Problem with JCo - java.lang.ClassNotFoundException: com.sap.conn.jco.JCoEx

Hello experts,

I installed CE 7.11 and deployed an application that use RFC Destination to access a back-end system.

When the definition of the RFC Destination is correct there is no problem. All the object are created in the application and I can access the back-end system.

When I test the option of wrong RFC Destination parameters, I catch the JCoException. The problem is: the exception is not caught rather I get the following error-

Java.lang.ClassNotFoundException: com.sap.conn.jco.JCoException

Does anybody know why I get this error?

Thanks.