Only the Hull-White model can be used for pricing

Message type: E = Error

Message class: RY - Messages for RM Basis

Message number: 618

Message text: Only the Hull-White model can be used for pricing



What causes this issue?

The transaction can only be valuated using the Hull-White interest
structure model.
You have either not assigned a valuation rule to the transaction, or you
have not entered the "Hull/White" valuation model in the valuation rule.


System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.



How to fix this error?

Check if you have assigned a valuation rule to the transaction.
Make sure, that the valuation model entered in the valuation rule is the
"Hull/White" model.


Procedure for System Administrators


Error message extract from SAP system. Copyright SAP SE.