2.5.1 Cash Flow Process Errors
Note:
- Error: Engine does not process, however sometimes default value can get used for calculations.
- Warning: Engine may use the default value or given wrong data for calculation, results may be incorrect.
- Info: Does not impact any processing but results may not be as expected.
The following table stores the processing error messages generated by the engine:
Table 2-7 List of Error Codes for Cash Flow Process
| Error Code | Error Type | Error Message |
|---|---|---|
| 300 | Functionality Not Implemented | Error |
| 301 | Invalid Data | Error |
| 302 | Principal Cash Flow Not Handled for this Amortization Type | Warning |
| 303 | Invalid record: Account Number is mandatory | Error |
| 304 | Invalid value for Adjustable Type, Fixed Rate used | Warning |
| 305 | Invalid value for amortization term, Number of months between Origination and maturity date used | Warning |
| 306 | Invalid value for amortization term multiplier, Months (M) used | Warning |
| 307 | Invalid value for Instrument Type; Loan Contracts (180) used | Warning |
| 308 | Invalid value for original term; Number of months between Origination and maturity date used | Warning |
| 309 | Invalid value for original term multiplier; Months (M) used | Warning |
| 310 | Missing or invalid data version number. Default value 1 used | Warning |
| 311 | Invalid value for Model with Gross Rates, account processed with net interest rate | Warning |
| 312 | Invalid value for Interest Capitalization Indicator, account processed without interest capitalization | Warning |
| 313 | Invalid value for Include Accrued Interest in cash flow, account processed without using given accrued interest. Accrued Interest > 0 but not used | Warning |
| 314 | Invalid value for Amortization Type; processed as simple interest or non-amortizing | Warning |
| 315 | Invalid record: End of Period Principal Balance (CUR_PAR_BAL) is zero or missing; Account not processed | Error |
| 316 | Invalid record: Accrued Interest Net <> 0 and (Last_payment_date < As_of_date) for Behavior pattern record. Accrued interest may be overstated | Warning |
| 317 | Original Principal Balance is zero/negative or missing; End of Period Principal Balance (CUR_PAR_BAL) used | Warning |
| 318 | Invalid record: Behavior Type Code is mandatory | Warning |
| 319 | Invalid record: Calculation date range is mandatory | Error |
| 320 | Invalid record: As of Date is mandatory | Warning |
| 321 | Invalid record: Origination date is mandatory | Error |
| 322 | Invalid record: Maturity date is mandatory; Account not processed; | Warning |
| 323 | Issue date cannot be greater than As-of-date; As-of-date used | Error |
| 324 | Issue date can not be greater than origination date; Origination date used | Error |
| 325 | Issue date not given; Origination date used | Warning |
| 326 | Remaining Number of Payments is 1 but Next Payment Date and Maturity Date are different. Payment processed on Maturity Date | Warning |
| 327 | Invalid value for accrual basis; Processed using 30/360 | Warning |
| 328 | Invalid value of net interest rate; Processed using 0% interest rate | Warning |
| 329 | Invalid value for compounding basis; Processed as simple interest | Warning |
| 330 | Model with Gross Rates Indicator is GROSS but gross interest rate is not given; Processed using net interest rate | Warning |
| 331 | Current Payment cannot be less than 0; 0 used; | Warning |
| 332 | Invalid Last Interest Payment date; "Next Interest Payment Date minus Interest payment frequency" used. | Warning |
| 333 | Invalid next interest payment date; "Origination date + 1" or "As-of-date + 1" used. | Warning |
| 334 | Invalid original interest payment date; "Origination date + Interest Payment frequency" used. | Warning |
| 335 | Invalid value for interest payment frequency; Number of months between Origination and maturity date used; | Warning |
| 336 | Invalid value for interest payment frequency multiplier; Months (M) used; | Warning |
| 337 | Invalid value for Remaining Number of Payments; Default value 1 used; | Warning |
| 338 | Invalid Last Interest Payment date; "Origination Date" used. | Warning |
| 339 | Invalid Last Principal Payment date; "Next Principal Payment Date minus Principal payment frequency" used | Warning |
