SAP ABAP Message Class /BA1/F4_VOLA Message Number 047 (Interpolation: cannot create triangular grid; see long text)
Hierarchy
☛
SAP_BS_FND (Software Component) SAP Business Suite Foundation
⤷
CA-FS-MKD (Application Component) Basic Market Data
⤷
/BA1/F4_VOLA (Package) Market Data: Volatilities
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_VOLA (Package) Market Data: Volatilities 
Attribute
| Message class |  |
/BA1/F4_VOLA | |
| Short Description |  |
Message Class for Volatilities | |
| Message Number |  |
047 | |
| Documentation status | Space: object requires documentation |
||
| Authorization check Error Message | |||
| Changed On |  |
20130531 |
Message Text
Interpolation: cannot create triangular grid; see long text
Help Document
Diagnosis
When a triangular grid was created for interpolation, a numeric error occurred.
System Response
Procedure
Check whether the volatilities used to create the volatility structure are correct. At the same time, check the parameters "Maturity: Option", "Maturity: Unterlying", and "Moneyness".
Procedure for System Administration
History
| Last changed on/by | |
20130531 | SAP |
| SAP Release Created in | 20 |
