18.6.2 IRC Requirements
Instruments intended to be evaluated under the Black-76 methodology must have valid, pre-defined risk-free and ALM Volatility Matrices Interest Rate Curves defined and specified at the data level with matching currency type.
Instruments intended to be evaluated under the Black-76 methodology must have valid, pre-defined risk-free and ALM Volatility Matrices Interest Rate Curves defined and specified at the data level with matching currency type.