Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 509
Message text: No volatility shift for security class & price type &
No volatility could be found for the security class &V1&(&V2&) which
could be used as a risk factor shift.
No VaR can be calculated for the relevant node.
Maintain the volatility for &V1&/&V2&.
Error message extract from SAP system. Copyright SAP SE.
RY509
- No volatility shift for security class & price type & ?The SAP error message RY509, which states "No volatility shift for security class & price type &," typically occurs in the context of financial instruments and derivatives within the SAP system, particularly when dealing with pricing and risk management.
Cause: The error indicates that the system is unable to find a volatility shift for the specified security class and price type. This can happen for several reasons: Missing Data: The volatility shift data for the specified security class and price type may not be maintained in the system. Incorrect Configuration: The configuration settings for volatility shifts may not be set up correctly in the system. Data Inconsistency: There may be inconsistencies or errors in the underlying data that prevent the system from retrieving the necessary volatility information. Security Class or Price Type Issues: The specified security class or price type may not be valid or may not have been defined in the system.
Solution: To resolve the RY509
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