How To Fix T0450 - El cálculo precio de opción americana tiene precisión limitada

SAP Error Message - Details

• Message type: E = Error

• Message class: T0 - General Treasury

• Message number: 450

• Message text: El cálculo precio de opción americana tiene precisión limitada

Trados memory = TR

¿Qué causa este problema?

In extreme cases (either the option is far out-of-the-money, has a very
short remaining term, or has a very low volatility), the result is less
accurate.
The price calculator for American options builds 2 binomial trees with
the internally defined intervals and with halved intervals. When this
warning appears, the relative absolute difference between the result
values for both binomial trees is greater than 1/10. The result given by
the price calculator is based on an extrapolation of these two result
values. The extrapolated (output) result is usually more accurate to 1
or 2 decimal places than an individual result value.

Respuesta del sistema

El sistema emite un mensaje de error y no le permitirá continuar con esta transacción hasta que se resuelva el error.

¿Cómo arreglar este error?

Check whether the deviations from the actual value are relevant.
This warning should only appear in exceptional cases. If the warning
appears frequently, create an OSS message.

Procedimiento para Administradoras de Sistemas

Extracto de mensaje de error del sistema SAP. Copyright SAP SE.