Matrix is negative definite; diff. btw adjusted and non-adjusted is &1
Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 492
Message text: Matrix is negative definite; diff. btw adjusted and non-adjusted is &1
INCLUDE 'LTEXT ZU RY492' OBJECT DOKU ID TX LANGUAGE E
IF 'Never Display' = 'True'
Generated Include to Extension - V-REINHPOETZ - 01/15/2004
INCLUDE 'LTEXT ZU RY492' OBJECT DOKU ID TX LANGUAGE E
IF 'Never Display' = 'True'
ENDIF
ENDIF
Error message extract from SAP system. Copyright SAP SE.
Related Error Messages
RY491 Adjustment of correlation matrix is inconsistent; see error log
RY490 *-- Market data - current data: Correlations -------------------------*
RY493 Difference between adjusted and non-adjusted matrix is &1
RY494 No &1-&2 correlation coefficients exist for correlation type &3