RY - Messages for RM Basis
The following messages are stored in message class RY: Messages for RM Basis.
It is part of development package FTBB in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Risk Management Basis".
It is part of development package FTBB in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Risk Management Basis".
Message Nr ▲ | Message Text |
|---|---|
| 000 | List of errors and warnings that occurred |
| 001 | ------------------------------------------------------------------------- |
| 002 | Error messages selection |
| 003 | Error messages for Risk Analysis |
| 004 | Error messages for enhancement |
| 005 | Error messages for aggreagation |
| 006 | Messages for financial object number & |
| 007 | & |
| 008 | Data contains errors; see error log |
| 009 | Calculating correlation coefficients |
| 010 | Jacobi transformation does not converge |
| 011 | Test to check whether correlation matrix is positive definite |
| 012 | Adjusting correlation matrix |
| 013 | Values were calculated successfully |
| 014 | Matrix as the input parameter is inconsistent |
| 015 | Error during determination of scaling factor from confidence level |
| 016 | Calendar not maintained in VaR type; date calculation was canceled |
| 017 | Messages for Risk Analysis |
| 018 | Duration and yield for options and forex cannot be calculated |
| 020 | No DCS price found (DCS ID &1, MIC &2, price type &3, tenor &4) |
| 021 | DCS price determination called for price date &1 |
| 022 | No DCS price found (DCS ID &1, MIC &2, price type &3, timing &4) |
| 023 | Readback executed for cmmdty curve &1/&2 (curve date &3, price date &4) |
| 024 | Commodity forward was settled in cash |
| 025 | Readback executed for commodity curve &1/&2 (curve dt &3, sh.pr.dt &4) |
| 026 | Eval. type &1: Credit spread curves not supported for effectiveness tests |
| 027 | No DCS price found (DSCID &1, MIC &2, Pricetype &3, Timing &4) |
| 030 | Cash Flow at Risk type &1 does not exist |
| 031 | Select a risk hierarchy node |
| 032 | Select a random walk |
| 033 | Maturity band &1 could not be generated |
| 042 | Option on exercise date not yet exercised or expired |
| 050 | *------------------------- Control for VaR Determination----------------- |
| 051 | Calculation of VaR from P+L distribution failed |
| 052 | VaR type & does not exist; processing not possible |
| 053 | Calculation of CFaR from P+L distribution failed |
| 060 | Item calc.: Only delta or delta/gamma allowed for variance/covariance |
| 062 | Simulation: Specify simulation category |
| 063 | Simulation: Specify number of simulation runs |
| 064 | Simulation: Specify CFaR method |
| 065 | Simulation: Specify time grid creation method |
| 066 | Simulation: Specify step size in days |
| 080 | ----------- Online maintenance for generic transaction -------Part 1----- |
| 081 | You cannot create another elementary transaction on the same level |
| 082 | You cannot create an elementary transaction on the next level |
| 083 | Last elementary transaction matures before overall transaction |
| 084 | "Notification By" fld of elem. trans. does not have ascending values (&1) |
| 085 | Start of term &1 is before "Notification By" date of previous transaction |
| 086 | Start dates of the terms of the elementary trans. are not ascending (&1) |
| 087 | Enter start of term for American-style exercising of option (&1) |
| 089 | The underlying of a Bermuda option cannot have an underlying itself |
| 090 | Error in the hierarchy; elementary transaction &1 is a Bermuda option |
| 100 | ----------- Online maintenance for generic transaction part 2 ------ |
| 101 | Unable to load generic transaction with internal no. &1, external no. &2 |
| 102 | Generic transaction with the external number & already exists |
| 103 | Generic transaction with internal no. &, external no. &, does not exist |
| 104 | Category & is not permitted for the generic transaction |
| 105 | You cannot delete the highest elementary transaction |
| 106 | Generic trans. with the internal no. &1 and external no. &2 is incomplete |
| 107 | Generic trans. &1/&2; depiction of elementary transactions is incorrect |
| 108 | Unable to assign an internal number |
| 109 | Database error during INSERT in table & |
| 110 | Generic transaction & is being processed by user & |
| 111 | Change documents: & |
