Message type: E = Error
Message class: J6 - IS-B: Yield curves
Message number: 080
Message text: Yield cat. zero bond yield and interpolation basis par rate not supported
You have selected the yield category "zero bond yield" and the
interpolation basis "par rate". This combination is not supported.
The interpolation basis is changed to "zero coupon".
If you want to use the interpolation basis "par rate", choose the yield
category "par rate".
Error message extract from SAP system. Copyright SAP SE.
J6080
- Yield cat. zero bond yield and interpolation basis par rate not supported ?The SAP error message J6080, which states "Yield cat. zero bond yield and interpolation basis par rate not supported," typically occurs in the context of financial transactions involving bonds and yield calculations in SAP's Treasury and Risk Management module. This error indicates that there is an issue with the yield curve or the parameters being used for bond yield calculations.
Cause: Zero Bond Yield: The error suggests that the system is trying to calculate a yield for a bond that has a zero yield category. This can happen if the bond is not yielding any return or if the yield data is not properly configured. Interpolation Basis: The error also indicates that the interpolation basis for the par rate is not supported. This could be due to incorrect settings in the yield curve configuration or the absence of necessary data points for interpolation.
Configuration Issues: There may be issues with the configuration of the
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