Skip to Content
Former Member
Feb 19, 2010 at 02:48 AM

VaR, Volatility


We are trying to configure commodity options for VaR. When I run transaction RMV0, I am getting error message no. ry481 ((Volatility not found for volatility type NNN and underlying XXXXXX on xx/xx/2010. By the way , we are in ECC 6.0 in TRM - Enhancement 4.

Can anybody have any idea where I should look?

Thanks in advance.