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

SAP Error Message - Details

• 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° &.

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.