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How To Fix T8231 - Option valuation: Normal model only supported for IR options
SAP Error Message - Details
Message type: E = Error
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Message class:
T8 - Analysis system evaluations -
Message number: 231
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Message text: Option valuation: Normal model only supported for IR options
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What causes this issue?
The normal distribution model is only supported for options on interest
rates:
Swaptions
Caps/Floors
Interest rate guaranteesSystem Response
The option price is not calculated.
How to fix this error?
Make sure that the option is valuated using a different model. You do
this either
By changing the valuation model in the valuation rule &V1& or
By assigning another valuation rule to the option.Procedure for System Administrators
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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T8231- Option valuation: Normal model only supported for IR options ?
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