F OFS BSP Error Messages
Error Messages in this appendix apply generally to OFS Cash Flow Engine processes. Some errors in this appendix could never be generated by BSP.
Table F-1 BSP Error Messages
| Error Message | Error Condition | Error Code | Effect of Error on Processing |
|---|---|---|---|
| <Assumption rule type> in Oracle BSP Process Rule <Assumption rule name> not found in database | The Assumption Rule cannot be found in the database. | 105 | If the rule is critical for processing, the processing is stopped. |
| No Match for IRC | Interest Rate Code cannot be found in the active Historical Rates database. | 110 | When the instrument reprices, it will receive a zero rate. |
| No Data for IRC | Interest Rate Code exists in the active Historical Rates database, but there are no corresponding rate values. | 115 | When the instrument reprices, it will receive a zero rate. |
| Dimension Types mismatch: COL vs. Application Preference for dimension: <dimension number> | Definition for dimension chosen as product dimension in Application Preferences has changed or no longer exists in the database. Also can relate to the Organizational Unit dimension if two-dimension output processing is defined. | 120 | Processing is stopped. |
| No of Buckets mismatch Time Bucket in <Assumption Rule> | The assumption Rule was created when the active Time Bucket Rule held more/fewer buckets than it has currently; therefore, the Assumption Rule contains more/less bucket information than necessary. | 325 | If the Assumption Rule holds more buckets than what currently exists, only the buckets within the current modeling term will be used. If the Assumption Rule holds fewer buckets than what currently exists, the assumption for the last bucket will be carried forward for the remainder of the modeling term. |
| Distributed Option in Forecast Balance Assumptions not applicable for buckets with a term of 1 Day. Defaulted to Bucket End. | New Business timing is “Distributed” and bucket end date is the same as bucket start date. | 326 | New Business timing is defaulted to the Bucket end. |
| Inconsist. Run: MattStrat FcstBal PrMrgn must be def together | New business assumption rules (Pricing Margin, Maturity Strategy, Forecast Balance) are incomplete, some but not all have been defined. | 330 | Processing is stopped. |
| Inconsist. Run: Missing stochastic process assump. | Missing stochastic process assumptions. | 330 | Processing is stopped. |
| Inconsist. Run: Stochastic Rate Index Rule is not defined | The Stochastic Rate Rule is not defined in the Process Rule. | 330 | Processing is stopped. |
| Inconsist. Run: No Options Selected for Sel. Reproc. | No Options Selected for Selective Reprocessing in the Process Rule. | 330 | Processing is stopped. |
| Inconsist. Run: No Instrument Tables selected | There are no Instrument Tables selected in the Process Rule. | 330 | Processing is stopped. |
| Inconsist. Run: Inconsistent Sel. Reproc. buckets | The number of modeling buckets in results is not consistent with the number of modeling buckets in the active Time Bucket Rule during a selective reprocessing run. | 330 | Processing is stopped. |
| Inconsist. Run: Duplicate AutoBal leaves | Duplicate Auto Balance leaves defined in Application Preferences. | 330 | Processing is stopped. |
| Inconsist. Run: Not all AutoBal leaves defined | Not all Auto Balancing leaves are defined. | 330 | Processing is stopped. |
| Can't hit target for Leaf member:<leaf number> bucket: <bucket number> | It is impossible to calculate a new add balance that will satisfy the conditions required for new business balances. | 335 | No new business will be added to this bucket. |
| No Product Char. for leaf member: <leaf number> | Payment and repricing data have not been set up in the current Product Characteristics Rule for leaf members being processed. | 340 |
Default characteristics will be used:
|
| Invalid record: Invalid Amortization Code leaf member: <leaf number> | Amortization code is not equal to 100, 200, 400, 500, 600, 700, 710, 820, 830, 840, 850 | 345 | Oracle BSP will assume an amortization code of 700 |
| Invalid record: Maturity Date in the past leaf member: <leaf number> | The Maturity Date is less than the As of Date | 345 | The Record is not processed. |
| Invalid record: Remaining number of payments <= 0 leaf member: <leaf number> | The Remaining number of payments is less than or equal to zero. | 345 | The Record is not processed. |
| Invalid record: Pmt Freq = 0 leaf member: <leaf number> | Payment frequency is equal to zero on an amortizing instrument. | 345 | The Record is not processed. |
| Invalid record: AmrtTerm < OrgTerm on amortizing instrument leaf member: <leaf number> | The Amortization term is less than the original term for amortizing instruments. | 345 | Re-amortization of payment will be affected. |
