T8 - Analysis system evaluations
The following messages are stored in message class T8: Analysis system evaluations.
It is part of development package FTD in software component FIN-FSCM-TRM-TM. This development package consists of objects that can be grouped under "R/3 Application development for Treasury foreign exchange".
It is part of development package FTD in software component FIN-FSCM-TRM-TM. This development package consists of objects that can be grouped under "R/3 Application development for Treasury foreign exchange".
Message Nr ▲ | Message Text |
|---|---|
| 001 | Enter complete transaction |
| 002 | Evaluation type & not defined |
| 003 | Volatilities not maintained for vol.type &1 for ref.int. &2, scenario &3 |
| 004 | No data for vola. interpolation, scenario &1, vol.type &2, ref.int. &3 |
| 005 | Product type & cannot be evaluated at present |
| 006 | For transaction &1 ( &2 ), amount could not be translated from &3 into &4 |
| 007 | Transaction &: ref.interest rate sign is not maintained (it is set as +) |
| 008 | Specify a scenario |
| 009 | Scenario & already exists |
| 010 | Scenario & does not exist |
| 011 | Scenario & is already included in the analysis |
| 012 | Volatilities for vol.type &1, ref. int. &2 not uptodate |
| 013 | Trans. &: Flow excluded from valuation due to missing int. rate adjust. |
| 014 | Transaction &: variable reference interest rate cannot be determined |
| 015 | Error in calculation of transaction & |
| 016 | Error in calculation of transaction & (fictitious 1) |
| 017 | Error in calculation of transaction & (fictitious 2) |
| 018 | Underlying in & could not be discounted; default curve is missing |
| 019 | Error in calculating security position, sec.acct. &1, class &2 |
| 020 | Product type & not permitted |
| 021 | Discounting factor is missing for curve type &1 in currency &2 |
| 022 | Reference interest rate not found |
| 023 | Scenario: &1 Exchange rate &2 / &3 missing |
| 024 | Bond &: Error in flow data; too many currencies |
| 025 | NPV could not be calculated |
| 026 | Interest day rule & is unknown |
| 027 | Security ID number &1; translation &2 into &3 contains errors |
| 028 | Error in calculation of loan & |
| 029 | Effective interest rate 'REAL' scenario: & cannot be calculated |
| 030 | Effective interest rate FIKTIV1 for scenario; cannot calculate & |
| 031 | Effective interest rate FIKTIV2 for scenario; cannot calculate & |
| 032 | NPV calculation option: negative term |
| 033 | NPV calculation option: domestic interest rate & is negative |
| 034 | NPV calculation option : foreign interest rate & is negative |
| 035 | NPV calculation option : no (incorrect) ID for in / out |
| 036 | NPV calculation option no. & : no (incorrect) ID for put / call |
| 037 | NPV calculation option no. & : no (incorrect) ID for up/down |
| 038 | NPV calculation, option no. &1 : spot rate &2 is less than/equal to 0 |
| 039 | NPV calc. option no. &1 : exercise/strike price &2 is less than/equal to |
| 040 | NPV calculation, option no. &1 : volatility &2 is less than/equal to 0 |
| 041 | Effective rate calculation option no. & : negative barrier value |
| 042 | Effective rate calculation, option number & : negative term |
| 043 | Effect.rate calculation option no. &1: domestic interest rate &2 negative |
| 044 | Eff. rate calculation option no. &1: foreign interest rate &2 is negative |
| 045 | Effective rate calculation option no. & : no (incorrect) ID for in/out |
| 046 | Effective rate calculation option no. & : no (incorrect) ID for put/call |
| 047 | Effective rate calculation option no. & : no (incorrect) ID for up/down |
| 048 | Effective rate calc. option no. &1 : spot rate &2 is less than/equal to 0 |
| 049 | Eff. rate calc. option no. &1 : ex./strike price &2 less than/equal to 0 |
| 050 | Effective rate calc. option number &1: volatility &2 less than/equal to 0 |
| 051 | Effective rate calculation option no. &: error while converting currency |
| 052 | Valuation option no. &1: OOSIGN (&2) or SFGTYP (&3) incorrect. maintained |
| 053 | Flow type &1 not defined for contract type &2 |
| 054 | Flow type &1 not defined for contract type &2 |
| 055 | Transaction & contains formula, cannot be evaluated at present |
| 056 | Loan & contains formula, cannot be evaluated at present |
| 057 | No price found for security &1 price type &2 stock exchange &3 |
| 058 | Price quotation not up-to-date for class ID &1, exchange &2, rate type &3 |
| 059 | Option no. & valued as standard option, since barrier <= 0 |
| 060 | Option no. &1: Option category &2 cannot be valued as an American option |
| 061 | No volatilities for scenario &1, curve &2 in currency &3 |
