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/BA1/F4_IR026 - Yield curve &2 in &3 has ref. interest rates with the same maturity date - /BA1/F4_IR 026

/BA1/F4_IR026 - Yield curve &2 in &3 has ref. interest rates with the same maturity date - /BA1/F4_IR 026

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Diagnosis

In market data area , yield curve in currency and for date contains reference interest rates that have the same maturity date.

This yield curve either does not contain the correct grid points for the reference interest rates, or the terms specified in the reference interest rates are not correct.

Procedure

Correct the grid points for the yield curve or the terms of the reference interest rates.






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