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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
The fixing date of the underlying is later than the due date of the
option.
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.
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.
T8147
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