Hi Friends,
Kindly assist me on the below scenario.
I have created a forex forward contract with the currency pair MYR to USD on 01 Jan 2014 and the contract maturity date is 30th April 2014.
I have enterted swap rate in AT15 on 31st Jan 2014 is 0.00019 and doing valuation by TPM1. But the system is giving the message no SWAP rate maintained for the currency pair MYR to USD.
Please suggest me how to avoid this warning message and on what date Do I need to maintain SWAP rate?
Please treat this on high priority.
Thanks
VNTR