| 062 | No data for vola interpolation, scenario &1, curve &2 in currency &3 |
| 063 | Security pos sec.acct. &1, class &2 contains formula, not yet evaluated |
| 064 | Go to calculated NPV in area headed Real, Fictitious1 or Fictitious2! |
| 065 | No substitute volatility found for option on security number & |
| 066 | Result for transaction &1 per date &2 taken from price table |
| 067 | Result for sec. ID no.&1, sec. acct &2 per date &3 taken from price table |
| 068 | Specify a scenario type |
| 069 | Horizon must be greater than start date |
| 070 | &1 and &2 are not defined in the leading currency table |
| 071 | Enter a bid rate |
| 072 | Enter an ask rate |
| 073 | Yield curve type & has already been entered |
| 074 | Currency & has already been entered |
| 075 | Enter a currency |
| 076 | Specify a term or expiration date |
| 077 | Specify a volatility |
| 078 | Specify a volatility (ask rate) |
| 079 | Volatilities will also be deleted |
| 080 | There are no volatilities maintained for currencies &1/&2 |
| 081 | Selection invalid |
| 082 | Yield curve &1 is not maintained for currency &2 |
| 083 | There is no evaluation method maintained for yield curve & |
| 084 | Reference currency changed, data will be inconsistent! |
| 085 | Specify a barrier |
| 086 | No bid curve is maintained for the evaluation type |
| 087 | No ask curve is maintained for the evaluation type |
| 088 | Choose a yield curve |
| 089 | Scenario &1 is already being edited by user &2 |
| 090 | System error while blocking scenario & |
| 091 | No interest rate volatilities are maintained for scenario & |
| 092 | Place cursor on yield curve |
| 093 | You cannot specify volatilities for the reference currency |
| 094 | The system was unable to select any transactions |
| 095 | Currency &1 is not maintained in scenario &2 |
| 096 | Specify a yield curve type |
| 097 | Yield curve &1 &2 has already been entered |
| 098 | Horizon &1 is later than hedge date &2 |
| 099 | Calculation is not possible; enter the fixed side |
| 100 | Specify a volitility type |
| 101 | Indicator for cap/floor is not maintained in prod. table; set to cap |
| 102 | Volatility &1 &2 &3 has already been entered |
| 103 | Specify a reference interest rate |
| 104 | Horizon &1 is greater than end of underlying period &2 |
| 105 | Select a maximum of 16 yield curves |
| 106 | Error occurred for the interest shift with ID & |
| 107 | Specify a percentage rate |
| 108 | Shift could not be executed for rule ID & |
| 109 | Reference date must be between from-date and to-date |
| 110 | Specify the horizon and evaluation date |
| 111 | Horizon must be greater than or equal to date of evaluation |
| 112 | Horizon must be before or the same as the "date to" ( & ) |
| 113 | Horizon must be after or the same as the "evaluation as at" date ( & ) |
| 114 | "Date from" must be after or the same as the "evaluation as at" ( & ) |
| 115 | "Date to" must be after or the same as the "date from" ( & ) |
| 116 | No evaluation category is maintained for scenario type & |
| 117 | Security ID number: & Error in accrued interest calculation |
| 118 | "Evaluation as at" must be before or the same as the current date ( & ) |
| 119 | Error in & in underlying calculation |
| 120 | Enter a price/rate type |
| 121 | Method &1 not available for option &2 on underlying |
| 122 | Method &1 is currently not available for product type &2 |
| 123 | Negative interest rates occurred due to shift for curve &1 currency &2 |
| 124 | Price/NPV of underlying is not available |
| 125 | Enter the nominal amount of the underlying |
| 126 | Enter the number of units for the underlying |
| 127 | Enter the reference interest rate |
| 128 | Swaptions on non-standard swaps cannot be calculated at present |
| 129 | American-style option cannot be valued |
| 130 | Ref.int.rate &1 is referred to several times, yield curve &2 is used |
| 131 | Flow data of the underlying contains different currencies |
| 132 | Flow data of the underlying contains different reference interest rates |
| 133 | Flow data of the underlying has different nominal amounts |
| 134 | Specify an index |
| 135 | Scenario type & is not available |
| 136 | Scenario type & is not included |
| 137 | You have no authorization for scenario type & |
| 138 | You have no authorization for scenario type & |
| 139 | You are not authorized for scenario &1 (authorization group &2) |
| 140 | Incomplete master record for security & |
| 141 | There are no curve parameters for curve type &1 and currency &2 |
| 142 | Error in PV calculation |
| 143 | Specify display currency |
| 144 | Specify an index value |
| 145 | Index & has already been entered |
