How To Fix TPM_THXE1091 - Slope coefficient and R2 condition type are not defined

SAP Error Message - Details

• Message type: E = Error

• Message class: TPM_THXE1 - message class for effectiveness test

• Message number: 091

• Message text: Slope coefficient and R2 condition type are not defined

Self-Explanatory Message

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Smart SAP Assistant

• What is the cause and solution for SAP error message TPM_THXE1091 - Slope coefficient and R2 condition type are not defined ?

  The SAP error message TPM_THXE1091, which states "Slope coefficient and R2 condition type are not defined," typically occurs in the context of Treasury and Risk Management (TRM) when dealing with valuation or pricing of financial instruments, particularly in the area of interest rate derivatives or similar financial products.
  Cause:
  This error usually arises due to the following reasons:
  
  
  Missing Configuration: The slope coefficient and R² (R-squared) values are not defined for the relevant condition type in the system. These values are essential for the calculation of certain financial metrics, especially in the context of yield curves or regression analysis.
  
  
  Incorrect Condition Type: The condition type being used may not be properly set up in the system, or it may not be applicable for the financial instrument you are trying to evaluate.
  
  
  Data Inconsistency: There may be inconsistencies or missing data in the configuration or master data that is required for the calculations.
  
  
  Solution:
  To resolve this error, you can take the following steps:
  
  
  Check Configuration:
  
  Go to the configuration settings for the relevant condition type in the SAP system.
  Ensure that the slope coefficient and R² values are defined correctly. This can typically be done in the customizing settings for Treasury and Risk Management.
  
  
  
  Define Missing Values:
  
  If the slope coefficient and R² values are not defined, you will need to define them. This may involve entering the appropriate values based on your financial models or market data.
  
  
  
  Review Condition Type:
  
  Verify that the condition type you are using is appropriate for the financial instrument and that it has been set up correctly in the system.
  
  
  
  Consult Documentation:
  
  Refer to SAP documentation or help resources for specific guidance on how to configure condition types and the required parameters for your specific use case.
  
  
  
  Testing:
  
  After making the necessary changes, perform tests to ensure that the error no longer occurs and that the calculations are producing the expected results.
  
  
  
  Seek Support:
  
  If you are unable to resolve the issue, consider reaching out to your SAP support team or consulting with an SAP expert who specializes in Treasury and Risk Management.
  
  
  
  Related Information:
  
  SAP Notes: Check for any relevant SAP Notes that may address this specific error or provide additional guidance on configuration.
  Transaction Codes: Familiarize yourself with transaction codes related to Treasury and Risk Management, such as TPM1, TPM2, and others that may be relevant for your configuration tasks.
  Training and Documentation: Consider training sessions or documentation on SAP Treasury and Risk Management to better understand the configuration and usage of condition types and financial calculations.
  
  By following these steps, you should be able to identify and resolve the issue related to the TPM_THXE1091 error message in SAP.