How to use TMDAS_VOLANAME_HW - Assign Yld Curves to Hull-White Mod.

TMDAS_VOLANAME_HW - Overview

• Transaction Code: TMDAS_VOLANAME_HW

  Description: Assign Yld Curves to Hull-White Mod.

  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 with Moneyness > Assign Yield Curves to Hull-White Volatility

• • Program:

    Screen: 0

    Authorization Object:

  • Development Package: FTBB

    Package Description: Risk Management Basis

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-MR

    Description: Market Risk Analyzer

TMDAS_VOLANAME_HW - Details

• SAP Tcode: TMDAS_VOLANAME_HW - Assign Yld Curves to Hull-White Mod.

  
  Overview:
  TMDAS_VOLANAME_HW is a SAP transaction code used to assign yield curves to the Hull-White model. This transaction code is used to set up the parameters of the Hull-White model, which is a type of interest rate model used to price derivatives.
  
  Functionality:
  The TMDAS_VOLANAME_HW transaction code allows users to assign yield curves to the Hull-White model. This is done by entering the parameters of the yield curve, such as the maturity date, coupon rate, and yield. Once these parameters are entered, the yield curve can be assigned to the Hull-White model.
  
  Step-by-step How to Use:
  1. Open the TMDAS_VOLANAME_HW transaction code in SAP. 
  2. Enter the parameters of the yield curve, such as maturity date, coupon rate, and yield. 
  3. Click “Save” to save the yield curve parameters. 
  4. Click “Assign” to assign the yield curve to the Hull-White model. 
  5. Click “OK” to confirm that the yield curve has been assigned successfully. 
  
  Other Recommendations:
  It is important to ensure that all of the parameters of the yield curve are entered correctly before assigning it to the Hull-White model. Additionally, it is recommended that users familiarize themselves with the Hull-White model before using this transaction code in order to ensure that they are entering all of the necessary parameters correctly.