How To Fix T8065 - Auc. volatil. de remplacement n'a été trouvée pr option sur titre n° &.


T8065 - Overview

  • Message type: E = Error

  • Message class: T8 - Analysis system evaluations

  • Message number: 065

  • Message text: Auc. volatil. de remplacement n'a été trouvée pr option sur titre n° &.

  • Show details Hide details
  • Quelle est la cause de ce problème?

    If the system cannot find a volatility for the security ID number you
    specified, it searches for an interest rate volatility for the
    reference interest rate used in the valuation curve for this security,
    as the term of the reference interest rate is closest to that of the
    security. The system first searches for the reference interest rate in
    the bid curve, and then in the ask curve.

    Réponse du système

    If the system finds a volatility, this is translated into a price
    volatility. If it cannot find a volatility, it generates this error
    message.

    Comment corriger cette erreur?

    Define a volatility for the security ID number in the table for
    securities volatilities:
    Menu: Market risk --> Market data --> Current settings --> Enter
    securities volatilities

    Extrait du message d'erreur du système SAP. Copyright SAP SE.


T8065 - Details








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