Basis spread curve &1 in currency/tenor pair &2 is missing or incorrect

Message type: E = Error

Message class: FTYC - Messages: Yield Curve Framework

Message number: 221

Message text: Basis spread curve &1 in currency/tenor pair &2 is missing or incorrect



What causes this issue?

The basis spread curve &V1& in currency/tenor pair &V2& does not exist
or is inconsistent. This can have one of the following reasons:
The curve does not exist at all.
At least one of the assigned basis spread IDs does not exist.
The payment frequency of one of the assigned basis spread IDs is not
defined.


System Response

No interest rates or discount factors can be calculated.


How to fix this error?

Adjust the Customizing settings under
<DS:SIMG.RMBSC>Define Basis Spread Curve Types</> so that the curve is
defined properly.
You can check the basis spread curve settings with the check function
within the Customizing activity, or you can execute the check report
FTBB_YC_BSCCHECK using <LS>ABAP Editor</> (transaction <AB>SE38</>) to
identify inconsistencies in how the basis spread curves are set up.


Procedure for System Administrators

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.