| 112 | Activity terminated |
| 113 | Start of term of primary transaction is after end of term |
| 114 | Generic trans. with internal no. &1, external no. &2 is not sample trans. |
| 115 | Transaction form (GFORM) & is not maintained properly (or not at all) |
| 116 | Valuation rule (RMBEWREG) & does not exist |
| 117 | Enter the start of the term of the top elementary transaction |
| 118 | Hierarchy of generic trans. with int. no. &, ext. no. & is inconsistent |
| 119 | Data for generic trans. with int. no. &1, ext. no. &2 is inconsistent |
| 120 | Transaction reference & in field & is invalid for GFORM & |
| 121 | Each elementary transaction for an option must have one underlying |
| 122 | You cannot place primary transactions under transaction references |
| 123 | Assign an external number to the generic transaction |
| 124 | First elementary transaction matures before the overall transaction |
| 125 | Transaction reference & was not found |
| 126 | Multiple selection not valid for this function |
| 127 | You cannot change the form of the elementary transaction (tree structure) |
| 128 | Default risk rule & does not exist |
| 129 | Limit product group & does not exist |
| 130 | Field & was filled with an invalid value &; check your entry |
| 131 | Calculation interval was defined incorrectly |
| 132 | Transaction form & is not meaningful in this context |
| 133 | Some elementary transactions were not properly maintained |
| 134 | Financial object exists for generic trans. &1; status &2 not permitted |
| 135 | Start of term of first elementary trans. is before that of overall trans. |
| 136 | No node was selected |
| 137 | No changes were made |
| 138 | No payment flows exist for the evaluation period |
| 139 | Unable to create or change any generic transaction |
| 140 | Generic transaction was not generated from cash management data |
| 141 | You are not authorized to create the generic transaction |
| 142 | You are not authorized to change the generic transaction |
| 143 | You are not authorized to display the generic transaction |
| 144 | A financial object already exists for financial object no. &1 |
| 145 | Transaction &1 is already included as an external reference in trans. &2 |
| 146 | Error in Business Data Toolset; activity canceled |
| 147 | Generic transaction &2 is flagged for archiving |
| 148 | Related financial object &3 is flagged for archiving |
| 150 | --------------------- Generic transaction in direct input --------------- |
| 151 | DI: Option parameters could not be assigned to TID & |
| 152 | DI: Flows could not be assigned for TID & |
| 153 | DI: Non-unique references to external transactions were transferred |
| 154 | DI: There is no reference to a transaction external to the risk object |
| 155 | DI: The new version begins before the current one |
| 156 | DI: The new version begins while the old one is still valid |
| 157 | DI: The transaction ID & transferred does not exist in generic trans. & |
| 159 | DI: The GID & has a cash flow with a due date that has an initial value |
| 160 | DI: Invalid activity type for generic transaction & |
| 170 | Generic transaction & does not exist |
| 171 | External transaction number &: Unable to read internal number & |
| 200 | *---------------- Error messages for version management ---------------* |
| 201 | Errors while archiving in set & & & |
| 202 | Dataset & was archived in run & |
| 203 | Reload selected datasets |
| 204 | No datasets were reloaded |
| 210 | *---------------- Error messages for report data memory ---------------* |
| 211 | Duplicate records when saving VaR data under run number & |
| 212 | Duplicate records when saving P+L data under run number & |
| 213 | Error when adding report data |
| 214 | Run number & is not part of number range interval & |
| 215 | Run number & already exists |
| 216 | Run number & could not be created |
| 217 | Run number & was used for this run |
| 218 | Run number & does not exist. Processing not possible |
| 219 | No log exists for run number & |
| 220 | Run & has status & and therefore cannot be deleted |
| 221 | Run & was completely deleted and not long exists |
| 222 | Report data report cannot be executed; see long text |
| 223 | No data could be determined for run &; see long text |
| 224 | Risk hierarchy & could not be protected in run & on & |