| 340 | Invalid Last Principal Payment date; "Origination Date" used. | Warning |
| 341 | Invalid Last Principal Payment date; Last Interest Payment Date used for conventional amortization types | Warning |
| 342 | Invalid next principal payment date; "Origination date + 1" or "As-of-date + 1" used | Warning |
| 343 | Invalid Next Principal Payment date; Next Interest Payment Date used for conventional amortization types | Warning |
| 344 | Invalid original principal payment date; "Origination date + Interest Payment frequency" used. | Warning |
| 345 | Invalid Original Principal Payment date; Original Interest Payment Date used for conventional amortization types | Warning |
| 346 | Invalid value for principal payment frequency; Number of months between Origination and maturity date used; | Warning |
| 347 | Invalid value for principal payment frequency; Interest Payment Frequency used for conventional amortization types | Warning |
| 348 | Invalid value for interest payment frequency multiplier; Months (M) used; | Warning |
| 349 | Invalid value for interest payment frequency multiplier; Interest Payment Frequency Multiplier used for conventional amortization types | Warning |
| 350 | Invalid Account Type, Account type defaults to Earning Assets. | Warning |
| 351 | Invalid record: Payment type and/or amount is mandatory | Warning |
| 352 | Invalid record: Payment Date is mandatory | Warning |
| 353 | Invalid record: Payment type is Principal and Interest but Total Amount (TOT_AMOUNT) is missing | Error |
| 354 | Invalid record: Payment type is Principal Only but Principal Payment Amount (PRIN_AMOUNT) is missing | Error |
| 355 | Invalid record: Payment type is Interest Only but Interest Payment Amount (INT_AMOUNT) is missing. | Error |
| 356 | Invalid payment pattern: Payment Pattern Sub Type is not given | Error |
| 357 | Invalid payment pattern: Payment Pattern Payment Type is not given | Error |
| 358 | Invalid payment pattern: Payment event id is not given | Error |
| 359 | Invalid payment pattern: Pattern type or sub type is Relative but frequency multiplier is not given | Error |
| 360 | Invalid payment pattern: Pattern type is Absolute but event month is not given | Warning |
| 361 | Invalid payment pattern: Pattern payment method is not given | Error |
| 362 | Invalid payment pattern: Payment Pattern Type is not given | Error |
| 363 | Invalid payment type code in payment pattern: Payment Type 300 (interest only) used; | Error |
| 364 | Invalid payment pattern: Pattern type or sub type is Relative but frequency is not given | Error |
| 365 | Invalid payment pattern: Pattern type is Absolute but event day is not given | Error |
| 366 | Invalid payment pattern: Pattern type is Split but split id is not given | Warning |
| 367 | Invalid payment pattern: Pattern type is Split but percentage of split is not given | Error |
| 368 | Invalid payment pattern: Pattern type or sub type is Relative but payment event repeat is not given | Error |
| 369 | Invalid payment pattern: Pattern Events not given | Error |
| 370 | Invalid value for holiday calculation option; processed as Shift Dates. | Error |
| 371 | Holiday Calculation Option can only be Recalculate when accrual basis is B/252 | Error |
| 372 | Invalid value for holiday calendar code; Holiday adjustment not applied or details from process level parameters used; | Error |
| 373 | Holiday Calendar Code is mandatory when accrual basis is B/252. Holiday details from process level parameters or A/A used. | Warning |
| 374 | Invalid value for holiday rolling convention; Holiday adjustment not applied; | Warning |
| 375 | Holiday Rolling Convention Code is mandatory when accrual basis is B/252. Following business day used. | Warning |
| 376 | Reprice frequency is > 0 and calculation date range is last reprice to next reprice date but balance on last reprice date is not available; Processed using End of Period Principal Balance; | Warning |
| 377 | Invalid value for margin type code; Default value RATE (0) used; | Warning |
| 378 | Invalid value for net margin code; Default value NRSG (0) used; | Warning |
