How To Fix RY406 - Yield curve & has a change in currency in the interpolation

RY406 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 406

• Message text: Yield curve & has a change in currency in the interpolation

What causes this issue?

A currency changeover is defined on a key date for yield curve type
&V1&. You attempted, however, to determine a yield curve from the two
adjacent yield curves. The key date of the currency changeover is
exactly between these two curves.

System Response

Determination of the target yield curve is not possible.

How to fix this error?

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

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message RY406 - Yield curve & has a change in currency in the interpolation ?

  The SAP error message RY406 typically indicates an issue with yield curve interpolation when there is a change in currency. This error can occur in the context of financial transactions, particularly in treasury and risk management modules where yield curves are used for pricing and valuation.
  
  Cause:
  
  
  Currency Mismatch: The error often arises when the system encounters a yield curve that is defined in a different currency than the one being used in the transaction. For example, if you are trying to interpolate a yield curve in USD while your transaction is in EUR, the system will raise this error.
  
  
  Missing Yield Curves: If the required yield curve for the specific currency is not defined or is incomplete, the system may not be able to perform the necessary calculations.
  
  
  
  Configuration Issues: There may be issues with the configuration of the yield curves in the system, such as incorrect settings or missing data.
  
  
  
  Solution:
  
  
  Check Currency Settings: