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/BA1/F4_VOLA047 - Interpolation: cannot create triangular grid; see long text - /BA1/F4_VOLA 047

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Diagnosis

When a triangular grid was created for interpolation, a numeric error occurred.

System Response

Procedure

Check whether the volatilities used to create the volatility structure are correct. At the same time, check the parameters "Maturity: Option", "Maturity: Unterlying", and "Moneyness".

Procedure for System Administration






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Length: 468 Date: 20191215 Time: 085154     sap01-206 ( 4 ms )

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