How To Fix T8259 - Valuation of options: Error when reading volatility of ref. int. rate &

T8259 - Overview

• Message type: E = Error

• Message class: T8 - Analysis system evaluations

• Message number: 259

• Message text: Valuation of options: Error when reading volatility of ref. int. rate &

What causes this issue?

Whilst reading the volatility of reference interest rate &V1& with
volatility type &V2&, an error arose.

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 T8259 - Valuation of options: Error when reading volatility of ref. int. rate & ?

  The SAP error message T8259, which indicates an issue with the valuation of options due to an error when reading the volatility of the reference interest rate, typically arises in the context of financial instruments and derivatives valuation within SAP systems, particularly in modules like SAP Treasury and Risk Management (TRM).
  
  Cause:
  
  Missing Data: The volatility data for the reference interest rate may not be maintained in the system. This could be due to missing configuration or data entry errors.
  Incorrect Configuration: The settings for the valuation of options may not be correctly configured, leading to the system being unable to retrieve the necessary volatility data.
  Data Source Issues: If the volatility data is supposed to be fetched from an external source (like a market data provider), there may be connectivity issues or the data feed may not be functioning correctly.
  Versioning Issues: Sometimes, the version of the SAP system or the specific module may