How to use JBVIRC - Interest Rate Volatility Curve

JBVIRC - Overview

• Transaction Code: JBVIRC

  Description: Interest Rate Volatility Curve

  Release: S/4HANA and ECC 6

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Basic Functions > Market Data Management > Manual Market Data Entry > Statistical Data > Volatilities > Enter Interest Rate Volatility Curve

• • Program:

    Screen: 0

    Authorization Object:

  • Development Package: FTB

    Package Description: Applic. development R/3 Treasury risk simulation analysis

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-MR

    Description: Market Risk Analyzer

JBVIRC - Details

• SAP Tcode: JBVIRC - Interest Rate Volatility Curve

  
  Overview:
  The SAP transaction code JBVIRC is used to create and maintain interest rate volatility curves. This transaction code is used to define the parameters of the curve, such as the start date, end date, and the volatility of the interest rate. 
  
  Functionality: 
  The JBVIRC transaction code allows users to create and maintain interest rate volatility curves. This is done by defining the parameters of the curve, such as the start date, end date, and the volatility of the interest rate. The curves can then be used in various financial calculations, such as calculating the value of a bond or other financial instrument. 
  
  Step-by-step How to Use: 
  1. Enter transaction code JBVIRC in the command field. 
  2. Select “Create” from the menu bar. 
  3. Enter a name for the curve in the “Curve Name” field. 
  4. Enter a start date and end date for the curve in the “Start Date” and “End Date” fields respectively. 
  5. Enter a volatility value for each point on the curve in the “Volatility” field. 
  6. Select “Save” from the menu bar to save your changes. 
  7. Select “Back” from the menu bar to return to the main screen. 
  
  Other Recommendations: 
  It is important to note that when creating an interest rate volatility curve, it is important to ensure that all of the parameters are correct and up-to-date. Additionally, it is