| Invalid record: Next payment date in the past leaf member: <leaf number> | The next payment date is less than the as of date. | 345 | If the next payment date is much less than the as of date, it may cause the system to run out of memory. |
| Invalid record: Invalid net margin code leaf member: <leaf number> | Net margin code <> 0 or 1 | 345 | Oracle BSP will default the net margin code to 0: Floating Net Rate |
| Invalid record: Current payment = 0 on amortizing instrument leaf member: <leaf number> | Current payment equal to zero and amortization code is other than simple/non-amortizing. | 345 | For amortization codes of 100, 500, and 600, interest will be capitalized as principal. For the amortization code of 820, no principal payments will be made. |
| Invalid record: Valid rate cap < current rate leaf member: <leaf number> | Rate Cap is not equal to zero and it is less than the current rate. | 345 | Rate cap will be imposed on the first repricing date. |
| Invalid record: Valid rate floor > current rate leaf member: <leaf number> | The Rate Floor is not equal to zero and it is greater than the current rate. | 345 | Rate floor will be imposed on the first repricing date. |
| Invalid record: Next repricing date in the past on repricing instrument leaf member: <leaf number> | Repricing frequency is not equal to zero and the next repricing date is less than the as of date. | 345 | If the next repricing date is very far from the past, it may cause the system to run out of memory. |
| Invalid record: Invalid int rate code on repr instr leaf member: <leaf number> | Reprice frequency is greater than zero and Interest Rate Code is not found in the active Historical Rates database. | 345 | The instrument will not reprice. |
| Invalid record: Original term = 0 leaf member: <leaf number> | Original term is equal to zero. | 345 | This will produce erratic results if the instrument is Rule of 78's; amortization term is also zero, or payment frequency is also zero on a non-amortizing instrument. |
| Invalid record: Current net rate <= 0 on amortizing instrument leaf member: <leaf number> | Amortization code is 100, 500, 600, 820 and current net rate <= 0. | 345 | Negative income will be generated for positive balances. |
| Invalid record: Inconsistency of reprice freq and amortization leaf member: <leaf number> | Amortization code is 500 or 600 and reprice frequency is zero or amortization code is 100 and reprice frequency is non zero. | 345 | Reprice frequency will overwrite characteristics defined by the amortization type code. |
| Invalid record: No of Events>16000 | The number of events is greater than 16,000. | 345 | |
| Invalid record: OrgTerm and PmtFreq = 0 | Both original term and payment frequency are equal to zero. | 345 | Record is ignored. |
| Invalid record: Invalid Account Type | Invalid Account Type | 345 | Logs an error, continues execution. |
| Invalid record: Deferred calculations do not converge | Deferred calculations do not converge | 345 | Logs an error and recognizes all deferred income at maturity. |
| Invalid record: YTM Calculations do not converge. leaf: <leaf number> | YTM calculation do not converge | 345 | Logs an error and the YTM for the record is assumed to be zero. |
| Invalid record: EIR Calculations do not converge. leaf: <leaf number> | EIR calculation do not converge. | 345 | Logs an error and the EIR for the record is assumed to be zero. |
| Invalid record: Behavior Type definition is inconsistent between the Behavior Pattern and BEHAVIOR_TYPE_CD. Defaulted to the Behavior Type specified in the Behavior Pattern. leaf: <leaf number> | The Behavior type code in the instrument record is not consistent with the behavior type specified in the behavior pattern definition. | 345 | Logs an error and the Behavior Type specified in the Behavior Pattern is used. |
| Invalid record: BEHAVIOR_SUB_TYPE_CD is invalid. Unable to process. leaf: <leaf number> | NPA or D and R behavior pattern is used but the behavior subtype code in the instrument record is invalid. | 345 | Logs an error and the Record is not processed. |
| Invalid record: Behavior pattern definition does not exist. Unable to process. leaf: <leaf number> | Behavior pattern definition doesn't exist. | 345 | Logs an error and the Record is not processed. |
| Invalid record: Accrued Interest <> 0 and (Last_payment_date < As_of_date) for Behavior pattern record. Accrued interest may be overstated. leaf: <leaf number> | Instrument record is using non-maturity behavior pattern and last payment date is less than As of Date and Accrued interest is not 0. | 345 | Logs an error and the calculated accrued interest may be overstated. |
