Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 514
Message text: Market data in yield curve & (currency &) is incorrect
When the system was generating the market data shift, an inconsistency
occurred. One of the interest rates is negative.
No values can be calculated for the node in question in the risk
hierarchy.
Check the historical market data for yield curve &V1& in currency &V2&,
and correct the market data accordingly.
The error occurred during the following market data shift:
From
&V3& (Date: zero rate from the yield curve)
To
&V4& (Date: zero rate from the yield curve)
The system issues an error message and will not allow you to continue with this transaction until the error is resolved.
Error message extract from SAP system. Copyright SAP SE.
RY513 Yield curve &1 with currency &2 in risk hierarchy &3 is defined twice
Self-Explanatory Message Since SAP believes that this specific error message is ...
RY512 Insufficient historical risk factor values for risk factor &
What causes this issue? No shifts could be formed for abstract risk factor &...
RY520 Shift rules: Historical start date per calendar & changed from & to &
What causes this issue? In calendar &V1&, &V2& is a holiday. Th...
RY521 Shift rules: Interest rate risk factor & not found
Self-Explanatory Message Since SAP believes that this specific error message is ...
SAP messages fall into 3 different categories: Error messages
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