How To Fix RY509 - No volatility shift for security class & price type &

RY509 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 509

• Message text: No volatility shift for security class & price type &

What causes this issue?

No volatility could be found for the security class &V1&(&V2&) which
could be used as a risk factor shift.

System Response

No VaR can be calculated for the relevant node.

How to fix this error?

Maintain the volatility for &V1&/&V2&.

Error message extract from SAP system. Copyright SAP SE.

RY509 - Details

• 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