| 379 | Invalid value for next reprice date; Default value Origination date + 1 or As-of-date + 1 used; | Warning |
| 380 | Invalid value for last reprice date; Default value Next Reprice Date minus Reprice Frequency used; | Warning |
| 381 | Warning: Negative Amortization Equalization Frequency cannot be negative; 0 used. | Warning |
| 382 | Warning: Invalid Negative Amortization Equalization Frequency Multiplier; Months used. | Warning |
| 383 | Warning: Negative Amortization Payment Change Frequency cannot be negative; 0 used. | Warning |
| 384 | Warning: Invalid Negative Amortization Payment Change Frequency Multiplier; Months used. | Warning |
| 385 | Warning: Negative Amortization Limit value does not fall in a valid range 0-200; 0 used. | Warning |
| 386 | Warning: Negative Amortization Equalization date is less than origination date (future origination) or less than the as-of-date (past origination); Next Reprice Date used. | Warning |
| 387 | Warning: Negative Amortization Equalization date is less than origination date (future origination) or less than the as-of-date (past origination); Next Reprice Date used. | Warning |
| 388 | Warning: Negative Amortization Payment Adjustment date is less than origination date (future origination) or less than the as-of-date (past origination); Next Reprice Date used. | Warning |
| 389 | Warning: Negative Amortization Payment Adjustment date is less than origination date (future origination) or less than the as-of-date (past origination); Next Reprice Date used. | Warning |
| 390 | Warning: Negative Amortization payment change limit cannot be negative; Limit not applied. | Warning |
| 391 | Maturity date of account is different from highest payment date in schedule; Dates from schedule used; | Warning |
| 392 | Remaining Number of Payments given with account is different from count of payment dates after as of date in schedule; Dates from schedule used; | Warning |
| 393 | Invalid value for next reprice date for a teaser instrument; Value derived by rolling forward Teaser End Date with Repricing Frequency; | Warning |
| 394 | Invalid record: Maturity date is prior to As of date; Account not processed; | Warning |
| 395 | Invalid record: Maturity date is prior to Origination date; Account not processed; | Warning |
| 396 | Invalid record: Payment dates in schedule are prior to As of date; Account not processed; | Warning |
| 397 | Principal balance is not zero but maturity date is prior to as of date; Maturity date defaulted to As of date + 1 | Warning |
| 398 | Principal balance is not zero but maturity date is prior to origination date; Maturity date defaulted to As of date + 1 | Warning |
| 399 | Next reprice date is after maturity date; Defaulted to maturity date; | Warning |
| 400 | Invalid value for last reprice date; Default value Origination Date used; | Warning |
| 401 | Invalid value for Adjustable Type; Calculation date range is AOD to NRD or LRD to NRD but adjustable Type of account is Fixed. Account not processed. | Warning |
| 402 | Adjustable Type of account is Floating or Other Adjustable but repricing frequency multiplier is not given or is not valid; Months (M) used; | Warning |
| 403 | Adjustable Type of account is Floating or Other Adjustable but Interest Rate Code is not given or is not valid; Processed with Interest Rate Code 0. | Warning |
| 404 | Adjustable Type of account is Floating or Other Adjustable but repricing frequency is not given or is not valid; Processed with fixed interest rate. | Warning |
| 405 | Adjustable Type of account is repricing pattern but repricing pattern code is not given or is not valid; Processed with fixed interest rate. | Warning |
| 406 | Interest timing type not given; Interest In Arrears used; | Warning |
| 407 | Interest timing type cannot be advance when amortization is conventional type; Interest In Arrears used; | Warning |
| 408 | Amortization Type of account is payment pattern but pattern code is not given or is not valid; Processed as non-amortizing instrument. | Warning |
| 409 | Accrual basis is B/252 but holiday adjustment is not enabled. A/A used. | Warning |
| 410 | Amortization Type of account is payment schedule but schedule data is not given; Processed as non-amortizing account. | Warning |
