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/BA1/F4_VOLA048 - Internal error while interpolating volatility; see long text - /BA1/F4_VOLA 048

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Diagnosis

While interpolating volatilities, a numeric error occurred. This can be due to the following reasons:

• The volatilities used during interpolation are incorrect.

• The parameters "Maturity: Option", "Maturity: Underlying", and "Moneyness", which have been used to request the volatility, are incorrect. This could be due to an error in the transaction data.

System Response

Procedure

Check whether the volatilities used during interpolation are correct.

In addition, check whether the data of the transaction to be evaluated are correct.

Procedure for System Administration

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Length: 791 Date: 20240426 Time: 060044     sap01-206 ( 15 ms )