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Definition

Market data comprises exogenous metrics that are supplied by a provider and that can be observed on the market. The follow-up components need market data in order to measure transactions.

Market data currently includes:

  • Interest data

  • Currency data

  • Price data for financial instruments

  • Volatility

Use

You can use market data in the conditions of the financial instruments, as well as in their valuation. In addition, you can use all defined market data in market data scenarios.

You have the following options for entering market data:

  • Entering the parameters manually

  • Importing the parameters using BAPIs

You can also archive market data.