How To Fix RY405 - Yield curve &1 &2 in scenario &3 cannot be calculated

SAP Error Message - Details

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 405

• Message text: Yield curve &1 &2 in scenario &3 cannot be calculated

What causes this issue?

The reference interest rates for yield curve &V1&(&V2&) are not
available in scenario &V3&.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Maintain the reference interest rates in scenario &V3&.

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message RY405 - Yield curve &1 &2 in scenario &3 cannot be calculated ?

  The SAP error message RY405 indicates that the yield curve for a specific financial scenario cannot be calculated. This error typically arises in the context of financial instruments, particularly in treasury and risk management modules where yield curves are essential for pricing and valuation.
  Causes of Error RY405
  
  
  Missing Data: The yield curve cannot be calculated due to missing or incomplete data. This could include missing interest rates, dates, or other necessary parameters.
  
  
  Incorrect Configuration: The configuration settings for the yield curve may be incorrect. This includes settings related to the curve type, market data sources, or the parameters used for curve construction.
  
  
  Invalid Scenario: The scenario specified in the error message may not be valid or may not have been set up correctly in the system.
  
  
  Data Consistency Issues: There may be inconsistencies in the data used to generate the yield curve, such as overlapping dates or conflicting interest rates.
  
  
  Technical Issues: There could be underlying technical issues, such as problems with the database or the application server.
  
  
  Solutions to Error RY405
  
  
  Check Data Completeness: Ensure that all necessary data for the yield curve calculation is present and correctly entered. This includes verifying interest rates, dates, and any other relevant parameters.
  
  
  Review Configuration Settings: Go through the configuration settings related to yield curves in the SAP system. Ensure that the curve type and market data sources are correctly set up.
  
  
  Validate Scenario Setup: Check the scenario specified in the error message. Make sure it is correctly defined and that all necessary components are in place.
  
  
  Data Consistency Check: Perform a consistency check on the data used for the yield curve. Look for any overlapping dates or conflicting information that could prevent the calculation.
  
  
  Consult Documentation: Refer to SAP documentation or help resources for specific guidance on yield curve calculations and troubleshooting.
  
  
  Technical Support: If the issue persists, consider reaching out to SAP support or your internal IT team for further assistance. They may be able to identify underlying technical issues or bugs.
  
  
  Related Information
  
  SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional troubleshooting steps.
  Transaction Codes: Familiarize yourself with transaction codes related to yield curve management, such as those used for configuration and data entry.
  User Forums: Engage with SAP community forums or user groups where similar issues may have been discussed, and solutions shared.
  
  By following these steps, you should be able to identify the cause of the RY405 error and implement a solution to resolve it.