| 146 | No indices have been maintained for scenario & |
| 147 | IRG can only be calculated if fixing <= end of option |
| 148 | Contract type & cannot be evaluated at present |
| 149 | No index volatilities have been maintained for scenario & |
| 150 | Always enter a target currency for exchange rate shift |
| 151 | Always enter a reference currency for yield curve shift |
| 152 | Specify up to four grid points maximum for each axis |
| 153 | Bid rate &1 / &2 from &3 is missing |
| 154 | Ask rate &1 / &2 from &3 is missing |
| 155 | Convexity adjustment calc. for ref. IR &1: term &2 days are too short |
| 156 | No market data is available for index &1 (index type &2) |
| 157 | Enter an increment |
| 158 | Error while translating currency &1 into currency &2 |
| 159 | Standard yield curve(s) has been changed |
| 160 | Error while calculating cash flows (Cash Management) |
| 161 | NPV for & is zero so there are no sensitivities |
| 162 | Bond option &1: Underlying (Sec.ID &2) unit-quoted, no. of units 0 |
| 163 | No market data is available for volatility type &1 for index &2 |
| 164 | End of period is in the future |
| 165 | Transaction &1: Fixing entered though fixing date &2 is after current &3 |
| 166 | Index &1 is not defined for scenario &2 |
| 167 | No volatilities maintained for index & |
| 168 | Stock option &1: Underlying (Sec.ID No. &2) Units 0 |
| 169 | No data for vola interpolation, scenario &1, volatility type &2 |
| 170 | Interest calculation method is missing |
| 171 | Effective-from date for result must be greater than/same as starting date |
| 172 | 'Term to' must be after 'valid from' date |
| 173 | Currency and/or curve type missing |
| 174 | Select only one yield curve |
| 175 | No interest; Current date, condition date and horizon are not valid |
| 176 | No market data available for rate &1 / &2 |
| 177 | Market data is not available for volatility of rate &1 / &2 |
| 178 | Market data is not available for volatility of reference interest rate & |
| 179 | Exch.rate categories &1 and &2 are not defined consistently |
| 180 | No security prices have been maintained for scenario & |
| 181 | Enter an ID number |
| 182 | Enter a price/rate type |
| 183 | Specify all the data |
| 184 | No volatilities have been maintained for this security price |
| 185 | This change will affect other yield curves in the graphic |
| 186 | Double-click on a bar to choose a turning point |
| 187 | Security price with the same parameters already exists |
| 188 | Security price volatility with same parameters already exists |
| 189 | Error during selection of money market transactions ( &1 &2 &3 ) |
| 190 | Error during selection of forex transactions ( &1 &2 &3 ) |
| 191 | Error during selection of derivative transactions ( &1 &2 &3 ) |
| 192 | No market data is available for security &1 ( &2 ) |
| 193 | Market data isn't available for security price volatility &1 (&2 &3 &4) |
| 194 | Specify a contract type |
| 195 | Enter a rate/price |
| 196 | Forward yield curve not defined for reference interest rate & |
| 197 | Exchange rate &1/&2 at &3 does not exist |
| 198 | Description of authorization group & is not maintained |
| 199 | This function is not supported |
| 200 | Field rkondgr is initial; the system cannot determine the duration |
| 201 | VaR calculation method is not permitted |
| 202 | No calendar for currency & maintained |
| 203 | Error while generating profitability segment |
| 204 | Specify a valid price/rate type |
| 205 | There is no direct quotation for security ID & |
| 206 | Mapping for quotation name was not found for commodity & |
| 207 | Calendar & used for rates when determining spot price |
| 208 | Tick value not specified for security ID & |
| 209 | Tick value not specified for security & |
| 210 | Forward Loan contract End Term is already over. NPV becomes Zero. |
| 211 | Loan contract is used in a forward loan purchase. NPV becomes zero. |
| 212 | Key figure & currently not supported for Fiduciary. |
| 213 | Unexpected product category &1 of security: &2 |
| 214 | Could not find current Price for underlying security &1. |
| 215 | Could not find dividend conditions for security &1 |
| 216 | Quotation Name Mapping to Logistics Quotation Name Maintenance is missing |
| 217 | Could not find dividend condition for security &1 and period &2 to &3 |
| 218 | Security &1 not found |
| 219 | Cash flows have different payment dates |
| 220 | Enter a commodity |
| 221 | Enter a quotation price |
| 222 | Price already exists for the same commodity and parameters |
| 223 | Enter a quotation type |
| 224 | Enter a quotation currency |
| 225 | Error converting trans. UoM to quot. UoM for commodity &1(&2 to &3) |