| 240 | RDM Archiving: No run numbers for archiving were found |
| 241 | RDM Archiving: & BDS runs for archiving |
| 242 | RDM Archiving: Run number & was successfully archived; & runs completed |
| 243 | RDM Archiving: Error when writing a data record in run & |
| 244 | RDM Archiving: Run number & not archived; & runs completed |
| 245 | RDM Archiving: Processing terminated during run &; & runs completed |
| 246 | RDM Archiving: Error when reading object from run & PH node & |
| 247 | RDM Archiving: Error when reading data record in run & PH node & |
| 248 | RDM Archiving: Run & does not have archived status |
| 249 | RDM Archiving: No archive indexes could be found for run & |
| 260 | *---------------- Error messages for MDS Maintenance ---------------* |
| 261 | Wrong selection criteria used |
| 262 | No entry with key &1 &2 found |
| 263 | Key initial (&1); no update possible |
| 264 | Database update failed (&1) |
| 265 | MDS &1 &2 succesfully deleted |
| 266 | Deletion cancelled |
| 267 | For MDS &2 a version for date &1 already exists |
| 268 | Date &1 is not available for MDS &2 |
| 269 | More table entries required |
| 270 | MDS &1 successfully saved |
| 300 | *---------------------------- RFC ---------------------------------* |
| 301 | RFC communication error: Transaction analysis; see long text |
| 302 | RFC system error: Transaction analysis; see long text |
| 303 | RFC communication error: Evaluation; see long text |
| 304 | RFC system error: Valuation; see long text |
| 305 | Message from external price calculator event (&) "&" |
| 306 | External evaluation: No destination was entered |
| 307 | External transaction analysis: No Function Name was entered |
| 308 | External valuation; unable to convert return value |
| 309 | External valuation: Function name &1 not maintained in evaluation types |
| 310 | RFC communication error (variance/covariance matching): & |
| 311 | RFC system error (variance/covariance matching): & |
| 312 | External analysis: Function name &1 not maintained in evaluation types |
| 320 | RFC communication error (Monte Carlo step 1): & |
| 321 | RFC system error (Monte Carlo step 1): & |
| 322 | RFC communication error (Monte Carlo step 2): & |
| 323 | RFC system error (Monte Carlo step 2): & |
| 324 | Error while generating scenarios |
| 325 | Covariance matrix is not positively definite |
| 326 | Covariance matrix is not defined properly |
| 327 | Jacobi method needs too many iterations |
| 330 | Start value of random number generator was & |
| 340 | Risk factor &1/&2 is ignored due to zero volatility |
| 345 | Current value of risk factor &/& could not be determined |
| 346 | Current value of risk factor &/& is 0 |
| 350 | -------------------VaCo Gamma ------------------------------------------- |
| 351 | Error while setting up factor calculation for parallel processing |
| 352 | Risk hierarchy is inconsistent |
| 353 | Problems with the risk hierarchy |
| 354 | Correlation type and volatility types have differing sample categories |
| 355 | Volatility type & not maintained |
| 356 | Statistic type & for volatility type & not maintained |
| 357 | Correlation type & not maintained |
| 358 | Statistic type & for correlation type & not maintained |
| 359 | Problems generating covariance matrix |
| 360 | Could not read variance of risk factor & & |
| 361 | Profitability segments are too big. P&L output is being suppressed. |
| 362 | No rate category is stored for the statistic type |
| 363 | Second moment is negative for PH node &1 and RH node &2 |
| 364 | Statistic type &1: Element category is not specified |
| 365 | Volatility type &1: No statistic type is assigned |
| 366 | Statistics type &1: Element category "Absolute" not allowed in CFaR |
| 367 | Inconsistent maturity band &1: Check definition in transaction JBRLZB |
| 368 | Maturity band &1 ends before evaluation date |
| 370 | ------------- uni. risk factor ----------------------------------------- |
| 371 | Risk factor & on & not found |
| 372 | Risk factor type of risk factor & does not exist |
| 373 | RFC problems in determining risk factor & |
| 374 | Correlation type and volatility types have differing sample categories |
| 375 | Risk factor & not defined |
| 376 | RFC problems: risk factor: & |
| 400 | *-- Market data cache scenario and current data: Interest area----------* |
| 401 | Scenario & does not exist |
