How To Fix RY484 - Volatility for volatility type & on & was not calculated

SAP Error Message - Details

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 484

• Message text: Volatility for volatility type & on & was not calculated

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message RY484 - Volatility for volatility type & on & was not calculated ?

  The SAP error message RY484 indicates that the volatility for a specific volatility type was not calculated on a given date. This error typically arises in the context of financial instruments, particularly in the area of risk management and derivatives pricing within SAP's Treasury and Risk Management (TRM) module.
  Cause:
  
  Missing Data: The volatility data may not be available for the specified volatility type on the given date. This can happen if the data has not been maintained or updated in the system.
  Configuration Issues: The volatility type may not be properly configured in the system, leading to the inability to calculate the volatility.
  Market Data Issues: If the system relies on external market data feeds, there may be issues with the data source, such as connectivity problems or data feed interruptions.
  Date Issues: The date specified may be outside the range of available data or may not correspond to a valid trading day.
  
  Solution:
  
  Check Data Maintenance: Ensure that the volatility data for the specified type is maintained in the system. This can be done by navigating to the relevant transaction or configuration settings in SAP.
  Review Configuration: Verify the configuration settings for the volatility type in the system. Ensure that all necessary parameters are correctly set up.
  Update Market Data: If the system relies on external data, check the status of the data feed. Ensure that the data is being updated correctly and that there are no connectivity issues.
  Adjust Date: If the date specified is incorrect or outside the valid range, adjust it to a valid trading date where volatility data is available.
  Consult Documentation: Refer to SAP documentation or help resources for specific guidance on the volatility type in question and any related configuration settings.
  
  Related Information:
  
  Transaction Codes: Familiarize yourself with relevant transaction codes in SAP for managing volatility data, such as transaction codes for maintaining market data or configuring volatility types.
  SAP Notes: Check for any SAP Notes related to this error message, as they may provide additional insights or patches that address known issues.
  User Forums: Engage with SAP user communities or forums where similar issues may have been discussed, providing insights or solutions from other users' experiences.
  
  If the issue persists after following these steps, it may be beneficial to consult with your SAP support team or a technical consultant who specializes in SAP Treasury and Risk Management.