Message type: E = Error
Message class: T0 - General Treasury
Message number: 496
Message text: No data for volatility interpolation, scenario &1, currencies &2 and &3
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T0496
- No data for volatility interpolation, scenario &1, currencies &2 and &3 ?The SAP error message T0496, which states "No data for volatility interpolation, scenario &1, currencies &2 and &3," typically occurs in the context of financial applications, particularly when dealing with derivatives, options, or other financial instruments that require volatility data for pricing or risk management.
Cause: Missing Data: The primary cause of this error is that the system cannot find the required volatility data for the specified scenario and currency pairs. This could be due to: No volatility data being uploaded or maintained in the system for the specified currencies. The data might be outdated or not relevant for the current scenario. The scenario specified may not have been set up correctly in the system.
Configuration Issues: There may be issues with the configuration of the volatility surface or the settings related to the financial instruments being analyzed. Incorrect Parameters: The parameters being passed to the function or transaction that generates this error may be incorrect or
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