| 226 | Exposure has expired (end date < eval. date); evaluation is not possible |
| 227 | Exposure Pricing Item on &1 is not fixed |
| 228 | Exposure Pricing Item: Payment Date is not set |
| 229 | Exposure Delivery Item: Delivery Date is not set |
| 230 | Transaction TXZI is obsolete, use transaction JBYCN instead |
| 231 | Option valuation: Normal model only supported for IR options |
| 232 | Option valuation: Normal model not available for American Style Options |
| 233 | No "fixed but not paid" cash settlement found |
| 234 | Enter a valid basis spread ID |
| 235 | Basis spread ID with the same quotation type already exists |
| 236 | Enter a valid quotation type |
| 237 | Basis spread value for &1 and &2 overwritten |
| 238 | No market data found for &1 and &2 on date &3 |
| 239 | Basis spread value unchanged for &1 and initial quotation type |
| 240 | Select basis spreads to be shifted |
| 241 | Enter a valid reference entity |
| 242 | Enter a valid credit spread ID |
| 243 | Credit spread value for the same key fields already exists |
| 244 | Select credit spreads to be shifted |
| 245 | Only initial quotation type permitted for initial credit spread ID |
| 246 | Credit spread value for &1, &2, and &3 overwritten |
| 247 | No market data found for &1, &2, and &3 on date &4 |
| 248 | Credit spread value unchanged for &1, &2, and &3 |
| 249 | Market data import for &1 ignores specified shift rule |
| 250 | Maintenance of OTC net present values is blocked by & |
| 251 | Corresponding entry for transaction & is already available |
| 252 | Specify a NPV type |
| 253 | NPV type & is not available |
| 254 | Volatility of currencies &1/&2, type &3 of &4 not maintained |
| 255 | Error in calculation of effective rate |
| 256 | Futures position with ID number & has already expired |
| 257 | Error when reading volatility of security &1 with volatility type &2 |
| 258 | Valuation of options: Error when reading volatility of index & |
| 259 | Valuation of options: Error when reading volatility of ref. int. rate & |
| 260 | No index values found for index & |
| 261 | Futures position with ID number & has already expired |
| 262 | Option position with ID number & has already expired |
| 263 | No class data found for underlying & of the future option |
| 264 | No class data found for underlying & of the stock option |
| 265 | No class data found for position object & |
| 266 | No commodity quotation type maintained in evaluation type |
| 267 | Imported market data for commodity is approximate |
| 268 | Price calculator: exposure approach category '1' is not supported |
| 269 | No commodity curve type maintained in evaluation type |
| 270 | The following evaluations are executed non-contract-value-based |
| 271 | Interest in First Currency set to 0 due to Negative Interest Rates |
| 272 | Calculation of NPV for financial transaction &1 is not fully supported |
| 273 | Specify an FX swap rate |
| 274 | Term &1 is not contained in curve structure of the currency pair &2 |
| 275 | Enter different currencies |
| 276 | FX swap rate for &1 already entered |
| 277 | Do you want the FX swap rate &1 to be deleted? |
| 293 | Only DCS-based commodity-related derivatives and flows supported |
| 294 | Nominal currency must match either incoming or outgoing currency |
| 295 | Spot rate is zero; NPV of FX future is not calculated |
| 296 | No price quotation for commodity &1, rate type &2, date &3 |
| 297 | No quotation source found for ID & |
| 298 | No quotation source found for ID & |
| 299 | No mapping found for quotation type & |
| 300 | ********** 300-399 reserved for selection ******************************* |
| 301 | Transaction &1 (company code &2) is not active |
| 302 | No rating maintained for partner &1 (transaction &2) |
| 303 | Transaction form allocation for transaction & not found |
| 304 | Allocation of flow type for transaction &1 flow type &2 not found |
| 305 | In Price Calculator: Price Currency &1 <> Tick Currency &2 |
| 310 | Specify a valuation date |
| 400 | Enter one increment only |
| 401 | Select one entry |
| 402 | Issue currency does not correspond to the quotation currency |
| 420 | Calc. of cash flow not possible: "Implied Options" set in val. rule &1 |
| 421 | Cash flow calc. w/ spot rates not supported for this type of transactions |
| 500 | Reference interest rate & has already been entered |
| 501 | Specify a reference currency |
| 502 | Scenario & was saved |
| 503 | Sceanrio & was deleted |
| 800 | ************************800-899: Reserved for TIS************************ |
| 801 | Form & contains an interval for the key date or the from/to date |