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/BA1/F4_VOLA046 - Interpolation: Only same-type volatility categories permitted; long text - /BA1/F4_VOLA 046

/BA1/F4_VOLA046 - Interpolation: Only same-type volatility categories permitted; long text - /BA1/F4_VOLA 046

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Diagnosis

You have selected the calculation method "Interpolation" in the volatility cluster . This is not permitted if the volatility cluster contains the price volatility and yield volatility types. For the calculation method "Interpolation", the volatility cluster may contain only volatility types of the same type, that is either price volatilities or yield volatilities.

System Response

Procedure

Select the calculation method "Neighborhood Search" for volatility cluster or select a different calculation method for the volatility types involved prior to calculation.

Procedure for System Administration






General Data in Customer Master   CPI1466 during Backup  
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Length: 746 Date: 20240329 Time: 073821     sap01-206 ( 23 ms )