How To Fix RY560 - No FX swap rate curve structure assigned to the currency pair &1/&2

SAP Error Message - Details

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 560

• Message text: No FX swap rate curve structure assigned to the currency pair &1/&2

What causes this issue?

The FX swap rate curve structure cannot be determined for the currency
pair &V1&/&V2&.

System Response

The calculations cannot be completed.

How to fix this error?

Assign a valid FX swap rate curve structure to currency pairs in the
Customizing under <DS:SIMG.FTBBV_FXPT_CRV_A>Assign Swap Rate Curve
Structure to Currency Pairs</>.

Procedure for System Administrators

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 RY560 - No FX swap rate curve structure assigned to the currency pair &1/&2 ?

  The SAP error message RY560 indicates that there is no foreign exchange (FX) swap rate curve structure assigned to the specified currency pair in the system. This error typically arises in the context of financial transactions involving foreign exchange swaps, where the system requires a defined curve structure to calculate rates.
  Cause:
  
  Missing Configuration: The primary cause of this error is that the FX swap rate curve structure has not been defined or assigned for the specific currency pair in the system.
  Incorrect Currency Pair: The currency pair specified in the error message may not be correctly set up in the system.
  Data Inconsistency: There may be inconsistencies or missing data in the configuration settings related to FX rates.
  
  Solution:
  To resolve the RY560 error, you can follow these steps:
  
  
  Check Configuration:
  
  Go to the transaction code OB08 (or the relevant transaction for maintaining exchange rates).
  Verify if the currency pair (e.g., USD/EUR) is correctly set up and if the FX swap rate curve structure is assigned.
  
  
  
  Assign FX Swap Rate Curve:
  
  Navigate to the configuration settings for FX swap rates. This can typically be found under the Financial Services or Treasury Management module.
  Ensure that the appropriate FX swap rate curve structure is assigned to the currency pair in question.
  
  
  
  Create or Update Curve Structure:
  
  If the curve structure does not exist, you may need to create it. This can involve defining the curve parameters, such as the interest rates and maturities.
  Use the relevant transaction codes (like TPM1 for creating a new curve) to set up the necessary structures.
  
  
  
  Check for Updates:
  
  Ensure that your SAP system is up to date with the latest patches and updates, as sometimes bugs or issues can be resolved through system updates.
  
  
  
  Consult Documentation:
  
  Review SAP documentation or help resources related to Treasury Management and FX swap configurations for additional guidance.
  
  
  
  Contact Support:
  
  If the issue persists after checking the configuration and assigning the necessary structures, consider reaching out to SAP support or your internal SAP team for further assistance.
  
  
  
  Related Information:
  
  Transaction Codes: Familiarize yourself with relevant transaction codes such as OB08 (Exchange Rate), TPM1 (Create Interest Rate Curve), and others related to Treasury Management.
  SAP Notes: Check for any SAP Notes related to FX swap configurations that might provide additional insights or solutions.
  Training and Documentation: Consider training sessions or documentation on Treasury Management in SAP to better understand the configuration and management of FX rates and curves.
  
  By following these steps, you should be able to resolve the RY560 error and ensure that the necessary FX swap rate curve structures are correctly assigned in your SAP system.