How To Fix T8155 - Convexity adjustment calc. for ref. IR &1: term &2 days are too short

SAP Error Message - Details

• Message type: E = Error

• Message class: T8 - Analysis system evaluations

• Message number: 155

• Message text: Convexity adjustment calc. for ref. IR &1: term &2 days are too short

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message T8155 - Convexity adjustment calc. for ref. IR &1: term &2 days are too short ?

  The SAP error message T8155, which states "Convexity adjustment calc. for ref. IR &1: term &2 days are too short," typically occurs in the context of financial instruments, particularly when dealing with interest rate calculations and convexity adjustments in the SAP Treasury and Risk Management module.
  Cause:
  This error generally arises when the term (in days) for the interest rate reference is shorter than what is required for the convexity adjustment calculation. Convexity adjustments are used to account for the curvature in the price-yield relationship of bonds and other fixed-income securities. If the term is too short, the system cannot perform the necessary calculations, leading to this error.
  Solution:
  To resolve this error, consider the following steps:
  
  
  Check Interest Rate Reference: Verify the interest rate reference (&1) being used in the calculation. Ensure that it is correctly configured and that the term (in days) is appropriate for the financial instrument in question.
  
  
  Adjust Term: If the term (&2) is indeed too short, you may need to adjust the parameters of the financial instrument or the interest rate reference to ensure that the term meets the minimum requirements for the convexity adjustment calculation.
  
  
  Configuration Settings: Review the configuration settings in the SAP system related to interest rates and convexity adjustments. Ensure that all necessary parameters are set correctly and that there are no discrepancies.
  
  
  Consult Documentation: Refer to SAP documentation or help resources for specific guidelines on the minimum term requirements for convexity adjustments in your version of SAP.
  
  
  Contact Support: If the issue persists after checking the above points, consider reaching out to SAP support or your internal SAP team for further assistance. They may provide insights specific to your system configuration or version.
  
  
  Related Information:
  
  SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional context.
  Training and Documentation: Review training materials or documentation related to Treasury and Risk Management in SAP, focusing on interest rate calculations and convexity adjustments.
  Community Forums: Engage with SAP community forums or user groups where similar issues may have been discussed, and solutions shared.
  
  By following these steps, you should be able to identify the root cause of the error and implement a suitable solution.