| 402 | Yield curve type &1 in currency &2 not maintained for scenario &3 |
| 403 | Forward curve &1 &2 cannot be calculated for &3 |
| 404 | Yield curve &1 &2 for &3 not found |
| 405 | Yield curve &1 &2 in scenario &3 cannot be calculated |
| 406 | Yield curve & has a change in currency in the interpolation |
| 407 | Scenario progression & not found |
| 408 | Scenario progression & for yield curve &, date & and currency & is empty |
| 409 | Scenario progression & is empty |
| 410 | Unable to find reference interest rates &1 from &2 through &3 |
| 411 | Reference interest rates & are missing; see long text |
| 412 | Reference interest rate &1 does not exist for &2 |
| 413 | Reference interest rate &1: Change of sign from &2 to &3 |
| 414 | Reference interest rate &1 not maintained for the date &2 |
| 430 | *-- Market data - current data: Currency area -----------------------* |
| 431 | Exchange rate &/& on & was not found |
| 432 | Unable to find exchange rate & on & |
| 433 | Currency rate &/& on & is too small for the calc. of delta and gamma |
| 434 | Exchange rates &/& are missing; see long text |
| 435 | Exchange rate &/& on & not found |
| 436 | Enter rate & / & rate type & for & in the system settings |
| 437 | Maintain translation ratios for & / & (exchange rate type &) |
| 438 | &1 / &2 - Rate does not exist in scenario &3 for &4 |
| 460 | *-- Market data - current data: Stocks and index area --------------* |
| 461 | Index & in index type & on & not found |
| 462 | Security class & not found for rate type & on & |
| 463 | Security price for class & for rate type & is too old |
| 464 | Unable to find security prices for class &, price type & from & thru & |
| 465 | Unable to find indexes & of type & from & through & |
| 466 | Security prices for class & and price type & are missing |
| 467 | Index values & for index type & are missing; see long text |
| 468 | Yield curve is used to price the security |
| 469 | Shift generation: Unable to find security class & in price type & on & |
| 470 | Prices for security ID number &, price type & are missing for & |
| 471 | Unable to find securities prices for class &, price type &, on & |
| 472 | Unable to find the value of index &, index type & on & |
| 473 | Unable to calculate historical date while fetching security price |
| 474 | Unable to get calendar ID for stock exchange & |
| 475 | Yield curve is used to price the security & |
| 480 | *-- Market data - current data: Volatility area -----------------------* |
| 481 | Volatility not found for volatility type & and underlying & on & |
| 482 | Volatility not found for volatility type & and underlying & in scenario & |
| 483 | Volatility curve is not consistent |
| 484 | Volatility for volatility type & on & was not calculated |
| 485 | Unable to select complete data for risk type & on & |
| 486 | Unable to find volatility &1 for &2; data for &3 is used instead |
| 487 | Unable to determine delta-quoted volatility iteratively |
| 488 | No volatility smile construction method in the evaluation type |
| 489 | Cannot determine volatility with vanna-volga method |
| 490 | *-- Market data - current data: Correlations -------------------------* |
| 491 | Adjustment of correlation matrix is inconsistent; see error log |
| 492 | Matrix is negative definite; diff. btw adjusted and non-adjusted is &1 |
| 493 | Difference between adjusted and non-adjusted matrix is &1 |
| 494 | No &1-&2 correlation coefficients exist for correlation type &3 |
| 495 | Correlation matrix is not positive definite |
| 496 | Correlation matrix is positive definite; no adjustment is required |
| 497 | Correlations were saved although correlation matrix is negative definite |
| 498 | Correlation matrix is not positive definite |
| 499 | Correlation coefficient between & and & on & was not calculated |
| 500 | *-- Shift rule buffer: 501-550 Risk hierarchy rules --------------------* |
| 501 | Insufficient data in historial yield curves for curve type & & |
| 502 | No volatility shift for interest rate reference & in yield curve & & |
| 503 | Insufficient historical currency rates for &/& rate category & |
| 504 | No volatility shift for exchange rate &/& |
| 505 | Insufficient historical index values for & index type & |
| 506 | No volatility shift for index & index type & |
