Diagnosis
The interest limit is outside the value range of the interest rateformula. This means that the interest limit has no effect.

System Response
The interest limit cannot be broken down as an implied option. The NPVshown as the result is the NPV of an interest rate instrument that hasno interest limit.

Procedure
Check the conditions of the transaction. The interest limit has to fallwithin the value range of the interest rate formula. You define thevalue range by entering non-negative values for the interest ratereference in the interest rate formula.