How To Fix T8258 - Valuation of options: Error when reading volatility of index &

SAP Error Message - Details

• Message type: E = Error

• Message class: T8 - Analysis system evaluations

• Message number: 258

• Message text: Valuation of options: Error when reading volatility of index &

What causes this issue?

Error when reading volatility of security with ID number &V1& and
volatility type &V2&.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message T8258 - Valuation of options: Error when reading volatility of index & ?

  The SAP error message T8258, which states "Valuation of options: Error when reading volatility of index &," typically occurs in the context of financial instruments, particularly when dealing with options and derivatives in SAP's Financial Services (FS) module or similar applications.
  Cause:
  The error is generally caused by one of the following issues:
  
  
  Missing Data: The volatility data for the specified index is not available in the system. This could be due to missing configuration or data entries in the relevant tables.
  
  
  Incorrect Configuration: The configuration settings for the index or the volatility model may not be set up correctly, leading to the system being unable to retrieve the necessary volatility data.
  
  
  Data Integrity Issues: There may be inconsistencies or corruption in the data related to the index or its volatility.
  
  
  Market Data Provider Issues: If the system relies on external market data feeds for volatility information, there may be issues with the data provider or the connection to the data source.
  
  
  Solution:
  To resolve the T8258 error, you can take the following steps:
  
  
  Check Data Availability:
  
  Verify that the volatility data for the specified index is present in the relevant tables (e.g., the market data tables).
  Ensure that the data is up-to-date and correctly entered.
  
  
  
  Review Configuration:
  
  Check the configuration settings for the index in the SAP system. Ensure that all necessary parameters are correctly set up.
  Review the settings for the volatility model being used and ensure they are appropriate for the index in question.
  
  
  
  Data Integrity Check:
  
  Perform a data integrity check to identify any inconsistencies or corruption in the data related to the index or its volatility.
  
  
  
  Market Data Connection:
  
  If the system relies on external data feeds, check the connection to the market data provider. Ensure that the feed is active and that there are no issues with data retrieval.
  
  
  
  Consult Documentation:
  
  Refer to SAP documentation or help resources for specific guidance on handling this error message. There may be additional troubleshooting steps or configuration settings that are specific to your version of SAP.
  
  
  
  Contact Support:
  
  If the issue persists after performing the above checks, consider reaching out to SAP support or your internal IT team for further assistance. They may have access to additional tools or logs that can help diagnose the problem.
  
  
  
  Related Information:
  
  SAP Notes: Check for any relevant SAP Notes that may address this specific error message or provide additional troubleshooting steps.
  Transaction Codes: Familiarize yourself with transaction codes related to financial instruments and market data management in SAP, as they may help in navigating the system to find the source of the issue.
  User Forums: Engage with SAP user forums or communities where similar issues may have been discussed, and solutions shared.
  
  By following these steps, you should be able to identify and resolve the underlying cause of the T8258 error message in SAP.