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WP_VOLA_DF - Define Security Volatilities

ABAP Short Reference   ABAP Short Reference  
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In this step you define how to import security volatilities via the external partner program of your datafeed provider.

Notation:

• Security name:,,716463 (SAP preferences, class key is the

security ID number)
Volatility type:	021

relevant datafeed notation (Example for Dow Jones, April 1997)

• Instrument name:,,[19172.=FSAG3]SAG3

• Data source:,,PubRecords

• Instrument property:,,WP_VOLA

Volatility type:

In Customizing, you have to define the:

• Security class in the master data of the application AND

• Volatility types via Market risk management -> Rate and price tables -> Define volatility type.

Volatility type:

1. Define how you wish to import your security volatilities via the external partner program and hence via the datafeed.
   

PERFORM Short Reference   Fill RESBD Structure from EBP Component Structure  
This documentation is copyright by SAP AG.

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