| 411 | Invalid value for next reprice date for a teaser instrument; Value derived by rolling forward Teaser End Date with Repricing Frequency; | Warning |
| 412 | Invalid value for last reprice date for a teaser instrument; Value derived by rolling forward Teaser End Date with Repricing Frequency; | Warning |
| 413 | Teaser End Date is after Maturity Date; Value defaulted to Maturity Date; | Warning |
| 414 | Teaser End Date is before Origination Date; Value defaulted to Origination Date; | Warning |
| 415 | Invalid Mortgage Offset Account Expected Balance as Expected Balance (MOA_EXPECTED_BAL) is empty or <= 0, Processed as normal instrument. | Warning |
| 416 | Invalid Mortgage Offset Account Expected Balance Growth Percentage (MOA_EXPECTED_BAL_GROWTH_PCT), Processed with default value of 0. | Warning |
| 417 | Invalid Mortgage Offset Account Expected Balance on last reprice date (MOA_LRD_OFFSET_BAL), Processed using default value as MOA_EXPECTED_BAL | Warning |
| 418 | Invalid Mortgage Offset Account Minimum Balance (MOA_MIN_BAL), Processed with default value of 0. | Warning |
| 419 | Invalid Mortgage Offset Percent (MOA_OFFSET_PERCENT), Processed with default value of 100 | Warning |
| 420 | Invalid Mortgage Offset Account Original Expected Balance (MOA_ORG_OFFSET_BAL),but since calculation date range is Origination to Maturity, Processed as normal instrument. | Warning |
| 421 | Invalid Mortgage Offset Account Original Expected Balance (MOA_ORG_OFFSET_BAL). but since calculation date range is other than Origination to Maturity, Process account with considering the mortgage offset account as Original Expected Balance doesnt impact on MOA calculations. | Warning |
| 422 | One or more required inputs are missing for factors calculation using arc tangent method | Warning |
| 423 | Cannot generate prepayment factors dates if PaymentDates are not provided | Warning |
| 424 | Cannot generate early redemption dates if PaymentDates are not provided | Warning |
| 425 | user tenor rules are not defined in prepayment meta data | Warning |
| 426 | conditions are not satisfied to apply early redemption on user defined tenors | Warning |
| 427 | Cannot generate prepayment factors dates if PaymentDates are not provided; | Warning |
| 428 | Behavior pattern is not applicable when calculation data range is Origination to Maturity. Generated cash flows from As of date to maturity | Warning |
| 429 | Behavior pattern is not applicable when calculation data range is Last Reprice to Next Reprice Date. Generated cash flows from As of date to Next Reprice Date | Warning |
| 430 | Maturity Date < Max Date of Pattern, Maturity Date set to Max Tenor of behavior pattern | Warning |
| 431 | Invalid value for Behavior Sub Type of account having devolvement & recovery or non-performing behavior type; Account not processed; | Error |
| 432 | Invalid value for devolvement status of account; Account not processed; | Error |
| 433 | Devolvement amount cannot be negative when devolvement status of account is devolved; Default value of 0 used; | Error |
| 434 | Invalid value for Behavior Type of account; Processed using behavior type from pattern definition. | Warning |
| 435 | Invalid behavior pattern: Behavior Type is not given or is incorrect; Behavior pattern not used; Processed as non-amortizing instrument; | Warning |
| 436 | Invalid behavior pattern: Behavior Sub Type is not given or is incorrect; Behavior pattern not used; Processed as non-amortizing instrument; | Warning |
| 437 | Invalid behavior pattern: Tenor multiplier is not given; Processed as non-amortizing instrument; | Error |
| 438 | Invalid behavior pattern: Tenor is not given; Processed as non-amortizing instrument; | Error |
| 439 | Invalid behavior pattern: Percentage is not given; Processed as non-amortizing instrument; | Error |
| 440 | Invalid behavior pattern: Sequence is not given; Processed as non-amortizing instrument; | Error |
| 441 | Behavior Type definition is inconsistent between the Behavior Pattern and BEHAVIOR_TYPE_CD of account. Defaulted to the Behavior Type specified in the Behavior Pattern. | Warning |
| 442 | Interest in advance is not supported for behavior patterns, defaulting to Interest in Arrears | Warning |
