How To Fix T8147 - IRG can only be calculated if fixing <= end of option


SAP Error Message - Details

  • Message type: E = Error

  • Message class: T8 - Analysis system evaluations

  • Message number: 147

  • Message text: IRG can only be calculated if fixing <= end of option

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  • What causes this issue?

    The fixing date of the underlying is later than the due date of the
    option.

    System Response

    The system can only calculate the classical IRG (Interest Rate
    Guarantee), for which the FRA rate is fixed on the due date of the
    option or before.

    How to fix this error?

    The system issues an error message and will not allow you to continue with this transaction until the error is resolved.


    Error message extract from SAP system. Copyright SAP SE.


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