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Message type: E = Error
Message class: FTI - Treasury Information System
Message number: 014
Message text: Convexité incohérente &1 pour la position &2 du type de contrat &3
The convexity for position &V2& has the value &V1& (greater than 100 or
less than -100). This is invalid.
The position with the error belongs to the contract type &V3&.
For loans, the combination of company code/loan number is &V2&.
For securities, the combination of company code/ID number/securities
account is &V2&.
For MM/FX/DE, the combination of company code/transaction is &V2&.
All the market data transferred from the risk management component is
set to zero. Apart from this, the system continues with the selection.
Check the data used as a basis for calculating the market data, such as
the yield curves defined in the system.
Extrait du message d'erreur du système SAP. Copyright SAP SE.
FTI014
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