Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 491
Message text: Adjustment of correlation matrix is inconsistent; see error log
Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of messages in the SAP system have a message text, however this is frequently insufficient to comprehend or resolve the problem.
To make things easier, more detailed information is frequently added to describe the issue, how to fix it, and the necessary steps or configuration modifications.
Unfortunately, there isn't any extra information in this error notice.
First, use our AnswerBot below to get a possible cause and solution (requires a premium subscription).
Also, review the in-depth Common Questions & Answers listed below; you could discover a solution there or be able to connect with others who have faced similar challenges.
You can also try searching the SAP support portal (support.sap.com) but you need a special user ID to access it. It is possible that an SAP support note exists that provides additional details about the mistake or even steps for fixing it.
RY491
- Adjustment of correlation matrix is inconsistent; see error log ?The SAP error message RY491, which states "Adjustment of correlation matrix is inconsistent; see error log," typically occurs in the context of financial or risk management applications, particularly when dealing with portfolio management or financial modeling. This error indicates that there is an inconsistency in the correlation matrix used for calculations, which can lead to incorrect results or failures in processing. Causes: Data Quality Issues: The underlying data used to generate the correlation matrix may contain errors, such as missing values, outliers, or incorrect data types. Inconsistent Data: The data used for the correlation matrix may not be consistent across different time periods or datasets, leading to discrepancies. Modeling Errors: There may be issues in the way the correlation matrix is being calculated or adjusted, possibly due to incorrect parameters or settings in the model. Software Bugs: There could be bugs or issues in the SAP software itself that lead to this error under certain
Get instant SAP help. Sign up for our Free Essentials Plan.
RY490
*-- Market data - current data: Correlations -------------------------*
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
RY489
Cannot determine volatility with vanna-volga method
What causes this issue? You are using a volatility type with moneyness definition <LS>Option Delta</> and you have set the volatility smi...
RY492
Matrix is negative definite; diff. btw adjusted and non-adjusted is &1
Generated Include to Extension - V-REINHPOETZ - 02/18/2004 INCLUDE 'LTEXT ZU RY492' OBJECT DOKU ID TX LANGUAGE E Generated Include to Exte...
RY493
Difference between adjusted and non-adjusted matrix is &1
What causes this issue? The maximum element-based difference between the correlation matrix and the adjusted matrix is equal to &1.System Respons...
Click on this link to search all SAP messages.