How To Fix TE718 - Error while calculating risk-free interest rate (&)

SAP Error Message - Details

• Message type: E = Error

• Message class: TE - Market Risk Management

• Message number: 718

• Message text: Error while calculating risk-free interest rate (&)

What causes this issue?

An error occurred when the system tried to read the yield curve. The
yield curve provides the basis for calculating the risk-free interest
rate for the residual term of the option.

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

System Response

How to fix this error?

Maintain the yield curve table.

Error message extract from SAP system. Copyright SAP SE.