FTYC - Messages: Yield Curve Framework
The following messages are stored in message class FTYC: Messages: Yield Curve Framework.
It is part of development package FTYC in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "MRA: New YC Framework".
It is part of development package FTYC in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "MRA: New YC Framework".
Message Nr ▲ | Message Text |
|---|---|
| 021 | Yield curve &1 in &2 is missing or incorrect |
| 025 | Interest rates missing: yield curve &1, currency &2, date &3 |
| 026 | Yield curve &1 in &2 has ref. interest rates with the same maturity date |
| 027 | Yield curve &1 in currency &2 contains inconsistent interest rates |
| 033 | Interest rates were calculated that cannot be depicted |
| 043 | Horizon date &1 is before evaluation date &2 |
| 044 | No forward yield curve for reference interest rate &2 |
| 045 | Definition of reference interest rate &1 contains errors |
| 046 | Arithmetic error occurred while calculating an interest rate |
| 050 | Yield curve type &1 does not exist |
| 053 | Yield calculation was terminated |
| 060 | Yield calculation: No cash flows supplied |
| 064 | Could not determine discount factor |
| 073 | Yield calculation was terminated |
| 074 | Validity date is initial |
| 101 | No interest rates found for date &1 |
| 102 | Reference interest rate &1 does not exist |
| 221 | Basis spread curve &1 in currency/tenor pair &2 is missing or incorrect |
| 225 | Spreads missing: basis spread curve &1, currency/tenor pair &2, date &3 |
| 226 | Basis spread curve &1 in &2 has basis spread IDs with the same maturity |
| 227 | Basis spread curve &1/curr./tenor pair &2 contains inconsistent spreads |
| 245 | Definition of basis spread ID &1 contains errors |
| 250 | Basis spread curve type &1 does not exist |
| 321 | Credit spread curve structure &1 is missing or incorrect |
| 325 | Spreads missing: credit spread curve &1, reference entity &2, date &3 |
| 326 | Credit spread curve &1 has credit spread IDs with the same maturity |
| 327 | Credit spread curve &1/reference entity &2 contains inconsistent spreads |
| 345 | Definition of credit spread ID &1 contains errors |
| 350 | Credit spread curve structure &1 does not exist |
| 500 | Yield date &1 is before evaluation date &2 |