Skip to Content
0
Former Member
May 06, 2010 at 06:33 AM

CFM VaR Configuration

89 Views

Hi Experts,

I am trying to configure VaR in ECC5. As I am new to this can you please help on followings,

1. Do I have to configure volitility types

2. Does Evaluation types should be configured same as in volitility types

3. How to configure valuation rules and what it is?

4. Volitilities , Should be feed to system from outside? If so how to do it?

When I run RMV0 I am getting following messages. Can you please expain the reasons

Error 1.Problem generating covarince matrix

Error 2. Corelation xx/xx1 not found.

Can you please help on above points..

Kumari