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Dokumentation

/BA1/F4_YC027 - Yield curve &2 in currency &3 contains inconsistent interest rates - /BA1/F4_YC 027

Diagnosis

In market data area , the interest rates for yield curve in currency on are inconsistent. The yield curve could not be fully created, as a discount factor of <= 0 might have been calculated.

System Response

Procedure

Make sure that the interest rates in the yield curve specified above are correct and change them, if necessary. If the interest rates are correct, incorrect grid points may have been assigned to the yield curve.

Procedure for System Administration