Credit spread ignored: yield curve type &1 is not supported

Message type: E = Error

Message class: RY - Messages for RM Basis

Message number: 774

Message text: Credit spread ignored: yield curve type &1 is not supported



What causes this issue?

Credit spreads are ignored in the event of yield curve types with the
following property:
The
<DS:DE.JBDCCUSE>Use Continuous Compounding Procedure</> indicator is
set.


System Response

The credit spread is not applied during NPV calculation.


How to fix this error?

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



Procedure for System Administrators


Error message extract from SAP system. Copyright SAP SE.