Message Number list used by SAP ABAP Program RFTVST00 (Statistics Calculator: Estimate Volatilities and Correlations)
SAP ABAP Program
RFTVST00 (Statistics Calculator: Estimate Volatilities and Correlations) is using
# | Object Type | Object Name | Object Description | Note |
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1 | ![]() |
RY - 008 | Data contains errors; see error log | |
2 | ![]() |
RY - 492 | Matrix is negative definite; diff. btw adjusted and non-adjusted is &1 | |
3 | ![]() |
RY - 495 | Correlation matrix is not positive definite | |
4 | ![]() |
RY - 496 | Correlation matrix is positive definite; no adjustment is required | |
5 | ![]() |
T0 - 100 | Termination: &1 &2 &3 &4 | |
6 | ![]() |
TE - 085 | Unknown reference currency & | |
7 | ![]() |
TE - 086 | Unknown calendar & | |
8 | ![]() |
TE - 178 | Risk node & in risk hierarchy & does not exist; check your entry | |
9 | ![]() |
TE - 231 | Risk hierarchy contains errors; program will be run anyway | |
10 | ![]() |
TE - 232 | Risk hierarchy & does not exist | |
11 | ![]() |
TE - 233 | Statistics type does not exist in the database | |
12 | ![]() |
TE - 235 | Volatility type is not maintained | |
13 | ![]() |
TE - 236 | Correlation type is not maintained | |
14 | ![]() |
TE - 237 | Risk hierarchy does not have matching grid points in interest area | |
15 | ![]() |
TE - 238 | Statistics type not maintained | |
16 | ![]() |
TE - 245 | Selection of volatilities and correlations not possible in background run |