data
    1. Enter a reference entity, such as BP_01024875.
    2. Select a predefined credit spread ID, such as Month_03.
    3. Select a predefined quotation type, such as 2 (Bid).
    4. In rate monitoring, you can enter as a percentage the maximum deviation that you can tolerate between the supplied rate and the rate last read for the same instrument class. 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 issued. If this message is issued, you have to check the rate and change it manually in single rate maintenance.
Example
You enter 10.
- Rate last read: 100, new rate: 120 -> A warning is issued. If the actual rate were 102, you must correct the rate manually in single rate maintenance.
- Rate last read: 100, new rate: 95 -> The rate is accepted.
  1. Assign the relevant datafeed notation
    1. Enter the instrument name, such as 7001~M03:CRD
    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.

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






TXBHW - Original Tax Base Amount in Local Currency   TXBHW - Original Tax Base Amount in Local Currency  
This documentation is copyright by SAP AG.

Length: 3327 Date: 20240523 Time: 220005     sap01-206 ( 71 ms )