| 443 | No prepayment parameter is found for payment date | Warning |
| 444 | Cannot generate early redemption prepayment rates if payment dates are not provided or calculation method is not Constant | Warning |
| 445 | Invalid value for Exchange of Principal flag for Off-balance sheet product; Processed with No Exchange of Principal | Warning |
| 446 | Invalid value for Exchange of Principal flag for Off-balance sheet product; Processed with Leg Type 0 | Warning |
| 447 | Invalid value for Minimum Balance for Amortizing Swap; Processed with value 0 | Warning |
| 448 | Invalid value for purchase sale logic of Off-balance sheet product; Processed as sold contract (1) | Warning |
| 449 | Invalid value for swap classification code; Processed as generic swap (0) | Warning |
| 450 | Invalid Last Reprice Date for Forward Rate Agreement; Processed using Origination Date | Warning |
| 451 | Invalid Repricing Frequency Multiplier for Forward Rate Agreement; Processed using Original Term Multiplier | Warning |
| 452 | Invalid Next Reprice Date for Forward Rate Agreement; Processed using Origination Date; | Warning |
| 453 | Invalid Repricing Frequency for Forward Rate Agreement; Processed using Original Term; | Warning |
| 454 | Invalid Exchange of Principal flag for Forward Rate Agreement; Processed using No Exchange of Principal | Warning |
| 455 | Invalid Interest Timing Type for Forward Rate Agreement; Processed as Interest in advance | Warning |
| 456 | Invalid Adjustable Type for Forward Rate Agreement; Processed as Other Adjustable (250); | Warning |
| 457 | Invalid Origination Date for Forward Rate Agreement; Processed with value As of Date + 1; | Warning |
| 458 | Invalid Maturity Date for Forward Rate Agreement; Processed using Origination Date + Original Term; | Warning |
| 459 | Invalid Remaining Number of Payments for Forward Rate Agreement; Processed using 1 | Warning |
| 460 | Invalid Next Interest Payment Date for Forward Rate Agreement; Processed using Origination Date | Warning |
| 461 | Invalid Next Principal Payment Date for Forward Rate Agreement; Processed using Origination Date | Warning |
| 462 | Invalid Original Interest Payment Date for Forward Rate Agreement; Processed using Origination Date | Warning |
| 463 | Invalid Original Principal Payment Date for Forward Rate Agreement; Processed using Origination Date | Warning |
| 464 | Invalid Last Interest Payment Date for Forward Rate Agreement; Processed using Origination Date; | Warning |
| 465 | Invalid Interest Payment Frequency for Forward Rate Agreement; Processed using Original Term | Warning |
| 466 | Invalid Interest Payment Frequency Multiplier for Forward Rate Agreement; Processed using Original Term Multiplier | Warning |
| 467 | Invalid Principal Payment Frequency for Forward Rate Agreement; Processed using Original Term | Warning |
| 468 | Invalid Principal Payment Frequency Multiplier for Forward Rate Agreement; Processed using Original Term Multiplier | Warning |
| 469 | Invalid Amortization Type for Forward Rate Agreement; Processed as non-amortizing (700) instrument; | Warning |
| 470 | Invalid value for Exchange of Principal flag for Foreign Exchange instrument; Processed with Exchange of Principal; | Warning |
| 471 | Invalid Amortization Type for Foreign Exchange instrument; Processed as non-amortizing (700) instrument; | Warning |
| 472 | Invalid Adjustable Type for Foreign Exchange instrument; Processed as Fixed; | Warning |
| 473 | Invalid Interest Timing Type for Foreign Exchange instrument; Processed as Interest in arrears; | Warning |
| 474 | Invalid current gross interest rate for Foreign Exchange instrument; Processed with no interest; | Warning |
| 475 | Invalid current net interest rate for Foreign Exchange instrument; Processed with no interest; | Warning |
| 476 | Invalid remaining number of payments for Foreign Exchange Contract; Processed with 1 remaining payment; | Warning |
| 477 | Invalid Next Interest Payment Date for Foreign exchange contract; Processed using Maturity Date; | Warning |
| 478 | Invalid Next Principal Payment Date for Foreign exchange contract; Processed using Maturity Date; | Warning |
| 479 | Invalid Original Interest Payment Date for Foreign exchange contract; Processed using Maturity Date; | Warning |
