TPM_THXE1 - message class for effectiveness test
The following messages are stored in message class TPM_THXE1: message class for effectiveness test.
It is part of development package FTR_HEDGE_EFFECTIVITY in software component FIN-FSCM-TRM-TM-TR. This development package consists of objects that can be grouped under "Effectivity Tests for New Hedge Management".
It is part of development package FTR_HEDGE_EFFECTIVITY in software component FIN-FSCM-TRM-TM-TR. This development package consists of objects that can be grouped under "Effectivity Tests for New Hedge Management".
Message Nr ▲ | Message Text |
|---|---|
| 000 | ****************** Messages for Precondition Checks ******************** |
| 001 | Hedging relationship &1/&2: No planned dedesignation date |
| 002 | Deletion of test plan start and end date is not permitted |
| 003 | Layout &1 has not been defined |
| 004 | No business transaction to display |
| 005 | Hedging rel. &1/&2: Input data or Customizing setting is wrong or missing |
| 006 | No authorization to calculate effectiveness test |
| 007 | No authorization to recalculate effectiveness test |
| 008 | No authorization to delete an effectiveness test |
| 009 | No authorization to set an effectiveness test manually as effective |
| 010 | Hedging relationship &1/&2 is revoked: No effectiveness test is possible |
| 011 | Select hedging relationships that you want to display |
| 012 | Hedging rel. &1/&2: MDCRS is required for prospective testing |
| 013 | Hedging rel. &1/&2: Prospective test on &3 is not effective |
| 014 | Hedging rel. &1/&2: Retrospective test on &3 is not effective |
| 015 | Hedging rel. &1/&2: Prospective test for bus. trans. &3 is not effective |
| 016 | Hedging rel. &1/&2: Retrospective test for bus. tran. &3 is not effective |
| 017 | Hedging rel. &1/&2: Prospective test on &3 has errors |
| 018 | Hedging rel. &1/&2: Retrospective test on &3 has errors |
| 019 | Hedging rel. &1/&2: Prospective test for bus. trans. &3 has errors |
| 020 | Hedging rel. &1/&2: Retrospective test for bus. trans. &3 has errors |
| 021 | Hedging rel. &1/&2: With test date &3, a test exists after key date |
| 022 | Hedging rel. &1/&2: Effectiveness cannot be calculated |
| 023 | Hedging rel. &1/&2: Internal error: New calc. mode but status not initial |
| 024 | Eff. test is used in Hedge Accounting; No recalculation permitted |
| 025 | Eff.test is used in Hedge Accounting; No manual setting to eff. permitted |
| 026 | Eff.test is used in Hedge Accounting; Deletion is not permitted |
| 028 | Effectiveness test exists after deletion date &1; deletion not possible |
| 029 | Usage status does not differ; not possible to set status to "Used" |
| 030 | Hedge profile &1: Scenario is missing |
| 031 | Hedge profile &1: Retrospective eff. test method is missing |
| 032 | Hedge profile &1: Prospective eff. test method is missing |
| 033 | Hedge profile &1: Retrospective eff. test method category is missing |
| 034 | Hedge profile &1: Prospective eff. test method category is missing |
| 035 | Hedge profile &1: Prospective eff. test offset calc. cat. is missing |
| 036 | Hedge profile &1: Retrospective eff. test offset calc. cat. is missing |
| 037 | Hedge profile &1: Date generation logic is missing for PET |
| 038 | Hedge profile &1: Start date for prospective test method is missing |
| 039 | Hedge profile &1: Calendar for prospective linear regression is missing |
| 040 | Hedge profile &1: Holiday move type for prosp. linear regression missing |
| 041 | Hedge profile &1: No. points for retrosp. linear regression is missing |
| 042 | Hedge profile &1: No. time slices for retrosp. linear regression missing |
| 043 | Hedge profile &1: Calendar for retrosp. linear regression is missing |
| 044 | Hedge profile &1: Holiday move type for retrosp. lin. regression missing |
| 045 | Hedge profile &1: Hedged item product categories are missing |
| 046 | Hedge profile &1: Hedging instrument product categories are missing |
| 047 | Hedge profile &1: Effectiveness test result validity is missing |
| 048 | Hedge profile &1: Control para. for prosp. regression eff. test missing |
| 049 | Hedge profile &1: Min. coeff. of determination missing for prosp. regr. |
| 050 | Hedge profile &1: Max. coeff. of determination missing for prosp. regr. |
| 051 | Hedge profile &1: Minimum slope coefficient missing for prosp. regr. |
| 052 | Hedge profile &1: Maximum slope coefficient missing for prosp. regr. |
| 053 | Hedge profile &1: Minimum axis coefficient missing for prosp. regr. |
| 054 | Hedge profile &1: Maximum axis coefficient missing for prosp. regr. |
| 055 | Hedge profile &1: Control param. for retrosp. regr. eff. test is missing |
| 056 | Hedge profile &1: Min. coeff. of determination missing for retrosp. regr. |
| 057 | Hedge profile &1: Max. coeff. of determination missing for retrosp. regr. |
| 058 | Hedge profile &1: Minimum slope coefficient is missing for retrosp. regr. |
| 059 | Hedge profile &1: Maximum slope coefficient is missing for retrosp. regr. |
| 060 | Hedge profile &1: Minimum axis coefficient is missing for prosp. regr. |
| 061 | Hedge profile &1: Maximum axis coefficient is missing for prosp. regr. |
| 062 | Hedge profile &1: Prosp. date generation logic changed from "03" to "01" |
| 063 | Hedge profile &1: No. points for prospective test is missing |
| 064 | No designated hedging relationships exist for entered selection criteria |
| 065 | Hedge profile &1: Evaluation type is empty; no eff. test is possible |
