Message type: E = Error
Message class: VAL - Treasury: Messages for General Valuation
Message number: 068
Message text: Sec. Val. Proc. &: Valuation in Val.Crcy only possible for FX options
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VAL068
- Sec. Val. Proc. &: Valuation in Val.Crcy only possible for FX options ?The SAP error message VAL068 indicates that there is an issue with the valuation process for financial instruments, specifically related to foreign exchange (FX) options. This error typically arises when you attempt to perform a valuation in a currency that is not supported for the type of financial instrument you are working with.
Cause: The error occurs when: You are trying to perform a valuation for a financial instrument (like a swap or a forward) that is not an FX option, but you are attempting to do so in a currency that is only valid for FX options. The valuation currency is set incorrectly, or the financial instrument is not configured to allow valuation in the specified currency.
Solution: To resolve the VAL068 error, you can take the following steps: Check the Financial Instrument Type: Ensure that the financial instrument you are trying to value is indeed an FX option. If it is not, you need to
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