| 480 | Invalid Original Principal Payment Date for Foreign exchange contract; Processed using Maturity Date; | Warning |
| 481 | Invalid Next Reprice Date for Foreign exchange contract; Processed using Maturity Date; | Warning |
| 482 | Invalid Repricing Frequency for Foreign Exchange Contract; Processed using Original Term; | Warning |
| 483 | Invalid Repricing Frequency Multiplier for Foreign Exchange Contract; Processed using Original Term Multiplier; | Warning |
| 484 | Invalid Interest Payment Frequency for Foreign Exchange Contract; Processed using Original Term; | Warning |
| 485 | Invalid Interest Payment Frequency Multiplier for Foreign Exchange Contract; Processed using Original Term Multiplier; | Warning |
| 486 | Invalid Principal Payment Frequency for Foreign Exchange Contract; Processed using Original Term; | Warning |
| 487 | Invalid Principal Payment Frequency Multiplier for Foreign Exchange Contract; Processed using Original Term Multiplier; | Warning |
| 488 | Invalid Last Interest Payment Date for Foreign Exchange Contract; Processed using Origination Date; | Warning |
| 489 | Invalid Last Reprice Date for Foreign Exchange Contract; Processed using Origination Date; | Warning |
| 490 | Invalid End of Period Principal Balance for Foreign Exchange Swap; Processed using no balance; | Warning |
| 491 | Invalid Original Principal Balance for Foreign Exchange Swap; Processed using no balance; | Warning |
| 492 | Invalid value for next reprice date for a teaser instrument; Defaulted to Teaser End Date; | Warning |
| 493 | Repricing pattern can not be used for teaser instrument; | Warning |
| 494 | Interest timing type cannot be advance when conventional payment pattern is used, Interest In Arrears used as default; | Warning |
| 495 | Interest timing type cannot be advance when Account Type is Other Asset or Other Liabilities or Non-Interest Income or Non-Interest Expense or Interest Income or Interest Expense, Interest In Arrears used as default; | Warning |
| 496 | Last interest payment date cannot be before Origination Date; Default value Origination Date used; | Warning |
| 497 | Last principal payment date cannot be before Origination Date; Default value Origination Date used; | Warning |
| 498 | Invalid amortization type for Other Asset-Liability; Processed as Non-amortizing instrument; | Warning |
| 499 | Invalid current net interest rate for Other Asset-Liability; Processed without interest and default as 0; | Warning |
| 500 | Invalid current gross interest rate for Other Asset-Liability; Processed without interest and default as 0; | Warning |
| 501 | Invalid adjustable type for Other Asset-Liability; Processed as fixed rate; | Warning |
| 502 | Interest timing type cannot be advance when adjustable type is floating rate, Interest In Arrears used as default; | Warning |
| 503 | Repricing pattern code is empty; | Warning |
| 504 | Adjustable Type of account is Repricing Pattern but Repricing Pattern definition not given. Processed as Other Adjustable (250); | Warning |
| 505 | Repricing Pattern Type Code is invalid in repricing pattern definition. Account not processed; | Error |
| 506 | Repricing Pattern Events UDS is empty | Error |
| 507 | Event Sequence number is invalid in repricing pattern definition. Account not processed; | Error |
| 508 | Repricing Method Code is invalid in repricing pattern definition. Account not processed; | Error |
| 509 | Balance Tier Type Code is invalid in repricing pattern definition. Account not processed; | Error |
| 510 | Event Day is invalid in absolute repricing pattern definition. Account not processed; | Error |
| 511 | Event Month is invalid in absolute repricing pattern definition. Account not processed; | Error |
| 512 | Repricing Pattern EventsDetail UDS is empty | Error |
| 513 | Event Detail Sequence number is invalid in repricing pattern definition. Account not processed; | Error |
| 514 | Repricing method is Indexed but Interest Rate Code is not given in repricing pattern definition. Account not processed; | Warning |
| 515 | Event Frequency is invalid in relative repricing pattern definition. Value assumed to be 1 Month; | Warning |
