How To Fix FTI014 - Convexity &1 for position &2 from contract type &3 is invalid

FTI014 - Overview

• Message type: E = Error

• Message class: FTI - Treasury Information System

• Message number: 014

• Message text: Convexity &1 for position &2 from contract type &3 is invalid

What causes this issue?

The convexity for position &V2& has the value &V1& (greater than 100 or
less than -100). This is invalid.
The position with the error belongs to the contract type &V3&.
For loans, the combination of company code/loan number is &V2&.
For securities, the combination of company code/ID number/securities
account is &V2&.
For MM/FX/DE, the combination of company code/transaction is &V2&.

System Response

All the market data transferred from the risk management component is
set to zero. Apart from this, the system continues with the selection.

How to fix this error?

Check the data used as a basis for calculating the market data, such as
the yield curves defined in the system.

Error message extract from SAP system. Copyright SAP SE.

FTI014 - Details

• The SAP error message FTI014, which states "Convexity &1 for position &2 from contract type &3 is invalid," typically occurs in the context of financial instruments, particularly in the area of treasury and risk management. This error indicates that there is an issue with the convexity value associated with a specific position in a financial contract.
  
  Cause:
  
  Invalid Convexity Value: The convexity value specified for the financial position is not valid. This could be due to incorrect data entry or a misconfiguration in the system.
  Missing Configuration: The contract type may not have the necessary configuration or settings to handle convexity calculations.
  Data Inconsistency: There may be inconsistencies in the data related to the financial instrument, such as missing or incorrect parameters.
  System Updates: If there have been recent updates or changes to the system, it may have affected the way convexity is calculated or stored.
  
  
  Solution:
  
  Check Convexity Value: Verify the convexity value for the specified