Price Parameters 

Use

Price parameters comprise all information needed for the fair valuation of financial instruments. This can involve both information available on the market, such as money market interest rates and capital market interest rates, as well as internal calculation bases. The price parameters are used particularly in the Treasury and Risk Management components, and in SAP Banking.

You can enter the following information as price parameters in the SAP system:

·        Reference interest rates

·        Exchange rates

·        Security prices

·        Index statuses

·        Interest rate volatilities

·        Foreign exchange rate volatilities

·        Security price volatilities

·        Index volatilities

·        Correlations

·        ß factors

Integration

You have the following options for entering price parameters:

·        Manual maintenance of the parameters

·        Importing the parameters from a file using the file interface

·        Importing the parameters automatically by datafeed