Insufficient data in historial yield curves for curve type & &

Message type: E = Error

Message class: RY - Messages for RM Basis

Message number: 501

Message text: Insufficient data in historial yield curves for curve type & &



What causes this issue?

The historical time period for yield curve &V1&(&V2&) has not been
provided with enough data. Therefore no shifts can be stored for these
interest risk factors.


System Response

The system cannot calculate on the affected node on the risk hierarchy.


How to fix this error?

Maintain the historical market data for yield curves &V1& in currency
&V2&, or set the error tolerance higher. Currently, a maximum of &V3&
historical market data may be missing.

Error message extract from SAP system. Copyright SAP SE.