| Invalid record: Invalid Effective Interest Rate on instrument record; Market value, Yield to Maturity, Duration, Modified Duration, Convexity values have been calculated using 0 Effective Interest Rate. leaf: <leaf number> | Effective Interest Rate in the instrument record is less than 0 or greater than 99 and the discount method is EIR and in the calculation block Market value is selected and EIR is not selected. | 345 | Logs an error and the Market value, Yield to Maturity, Duration, Modified Duration, Convexity values will be calculated using 0 Effective Interest Rate. |
| Invalid record: Invalid Average Life. leaf: <leaf number> | The calculated Average life value for the record is 0. | 345 | Logs an error |
| Accrued Interest = 0 and (Last_payment_date < As_of_date) for Multiple Reprice Instrument record. Net interest on first payment event may be understated. Leaf <leaf number> | Last Payment Date/Last Reprice Date < As of Date and Accrued Interest is not supplied in the instrument | 345 | Logs an error, continues execution. |
| Interest in Advance is not supported for multiple reprice instruments. Hence defaulted to Interest in Arrears. Leaf <leaf number> | Multiple Reprice events with interest paid in advance. | 345 | Logs an error, continues execution. |
| For Multiple Reprice Instruments with repricing patterns, the compounding is defaulted to None. Leaf <leaf number> | If it is a multiple reprice instrument with repricing patterns | 345 | Logs an error, continues execution. |
| For Floating rate Multiple Reprice instruments, the compounding is defaulted to None. Leaf <leaf number> | For floating rate instruments with multiple reprice. | 345 | Logs an error, continues execution. |
| For Multiple reprice instruments where compounding frequency <> reprcing frequency. The compounding is defaulted to None. Leaf <leaf number> | Compounding frequency <> Repricing frequency | 345 | Logs an error, continues execution. |
| Accrued Interest Gross = 0 and (Last_payment_date < As_of_date) for Multiple Reprice Instrument record. Gross interest on first payment event may be understated. Leaf <leaf number> | Last Payment Date/Last Reprice Date < As of Date and Accrued Interest Gross is not supplied in the instrument | 345 | Logs an error, continues execution. |
| Accrued Interest TRate = 0 and (Last_payment_date < As_of_date) for Multiple Reprice Instrument record. T rate interest on first payment event may be understated. Leaf <leaf number> | Last Payment Date/Last Reprice Date < As of Date and Accrued Interest Rate is not supplied in the instrument | 345 | Logs an error, continues execution. |
| Index Adjustment Type is Not Applicable and Capital Protection Category is filled in. Instrument processed without Inflation adjustment. | When Index Adjustment Type is Not Applicable and Capital Protection Category is filled in. Instrument processed without Inflation adjustment. | 345 | Logs an error, continues execution. |
| Index Adjustment Type is <> Not Applicable, and Base Index Value is not provided. Instrument processed without Inflation adjustment. | When Index Adjustment Type is <> Not Applicable, and Base Index Value is null. Instrument processed without Inflation adjustment. | 345 | Logs an error, continues execution. |
| No data available in Account Index History table. Hence Instrument processed without Inflation adjustment. | When Index Name filed is null and no data available in Account Index History table. The instrument is processed without Inflation adjustment. | 345 | Logs an error, continues execution. |
| Index Adjustment Type is <> Not Applicable, and Amortization code is other than 100, 500, 700, 800, 801, 802, 820. Instrument processed without Inflation adjustment. | When Index Adjustment Type is <> Not Applicable, and Amortization code <> 100, 500, 700, 800, 801, 802, 820. Instrument processed without Inflation adjustment. | 345 | Logs an error, continues execution. |
| Index value has data type other than 'Numeric' in Rate Management Economic Indicator. Instrument processed without Inflation adjustment. | When a record has Index Name filed in and Index value has data type other than 'Numeric' in Rate Management Economic Indicator. Instrument processed without Inflation adjustment. | 345 | Logs an error, continues execution. |
| Capital Protection Category is Max during life, and Maximum Index value not provided. Maximum Index value to be calculated from AS_OF_DATE. | Capital Protection Category is Max during life, and Maximum Index value is not provided. Maximum Index value to be calculated from AS_OF_DATE. | 345 | Logs an error, continues execution. |
| Payment date does not have Index value in Account Index History table. Index Factor of 1 will be considered on those payment dates. | When the Index Name field is null and Payment date does not have Index value in Account Index History table. Index Factor of 1 will be considered on those payment dates. | 345 | Logs an error, continues execution. |