| 516 | Event Frequency Multiplier is invalid in relative repricing pattern definition. Value assumed to be 1 Month; | Warning |
| 517 | Event Repeat Times is invalid in relative repricing pattern definition. Value assumed to be 1; | Warning |
| 518 | Adjustable type code of account is 300 but corresponding data of balance tiers and rate is not available; Processed with fixed interest rate; | Warning |
| 519 | Invalid amortization type for an account with Balance Tier Interest Rate; Processed as non-amortization instrument; | Warning |
| 520 | Adjustable type of tier cannot be Floating Rate if Interest Timing Type of account is Advance; Processed as Interest in Arrears; | Warning |
| 521 | Adjustable type code of account is 300 but corresponding adjustable type of balance tiers is invalid; Processed tier with fixed interest rate; | Warning |
| 522 | Adjustable type code of balance tier is 250 but next reprice date, last reprice date or reprice frequency are missing; Processed tier with fixed interest rate; | Warning |
| 523 | Sum of current balances of all tiers of account is different from current par balance of account; | Warning |
| 524 | Current balance of tiers of account is not given; Account not processed; | Error |
| 525 | Sum of original par balances of all tiers of account is different from original par balance of account; | Warning |
| 526 | Original par balance of tier not given; End of Period Principal Balance used; | Warning |
| 527 | Invalid Contract Currency Pay for Foreign Exchange Swap; | Warning |
| 528 | Invalid Original Payment Amount Pay for Foreign Exchange Swap; | Warning |
| 529 | Invalid Contract Currency Receive for Foreign Exchange Swap; | Warning |
| 530 | Invalid Original Payment Amount Receive for Foreign Exchange Swap; | Warning |
| 531 | Invalid Exchange Rate Start for Foreign Exchange Swap; | Warning |
| 532 | Invalid Receive CCY for Foreign Exchange Swap; | Warning |
| 533 | Invalid Receive Leg Amount for Foreign Exchange Swap; | Warning |
| 534 | Invalid Pay CCY for Foreign Exchange Swap; | Warning |
| 535 | Invalid Pay Leg Amount for Foreign Exchange Swap; | Warning |
| 536 | Invalid Exchange Rate End for Foreign Exchange Swap; | Warning |
| 537 | Interest timing type cannot be advance when interest is capitalized; Interest In Arrears used; | Warning |
| 538 | Amortization type of Interest Rate Option can only be Non amortizing (700) or Level principal (820); Processed as Non amortizing instrument; | Warning |
| 539 | Binary Rate of Interest Rate Option cannot be less than zero; Processed without binary rate; | Warning |
| 540 | Invalid Interest Calculation Type for Interest Rate Option; Processed with default calculation type; | Warning |
| 541 | Functionality not implemented for Interest Calculation Types Numeric Average, Geometric Average, Range Calculation and Binary Range; Processed with default calculation type; | Warning |
| 542 | Adjustable Type of Interest Rate Option can only be Other Adjustable (250); | Warning |
| 543 | Next Reprice Date of Interest Rate Option must be same as Next Interest Payment Date; | Warning |
| 544 | Last Reprice Date of Interest Rate Option must be same as Last Interest Payment Date; | Warning |
| 545 | Reprice frequency of Interest Rate Option must be same as Interest Payment Frequency; | Warning |
| 546 | Reprice Frequency Multiplier of Interest Rate Option must be same as Interest Payment Frequency Multiplier; | Warning |
| 547 | Adjustable type code for of 78s instrument can only be fixed rate; | Warning |
| 548 | Interest Timing Type of of 78s instrument can only Interest in Arrears; | Warning |
| 549 | Interest payment frequency of of 78s instrument must be 1 month; | Warning |
| 550 | Interest payment frequency multiplier of of 78s instrument must be in Months; | Warning |
| 551 | Principal payment frequency of of 78s instrument must be 1 month; | Warning |
| 552 | Principal payment frequency multiplier of of 78s instrument must be in Months; | Warning |
| 553 | Last Interest and Principal payment date of of 78s instrument must be same; Set Last Principal Payment Date = Last Interest Payment Date | Warning |
| 554 | Next Interest and Principal payment date of of 78s instrument must be same; Set Next Principal Payment Date = Next Interest Payment Date | Warning |
