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Message type: E = Error
Message class: TE - Market Risk Management
Message number: 248
Message text: Correlation &1 / &2 not found in matrix
In the correlation matrix, no entry could be found for &V1& / &V2& (read
with index &V3& and &V4&).
The Cholesky decomposition cannot proceed.
Ensure that the correlation for &V1& / &V2& is maintained in the
Customizing activity <DS:SIMG.KORR_PFLEGEN>Enter Correlations</>.
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.
TE248
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