If I am reading this correctly you have established BGP with your peer but are unable to advertise from your Check Point 15400 to the peer.
1.) Do you have a static route on your peer, for the network you are trying to advertise, which is would take a higher priority (admin distance) over the BGP route?
2.) Do you have a route-map/prefix-list on your peer which is only accepting specific networks in?
3.) If your peer is a Cisco, have you run the command 'show ip bgp neighbor <Check Point IP> received-routes'
4.) You can also run on your 15400 'show bgp peer (peer IP) advertise' which will show you if the route is even being advertised out of your 15400.
Just a few things I can think of with limited information about your config, peers, etc.