| 507 | Insufficient historical volatil. data for volatility type &, underlying & |
| 508 | Insufficient historical security prices for class & price type & |
| 509 | No volatility shift for security class & price type & |
| 510 | Risk hierarchy & is inconsistent |
| 511 | No volatility shift for risk factor & |
| 512 | Insufficient historical risk factor values for risk factor & |
| 513 | Yield curve &1 with currency &2 in risk hierarchy &3 is defined twice |
| 514 | Market data in yield curve & (currency &) is incorrect |
| 520 | Shift rules: Historical start date per calendar & changed from & to & |
| 521 | Shift rules: Interest rate risk factor & not found |
| 522 | Shift rules: Node & cannot be assigned to risk hierarchy & |
| 523 | Shift rules: Shift number & was not used for & & & |
| 524 | Shift rules: Node & is not a risk factor in risk hierarchy & |
| 525 | Number for VaR simulations must be smaller than or equal to 99998 |
| 527 | An error occurred while generating the shifts for this risk factor |
| 528 | Unable to display shifts for nodes of a risk hierarchy |
| 550 | *------------------ Central Volatility Database ------------------------ |
| 551 | Volatility & not found for volatility type & for & |
| 552 | Definition of volatility profile for volatility & is inconsistent |
| 553 | Volatility values &1, &2, &2 for &4 are incompatible |
| 554 | Mnynss of yieldvola cannot be determ., proceeded w/ mnynss of ATM X=S=1% |
| 560 | No FX swap rate curve structure assigned to the currency pair &1/&2 |
| 561 | Swap rate curve structure &1 does not exist |
| 562 | Swap rate curve structure &1 contains empty term structure |
| 563 | Crcy pair &1, curve struct &2, type &3: Mandatory market data missing |
| 564 | Currency pair &1/&2, curve struct &3, rate type &4: No market data found |
| 565 | Maturity date &1 before evaluation date &2 |
| 566 | FX swap rate curve structure &1 is used for currency pair &2 |
| 567 | Crcy pair &1: Swap rates read directly not via reference crcy &2 |
| 568 | Crcy pair &1: Swap rates cannot not be determined |
| 600 | *---------------------- Evaluation control ---------------------------- |
| 601 | Object requested is currently locked by user & |
| 602 | Parallel processing: Server group & does not exist |
| 603 | Parallel processing: Internal error |
| 604 | Parallel processing: All available servers are overloaded |
| 605 | Parallel processing: & tasks could not be processed successfully |
| 606 | Task processing cancelled due to &1; data is incomplete |
| 607 | Parallel processing: module &1, call &2, return code &3 |
| 608 | The following errors occurred during parallel processing (&1): |
| 609 | Task &1: return code &2, message &3 &4 |
| 610 | Settings for parallel processing successfully saved |
| 611 | Task &1; time slot: &2 through &3 |
| 612 | Parallel processing: End of error information |
| 613 | Parallel processing: termination during task &1 (time &2) |
| 614 | Parallel processing: resources used: &1 tasks |
| 615 | Parallel processing: tasks sent. &1 |
| 616 | Parallel processing: Tasks received: &1 |
| 617 | Hull-White model is not suitable for this transaction |
| 618 | Only the Hull-White model can be used for pricing |
| 619 | No detail log is available |
| 620 | Parallel processing: Package processing without multi-tasking for 1 task |
| 621 | Internal error when initializing the price calculator |
| 622 | Unknown error during the converstion of transaction &1 (co. code &2) |
| 623 | Data after conversion of transaction &1 (company code &2) is incomplete |
| 624 | Parallel processing terminated before completion |
| 625 | Interest rate structure model changed from Hull-White to Black-Scholes |
| 626 | No Volashift for commodity & quotation type & |
| 627 | Correlation matrix has negativ definition; VaRC calculation prevented |
| 628 | Complete portfolio VaR is zero; VaRC calculation prevented |
| 629 | Object &2 is currently locked by user &1 |
| 630 | Graphical List cannot display &1 records, kindly use ABAP List. |
| 631 | No Volashift for commodity & volatility type & |
| 650 | Cannot activate business function because SEM Banking is active |
| 651 | Cannot activate business function because Profitability Analysis is used |
| 652 | Deactivate yield curve framework in Customizing before deactivating BF |
| 653 | Reference entity &1 does not exist |
