How To Fix T8065 - Keine Ersatzvolatilität zu Option auf Wertpapier Nr. & gefunden

SAP Error Message - Details

• Message type: E = Error

• Message class: T8 - Analysis system evaluations

• Message number: 065

• Message text: Keine Ersatzvolatilität zu Option auf Wertpapier Nr. & gefunden

Was verursacht dieses Problem?

If the system cannot find a volatility for the security ID number you
specified, it searches for an interest rate volatility for the
reference interest rate used in the valuation curve for this security,
as the term of the reference interest rate is closest to that of the
security. The system first searches for the reference interest rate in
the bid curve, and then in the ask curve.

Systemantwort

If the system finds a volatility, this is translated into a price
volatility. If it cannot find a volatility, it generates this error
message.

Wie behebe ich diesen Fehler?

Define a volatility for the security ID number in the table for
securities volatilities:
Menu: Market risk --> Market data --> Current settings --> Enter
securities volatilities

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