How To Fix /BA1/F4_YC086 - Yield curve type and yield curve type OIS must not be the same

SAP Error Message - Details

• Message type: E = Error

• Message class: /BA1/F4_YC -

• Message number: 086

• Message text: Yield curve type and yield curve type OIS must not be the same

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message /BA1/F4_YC086 - Yield curve type and yield curve type OIS must not be the same ?

  The SAP error message /BA1/F4_YC086 indicates that there is a conflict in the configuration of yield curves in the system. Specifically, it states that the yield curve type and the yield curve type OIS (Overnight Indexed Swap) must not be the same. This error typically arises in the context of financial instruments and valuation processes where different yield curves are used for different purposes.
  Cause:
  
  Configuration Issue: The error usually occurs when the system is configured to use the same yield curve type for both standard yield curves and OIS yield curves. In financial applications, different yield curves are required for different types of financial instruments to ensure accurate pricing and valuation.
  Data Entry Error: It may also arise from incorrect data entry or selection in the transaction where the yield curves are being defined or used.
  
  Solution:
  
  
  Check Configuration: 
  
  Go to the configuration settings for yield curves in your SAP system. This can typically be found in the Financial Services (FS) module or the relevant area where yield curves are defined.
  Ensure that the yield curve type for standard yield curves is different from the yield curve type for OIS. You may need to create a new yield curve type if necessary.
  
  
  
  Review Transaction Data:
  
  If you are entering data in a transaction, double-check the selections made for yield curve types. Ensure that you are not inadvertently selecting the same type for both standard and OIS yield curves.
  
  
  
  Consult Documentation: 
  
  Review SAP documentation or help resources related to yield curves and financial instruments to understand the requirements and best practices for configuring yield curves.
  
  
  
  Testing: 
  
  After making changes, perform tests to ensure that the error does not reoccur and that the system behaves as expected.
  
  
  
  Seek Support: 
  
  If you are unable to resolve the issue, consider reaching out to your SAP support team or consulting with an SAP expert who specializes in financial services.
  
  
  
  Related Information:
  
  Yield Curves: Yield curves are graphical representations of interest rates for different maturities. They are crucial for pricing and valuing financial instruments.
  OIS (Overnight Indexed Swap): OIS is a type of interest rate swap where the floating leg is tied to an overnight rate, often used for hedging and risk management.
  SAP Modules: This error is typically encountered in modules related to Financial Services (FS) or Treasury and Risk Management (TRM).
  
  By addressing the configuration and ensuring that different yield curve types are used appropriately, you should be able to resolve the error message /BA1/F4_YC086.