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Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 504
Message text: Aucun déc. volat. pr type dev. &/&
No volatility could be found for the &V1&/&V2& exchange rate which
could be used as a risk factor shift.
No VaR can be calculated for the relevant node.
Maintain the volatility for &V1&/&V2&.
Extrait du message d'erreur du système SAP. Copyright SAP SE.
RY504 - Aucun déc. volat. pr type dev. &/& ?
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RY503 Pas suffisamment de cours de dev. histor. pour &/& cat. de cours &
Quelle est la cause de ce problème? The historical time period for the &V1&/&V2& exchange in exchange rate category &V3& ha...
RY502 Aucun décal. volat. pr réf. tx d'int. & ds courbe int. & &
Quelle est la cause de ce problème? No volatility could be found for reference interest rate &V1& that could be used as a standard deviatio...
RY505 Pas suffisamment de val. d'indice historiques pr & type ind. &
Quelle est la cause de ce problème? The historical time period for index &V1& (price type &V2&) has not been provided with enough d...
RY506 Aucune volat. pr ind. & et type d'ind. &
Quelle est la cause de ce problème? No volatility could be found for the index &V1&(&V2&) that could be used as a risk factor shift...
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