Message type: E = Error
Message class: FTI - Treasury Information System
Message number: 014
Message text: Convexity &1 for position &2 from contract type &3 is invalid
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.
Error message extract from SAP system. Copyright SAP SE.