Underlyings of basket option are are a mixture of put and call
Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 805
Message text: Underlyings of basket option are are a mixture of put and call
Self-Explanatory Message
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Related Error Messages
RY804 American Compound Option is priced like European Compound Option
RY803 Agreement on interest limit cannot be broken down as an implied option
RY806 Number of fixed spots (&) is larger than the no. of averaging dates (&)
RY807 Next fixing date (&1) is after the expiration date of the option (&2)