| Bucket Number Mismatch | The Assumption Rule was created when the active Time Bucket Rule held more/fewer buckets than it has currently; therefore, the Assumption Rule contains more/less bucket information than necessary. | 350 | If the Assumption Rule holds more buckets than what currently exists, only the buckets within the current modeling term will be used. If the Assumption Rule holds fewer buckets than what currently exists, the assumption for the last bucket will be carried forward for the remainder of the modeling term. |
| No Target for Roll/Auto leaf member: <leaf number> bucket: <bucket number> | Forecast Balance methods of Target Average or Target End cannot be used for a Leaf member value used as a roll-into leaf or as an auto-balancing leaf member. | 360 | Targeting methods cannot be used for leaves specified as roll-into or auto-balancing. The targeted balances will be ignored. |
| Res_det: Security violation | The current user does not have the right to create an Oracle BSP results table. | 365 | Processing is stopped. |
| Res_det: Truncate fail | The results table for the current processing rule could not be cleared of old data. | 365 | Processing is stopped. |
| Res_det: Creation fail | Results table for new processing Rule could not be created. | 365 | Processing is stopped. |
| Res_det the structure of the result_detail table was invalid for selective reprocessing | The structure of the current Result Detail table does not match the IDT Result Detail Table Template. | 365 | Processing is stopped. |
| Account Type not defined for leaf member (leaf number) | In Dimension Member Set-Up, an account type attribute has not been specified for the current leaf member. | 370 | Account type will default to Earning Assets. |
| No. of scen in results > expected leaf member: <leaf number> | The number of scenarios in the results set is greater than the number of scenarios expected from querying the current Forecast Rates Assumption Rule while processing Auto-balancing. | 380 | Auto-balancing will only be processed for the scenarios included in the current Forecast Rates Assumption Rule. |
| Invalid interest type - defaulted to interest in arrears | The interest type code is not equal to 0 or 1. | 385 | The instrument is defaulted to “interest in arrears”. |
| Invalid Pmt pattern: pmt pattern code. <Payment Pattern Code>for new business - abs val | Payment Pattern assigned to new business has a constant payment amount. | 390 | Error is logged. |
| No Amrt Type in Product characteristics for leaf member:<leaf number> | No amortization type code has been assigned in Product Characteristics for the current leaf member. | 395 | An error message is logged and the instrument is defaulted to simple interest. |
| No Amrt Type in Trans. Str. for leaf member:<leaf number> | No amortization type code has been assigned in Transaction Strategy for the current leaf member. | 396 | An error message is logged and the instrument is defaulted to the simple interest |
| Formula Results Error: Mismatch in buckets number | The number of modeling buckets in the result set does not match the number of modeling buckets defined in Formula Results. | 397 | Error is logged. |
| Invalid Currency Gain/Loss Basis. Defaulted to "Temporal" | fi | 406 | fi |
| Pay-Equivalent Compounding Convention. Defaulted to "Do Not Adjust" | fi | 407 | |
| Negative FullIndexGrs Rate for leaf member: <leaf number> | A negative fully indexed gross rate was calculated on a repricing event. | 505 | The negative rate will be assigned to the instrument. |
| Negative FullIndexNet Rate for leaf member: <leaf number> | A negative fully indexed net rate was calculated on a repricing event. | 505 | The negative rate will be assigned to the instrument. |
| Negative CurGrsRate Rate for leaf member: <leaf number> | A negative current gross rate was calculated on a repricing event. | 505 | The negative rate will be assigned to the instrument. |
| Negative CurNetRate Rate for leaf member: <leaf number> | A negative current net rate was calculated on a repricing event. | 505 | The negative rate will be assigned to the instrument. |
| Negative CurTrRate Rate for leaf member: <leaf number> | A negative current transfer rate was calculated on a repricing event. | 505 | The negative rate will be assigned to the instrument. |
| Spread rate not found in Pricing Margins Rule | There is no pricing margin defined for the current leaf member. | 515 | Zero will be defaulted as the pricing margin. |
| Rate Not Found | Forecasted rates do not exist for the interest rate code on the current instrument. | 520 | When the instrument reprices, it will receive a zero rate. |
| 1st point used | Reprice date occurs before forecasting period; forecasted rates do not exist. | 525 | This may occur if the data holds a reprice date that is less than the As of Date. The instrument will reprice to the rate as of the As of Date. |