| 654 | Reference entity &1: No credit spread curve structure maintained |
| 655 | From-currency &1: to-currency is missing |
| 708 | Historical quotes missing for commodity &, exch.rate ind. & |
| 764 | No quotes for commodity &, exch.rate ind. & betw. & and & found |
| 766 | No quote for commodity &, exch.rate ind. & found |
| 769 | Shift creation: No quote for commodity &, exch.rate ind. & for & found |
| 771 | No quote for commodity &, exch.rate ind. & for & found |
| 772 | Missing Credit Spread Type in Evaluation Type.CreditSpread not Considered |
| 773 | Credit Spread Information not available for &1 &2 &3 |
| 774 | Credit spread ignored: yield curve type &1 is not supported |
| 775 | --------- Reserved for NPV Calculator: # 775 - 999 ------------------- |
| 800 | |
| 801 | Interest rate formula is incorrect; reference multiplied with factor = 0 |
| 802 | Interest rate formula is incorrect; it must contain one IR reference only |
| 803 | Agreement on interest limit cannot be broken down as an implied option |
| 804 | American Compound Option is priced like European Compound Option |
| 805 | Underlyings of basket option are are a mixture of put and call |
| 806 | Number of fixed spots (&) is larger than the no. of averaging dates (&) |
| 807 | Next fixing date (&1) is after the expiration date of the option (&2) |
| 808 | Forex transaction as underlying without cash flow in transaction crcy & |
| 809 | Underlying foreign exchange transaction does not contain 2 cash flows |
| 810 | Unable to determine the foreign currency of the forex transaction |
| 811 | Date for next fixing: & |
| 812 | Total number of fixing dates & is less than 1 |
| 813 | Incomplete fixing between &1 and &2 |
| 814 | Option on option currency must be same as underlying option currency |
| 815 | Option price calculator called up with invalid option type |
| 816 | Underlying option exercise date must be > option on option exercise date |
| 817 | Error while calculating spot price; calculation terminated |
| 818 | Calculator called with invalid date: horizon > option on opt.exercise dt. |
| 819 | Black-Scholes pricer: negative spot rate at opt. with & days to expiratn |
| 820 | ----------Calibration of Hull-White Yield Curve Model--------- |
| 821 | No interest rates were found for &3 for yield curve &1 &2 |
| 822 | No volatility was found for the strike interval specified |
| 823 | No reference rates exist for yield curve &1 &2 |
| 824 | No H/W volatility found for type &1, yield curve &2 &3 before &4 |
| 825 | No volatility name is assigned to yield curve &1 &2 |
| 826 | No volatility profile for volatility name &1, term &2, and strike &3 |
| 827 | Sigma = 0 is not permitted as the starting value |
| 828 | Specify an upper limit for the entire term |
| 829 | Starting value for sigma must not be 0 |
| 830 | Unable to save the results; sigma < 0 |
| 831 | No solution possible; there is only one volatility value |
| 832 | H/W parameters for &1, volatility type &2, name &3, profile &4 were saved |
| 833 | No commodity curves maintained in evaluation type |
| 834 | Negative discounting factor encountered and converted to zero |
| 836 | Index mapping is not considered for evaluation |
| 878 | For options with risk breakout, theoretical price can�t be calculated |
| 879 | For options with risk breakout, greeks can�t be calculated |
| 880 | ----------Market Data Generator-------------- |
| 881 | Different quotation direction defined for the currency pair |
| 882 | Enter starting rate |
| 883 | Unable to generate intraday rates; change the reference interest rate |
| 884 | Start parameter & was saved |
| 885 | Start parameter & was deleted |
| 886 | Maintain the factors in Customizing |
| 887 | Maintain the factors in Customizing or change the entry |
| 888 | Enter all the data required, or delete all the entries |
| 889 | No DCS price found (DCS ID &1, MIC &2, price type &3, tenor &4) |
| 900 | ------------NPV of Commodity Options---------------------------- |
| 901 | Calculation uses theoretical price |
| 902 | Calculation uses commodity quote |
| 903 | Put/call indicator not defined in master data for ID & |
| 904 | No commodity curves maintained in evaluation type |
| 905 | Calculation of Greeks for American options is currently not supported |
| 921 | Commodity price for ID & for quotation type & is too old |