Diagnosis When the system was generating the market data shift, an inconsistencyoccurred. One of the interest rates is negative. System Response No values can be calculated for the node in question in the riskhierarchy. Procedure Check the historical market data for yield curve &V1& in currency &V2&,and correct the market data accordingly. The error occurred during the following market data shift: From V3 (date: zero rate from the yield curve) To V4 (date: zero rate from the yield curve) |