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WAHRUNGSVOLAS_DF - Define Currency Volatilities

WAHRUNGSVOLAS_DF - Define Currency Volatilities

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

The translation tables have to 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.

Before you enter the specific data for your currency volatility notation, you specify the Instrument Class and Data Provider. For example, 31 for currencies and Y001 for the SAP Market Rates Management.

  • Currency Pair:,,EUR,,USD
  • Exchange Rate Volatility Type:,,002
  • Term in Days:,,30
  • Save market data permanently in system:,,Flag
  • Rate/Price Provision:,,System Request
  • Max. Deviation in Percent:,,10
  • Instrument Name:,,EUR~USD:ERV
  • Data Source:,,BYOR
  • Instrument Property:,,002
  • Explan:,, Volatilities for EUR:USD

Ask your datafeed provider which market values are delivered and which
external currency ratios you need to define.

  • Desktop





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