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.