| Last point used | Reprice date occurs beyond the forecasting period; forecasted rates do not exist. | 530 | This may occur when calculating market values beyond the modeling term or calculating the last reprice/payment event for accruals in the last bucket. The instrument will reprice to the rate as of the last forecasted date. |
| Code found only | Interest rate code exists in the Forecast Rates Assumption Rule, but no rates have been forecast. | 535 | When the instrument reprices, it will receive a zero rate. |
| Prepayment tier not selected, zero prepayment rate used. | Market Rate and Quote Basis have been defined in the Prepayment Rule, but no tiers or prepayment percents have been created. | 540 | No prepayments will occur on this Leaf member. |
| Last payment date is before origination date. | The last payment date from the instrument record is before the origination date on the instrument record. | 545 | Logs error and continues. For Transaction Strategy, the last reprice date is set to the origination date. |
| No reprice frequency for adjustable record. | The instrument is coded as adjustable, but the repricing frequency is equal to zero. | 550 | The instrument will be treated as a fixed rate. |
| No schedule found for record. | No match can be found in the payment schedule table for the current record. | 555 | Logs error and defaults to simple interest record if payment frequency does not = 0. |
| Pattern data can not be found for AMRT_TYPE:<payment pattern code> | No payment pattern information has been defined for the documented amortization type code. | 560 | Log error and default to simple interest. |
| No pattern information found for record. | Documented amortization type code exists in the database, but no supporting details are available. | 565 | Currently is used to notify users about invalid adjustable type code. Record defaults to fixed. |
| Maturity date from record does not match schedule data. | The maturity date on the instrument record does not exist in the payment schedule table for the current record. | 570 | Logs error. Uses maturity date for schedule. |
| Conv amrt with interest in advance defaulted to arrears. | The conventionally amortizing instrument is classified as interest in advance. This combination is not supported. | 575 | The instrument will be defaulted to interest in arrears. |
| Invalid Amrt. Type detected. Defaulted to Simple Int. | An unknown Amortization Type Code was used. | 585 | The instrument will be defaulted to simple interest. |
| No Repricing Pattern found for record. | An unknown Adjustable Type Code was used. | 600 | The instrument will be defaulted to Other Adjustable. |
| Invalid Event_Det_Seq (Adj_Type_CD:<Adjustable type code>); Evnt_dtl_seq should start from 0. | For an Event Sequence, the Event Detail Sequence has started from a non-zero value. | 635 | The repricing pattern is ignored and will produce erratic results if this repricing pattern is used. |
| 1st point used. | Reprice date occurs before forecasting period; forecasted rates do not exist. | 725 | This may occur if the data holds a reprice date that is less than the As of Date. The instrument will reprice to the rate as of the As of Date. |
| Last point used. | Reprice date occurs beyond the forecasting period; forecasted rates do not exist. | 730 | This may occur when calculating market values beyond the modeling term or calculating the last reprice/payment event for accruals in the last bucket. The instrument will reprice to the rate as of the last forecasted date. |
| Negative Transfer Rate. | 740 | ||
| Invalid duration generated for this row. | 810 | 795 | |
| Divide by zero | |||
| Invalid record: Engine calculated Market Value (MARKET_VALUE_C) is more than its allowed size (9999.999999) hence resetting it as Market Value Clean (MARKET_VALUE_CLEAN_C). Leaf member:<<PLACEHOLDER>>. | If the value of column MARKET_VALUE_C is beyond specified precision, then MARKET_ VALUE_CLEAN_C value is considered for calculation (less than 9999.999999). If the value of MARKET_ VALUE_CLEAN_C is also beyond specified precision, then Engine will default this value to 100. | 345 | |
| Invalid record: Engine calculated Market Value Clean (MARKET_VALUE_CLEAN_C) is more than its allowed size (9999.999999) hence resetting it as Market Value (MARKET_VALUE_C). Leaf member:<<PLACEHOLDER>>. | If the value of column MARKET_VALUE_ CLEAN_C is beyond specified precision, then the MARKET_ VALUE_C value is considered for calculation (less than 9999.999999). If the value of MARKET_ VALUE_C is also beyond specified precision, then Engine will default this value to 100. | 345 | |
| Invalid record: Both Engine calculated Market Value Clean (MARKET_VALUE_CLEAN_C) & Market Value (MARKET_VALUE_C) are more than its allowed size (9999.999999) hence updating value as 100. Leaf member:<<PLACEHOLDER>>. | If the value of columns MARKET_VALUE_C and MARKET_ VALUE_CLEAN_C are beyond specified precision, Engine will default these values to 100. | 345 |