SAP ABAP Message Class /BA1/F4_VOLA Message Number 048 (Internal error while interpolating volatility; 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
Attribute
Message class /BA1/F4_VOLA  
Short Description Message Class for Volatilities    
Message Number 048  
Documentation status       Space: object requires documentation
Authorization check Error Message      
Changed On 20130531   
Message Text
Internal error while interpolating volatility; see long text
Help Document

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

History
Last changed on/by 20130531  SAP 
SAP Release Created in   20