| 066 | Hedging rel. &1/&2: Desig. date empty; planned desig. date used instead |
| 067 | Hedging rel. &1/&2: Desig. date and planned desig. date are empty |
| 068 | Eff. test has usage status "Reversed"; no changes permitted |
| 069 | Eff. test not used for bus. trans. &1; reversal is not possible |
| 070 | Eff. test is for bus. tran. &1 with status "Reversed"; no changes allowed |
| 071 | Eff. test is for bus. tran. &1 with status "Created"; reversal not poss. |
| 072 | Eff. test not used by bus. trans. &1; not possible to delete reference |
| 073 | Hedging relationship &1/&2 not found |
| 074 | Eff. test date falls before designation date; test is not possible |
| 076 | &1/&2: Error in selecting internal image of hedging instr. or hedged item |
| 078 | Eff. test not found (HR &1/&2, date: &3, bus. trans &4) |
| 079 | Eff. test is used as basis for a valuation |
| 080 | Eff. test is used as basis in valuation step in derived transaction |
| 081 | Eff. test is used in a released business transaction |
| 082 | Eff. test for previous dates is missing acc. to test plan; test not poss. |
| 083 | PET is not permitted on a dedesignation date |
| 084 | RET is not permitted on a designation date |
| 085 | Product type &1 is not supported as a hedged item in scenario &2 |
| 086 | Product type &1 is not supported as a hedging instrument in scenario &2 |
| 088 | Hedging rel. &1/&2: No. basis points is required for prospective testing |
| 089 | Hedging rel. &1/&2: Scenario is required for prospective testing |
| 090 | Hedging rel. &1/&2: Shift ID is required for prospective testing |
| 091 | Slope coefficient and R2 condition type are not defined |
| 092 | For this process the effectiveness test method cat. &1 is not supported |
| 093 | For this process, only the assessment method &1 is supported |
| 100 | ****************** Messages from Effectiveness Calculation ************** |
| 101 | Hedging rel. &1/&2: Eff. test cannot be set manually as effective |
| 102 | Hedging rel. &1/&2: Eff. test is set manually as effective |
| 103 | Item CV calculation function &1 not found for item CV calc. category &2 |
| 104 | Interface of function &1 for item CV calc. category &2 not compatible |
| 105 | No item CV calculation function assigned to item CV calc. category &1 |
| 106 | Eff. test is already effective |
| 107 | Unclassified (technical) error at selection of contract w. GUID=&1 on &2 |
| 108 | Position &1 &2: Position management procedure &3 has no evaluation type |
| 109 | "Select Tran. on Day of Cancellatn/Settlemt" ind. not set in eval.type &1 |
| 110 | Hedging rel. &1/&2: Eff. test cannot be set manually as effective |
| 111 | Effectiveness test for designation is missing |
| 112 | Hedging rel. &1/&2: Fixed leg NPV is only supported for IR swaps |
| 113 | Effectiveness test calculation not possible |
| 114 | |
| 118 | End date precedes begin date |
| 120 | No document for effectiveness test found |
| 121 | Begin date falls before designation? |
| 122 | End date falls after dedesignation? |
| 200 | Select exactly one row |
| 201 | No calculation log is available |
| 350 | Hedging Relationship must be designated via RTPM_TRL_INIT_HREL |
| 400 | **************** Messages of Item CV Calculation ************************ |
| 401 | Item CV calc.: No contract currency given for financ. object &1 |
| 402 | No start price of security &1 at &2 for MDCR set ID &3 |
| 403 | No scen. price f. security &1 at &2 fr. MDCR set ID &3, start date &4 |
| 404 | Start date &1 > scenario date &2 (MDCR set ID: &3, sec. ID: &4) |
| 405 | No currency for security price: ID: &1, pricetype: &2, date: &3 |
| 406 | No currency for ad-hoc security price: ID: &1, date: &2 |
| 407 | FX rate types at Evaluation Type or Valuation Rule differ for bid and ask |
| 408 | Dividend w/o currency |
| 409 | &1/&2: Purchase or sales CF w/o currency |
| 410 | Adhoc market data container (&2) contains no sec.price for ID &1 |
| 411 | No regular security price found: ID &1, pricetype &2, date &3, exch. &4 |
| 412 | Internal error in dividend calc.: Initial dates |
| 413 | Internal error in dividend calc.: end of term older than begin of term |
| 414 | Internal error in dividend calc.: evaluation currency initial |
| 415 | &1/&2: Selected start of term (&3) younger than evaluation date |
| 416 | Actual dividends are different in hedging instruments # &1 and # &2 |
| 417 | &1/&2: No FwdRs could be found on deal |
| 418 | &1/&2: Currency of actual dividend is initial. |
| 419 | &1/&2: Currency of planned dividend is initial. |
| 420 | No ad hoc market data container found for &1 |
| 421 | No test possible before rollover date. |
| 422 | No scenario price found for security &1 scenario id &2 |
| 423 | Start date &1 > scenario date &2 (Shift Rule: &3, sec. ID: &4) |
| 424 | No start price of security &1 at &2 for Shift rule ID &3 |
| 425 | No scen. price f. security &1 at &2 fr. Shift rule ID &3, start date &4 |
| 500 | ********* Messages for scenario dependend precondition checks *********** |
| 501 | Eff.Test not possible. Deal &1/&2 is in wrong status |
| 601 | Transition Speed should be greater than -1. |
| 800 | **************** Messages of Effectiveness Check ************************ |
| 801 | No effectiveness test found for this transaction(&3) in H.Rel. &1/&2 |
| 802 | No. items in MDS and no. points in linear regression do not match |
| 803 | MDS is not maintained in test plan |
| 804 | For this process, only the MDS category 2 is supported |
| 999 | &1 &2 &3 |