No hypothetical derivative entered for hedging relationship &1 &2 &3

What causes this issue?

No hypothetical derivative has been maintained for the hedging
relationship & & &

System Response

The calculation cannot proceed.

How to fix this error?

Create a hypothetical derivative, and reference this derivative in the
hedging relationship maintenance screen of <LS>Hedge Accounting for
Exposures</>.

Procedure for System Administrators

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.