Maturity is within delta = No
IfThen
Long product category is one of Swaps or FRA and Tenor is not more than 30 days between Long Maturity Date and Short Maturity Date is not more than 0
Long product category is one of Swaps or FRA and Tenor is not more than 365 days between Long Maturity Date and Short Maturity Date is not more than 7
Long product category is one of Swaps or FRA days between Long Maturity Date and Short Maturity Date is not more than 30
Long product category is the same as Forwards and Tenor is not more than 30 days between Long Maturity Date and Short Maturity Date is not more than 0
Long product category is the same as Forwards and Tenor is not more than 365 days between Long Maturity Date and Short Maturity Date is not more than 7
Long product category is the same as Forwards days between Long Maturity Date and Short Maturity Date is not more than 30
Long product category is the same as Future days between Long Maturity Date and Short Maturity Date is not more than 7
Otherwise No