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

Vendor Master (General Section)   SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up  
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When a triangular grid was created for interpolation, a numeric error occurred.

System Response


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

Vendor Master (General Section)   RFUMSV00 - Advance Return for Tax on Sales/Purchases  
This documentation is copyright by SAP AG.

Length: 468 Date: 20191112 Time: 101046     sap01-206 ( 22 ms )

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