| 555 | Original Interest and Principal payment date of of 78s instrument must be same; Set Original Principal Payment Date = Original Interest Payment Date | Warning |
| 556 | Original Principal Balance of of 78s instrument must be higher than End of Period Principal Balance; | Warning |
| 557 | Original Term Multiplier of of 78s instrument must be in months; | Warning |
| 558 | Original Term of of 78s instrument must be in months; Number of months between Origination and maturity date used; | Warning |
| 559 | Current Payment Amount of of 78s instrument must not be zero; | Warning |
| 560 | Original Payment Amount of of 78s instrument must not be zero; | Warning |
| 561 | Remaining Number of Payments is different from number of months between Last Interest Payment Date and Maturity Date; Cash flows may have error; | Warning |
| 562 | Interest timing type can be Set in Arrears only when calculation date range is As of date to Maturity; Interest In Arrears used; | Warning |
| 563 | Amortization type of instrument can only be Simple Interest when embedded option is applied; Processed as non-amortizing instrument with embedded option; | Warning |
| 564 | Invalid Option Exercise Type; Processed as instrument without embedded option; | Warning |
| 565 | Option start date is required for American options, As of date used; | Warning |
| 566 | Invalid Option Type; Processed as instrument without embedded option; | Warning |
| 567 | Invalid Option Strike Type Code; Processed as instrument without embedded option; | Warning |
| 568 | Invalid Option Rate Lookup Code, Remaining Term used; | Warning |
| 569 | Rate lookup code for fixed rate instrument cannot be reprice frequency, Remaining Term used; | Warning |
| 570 | Invalid Option Strike Interest Rate Code; Processed as instrument without embedded option; | Warning |
| 571 | Option expiry date must be between As-of-date and Maturity date, Processed using Maturity Date as Expiry Date; | Warning |
| 572 | Option Strike Value not given for embedded option, Strike price 100 used; | Warning |
| 573 | Option Strike Value not given for embedded option, Strike rate set same as current net interest rate; | Warning |
| 574 | Embedded options schedule not given for Bermudan option, Processed as instrument without embedded option; | Warning |
| 575 | Option expiry date not given for Bermudan option in schedule; Processed as instrument without embedded option; | Warning |
| 576 | Option expiry date must not be after Maturity date, Processed using Maturity Date as Expiry Date; | Warning |
| 577 | Option Strike Value not given for embedded option, Strike price 100 used; | Warning |
| 578 | Option Strike Value not given for embedded option, Strike rate set same as current net interest rate; | Warning |
| 579 | Either Embedded Option Flag is Not Y or Invalid Option decision type, where instrument is Earning Asset or Interest Bearing Liabilities; | Warning |
| 580 | Invalid Index Adjustment Type. Processed without inflation-adjustment; | Warning |
| 581 | Account Index History not been given for inflation adjusted instrument. Processed without inflation-adjustment; | Error |
| 582 | Base Index Value not been given for inflation adjusted instrument. Processed without inflation-adjustment; | Error |
| 583 | Invalid Capital Protection Category for inflation indexed instrument. Processed with floor of 1; | Warning |
| 584 | Capital Protection Category for inflation indexed instrument is Max during life but Max Index Value is invalid; Processed with Capital Protection Category as Floor or 1; | Warning |
| 585 | Invalid Option decision type, where Embedded Option Flag is enabled, Processed as instrument without embedded option; | Warning |
| 586 | Invalid Account Type, for embedded option, Processed as instrument without embedded option | Warning |
| 587 | Invalid DiscountMethod Sys Id, for embedded option, Processed as instrument without embedded option; | Warning |
| 588 | Invalid value for Amortization Method for Premiums and Discounts; Level Yield method used | Warning |
| 589 | Batch size is empty | Warning |
| 590 | Request ID is empty | Warning |
| 591 | Invalid Interest rate code | Warning |