Yield curve type &1 not defined for currency &2

What causes this issue?

The yield curve type you have selected is not defined in the database.

System Response

The function you have chosen is not executed for this yield curve.

How to fix this error?

You can maintain the yield curve data in Customizing.

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

Error message extract from SAP system. Copyright SAP SE.