Errors
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 StatusDescription
200illegal given flag (1-6)
210illegal price/spread given flag (2, 31)
250illegal l1p yield type (1-2)
260illegal primary_or_secondary flag (1-2)
270illegal discount margin method flag (1-2)
271illegal iam_bond_cf_flag (1-2)
272illegal round_ai flag (0 - 1)
273illegal usti_rnd_price_type (0 - 2)
274illegal orig_iss_given_flag (0 - 2)
275illegal demin_mdrv_rip_rv flag (1 - 3)
300illegal security type (1 - 7)
500illegal day type (1-10)
501Non-defaultable day type
505illegal day type for Treasury Primary Market
510illegal fp day type
520illegal l1p day type
530illegal ai day type
535illegal cf day type
540illegal odd period day type
545illegal day type for fixed coupon rate period
546illegal day type for floating coupon rate period
547illegal price/yield day type
548illegal usti round ai flag (0, 1)
549illegal usti rnd price type (0, 1, 2)
550illegal sink_at_par_or_given flag (-1, 1, 2)
590illegal one- or two- sided flag (1-2)
591non-defaultable one- or two- sided flag
600illegal coupon frequency (1, 2, 4, 12)
601non-defaultable coupon frequency
605illegal coupon frequency for Treasury Primary Market
625illegal coupon frequency - only annual (1) or semi-annual (2) allowed
630future_use variables must be 0
650illegal compounding frequency (1, 2, 4, 12)
670illegal average life frequency (1, 2, 4, 12)
673illegal amortization frequency (1, 2, 4, 12)
675compounds per year cannot be less than or equal to zero
680periods per year cannot be less than or equal to zero
681more than one solution possible, or no solutions possible
682no solution possible
683cannot calculate original issue price
700illegal prepayment type indicator (1-5)
705illegal end-of-month adjustment flag
706illegal ip_or_rpi_next_flag
707illegal calc_to_md_or_erd flag
710(market value + flow weight) too small for numerical convergence
720there are less than 2 valuations or portfolios
730one of the end market values is less than or equal to zero
740one of the beginning market values is less than or equal to zero
750minimum cash flow date is greater than or equal to settlement date
760there are less than 2 samples
770portfolio beta is equal to zero
800the year basis type is out of range (1-10)
801feb_cpn_cycle_day cannot be 31 - change eom_adj to 1 instead
802illegal feb_cpn_cycle_day (must be one of 28, 29, 30)
805the floating point year basis is out of range (1-10, 12)
810illegal begin/end flag (0-1)
811invalid value for bit_num (0 - 65535)
812invalid value for bit_range (0 - 65535)
813bit_num has bits set below bit_range
814bit_num has bits set above bit_range
820illegal location request flag (1-2)
830illegal sample-or-population flag (-1, 0, 1)
850with these coupon dates, ^eom_adj cannot be 1. Either dates are wrong, or eom_adj should be 0
900concession flag out of range (0 - 4)
920illegal period_direction indicator (1 or -1)
921illegal direction_rule indicator (-3 thru 3)
950ex-dividend date flag out of range (0 - 1)
960settlement/trade date ex-dividend comparison flag out of range (0 - 2)
961Special ex-dividend flag not allowed for settlement date after July 31 1998
965illegal sweden exd type (1, 2, 3)
970partial payment basis indicator out of range (1 - 2)
980Invalid incl_sd_in_ai indicator (0 - 2)
1001invalid Dividend Payment Date
110xbad year in date x
120xbad month in date x
130xbad day in date x
150xthe required date x is missing, where x is:
1511issue date is required when isma_convention_flag is 0
160xdate x must be between Previous Coupon Date and Next Coupon Date, where date x is:
20xydate x is not less than or equal to date y, where x and y are separate dates:
21xydate x is not less than date y, where x and y are separate dates:
22xydate x and date y are not in sync (do not fall on same coupon cycle), where x and y are separate dates:
2301Issue and Maturity dates are not in sync - no odd periods are allowed
2302the Early Redemption Date is greater than the Settlement Date
2600Previous and Next coupon dates are not given as a pair
2610last coupon payment date not equal to maturity date
2620first coupon payment date not greater than issue date
2630Either Issue Date or Ex-Dividend Date must be specified
2700the indicated day-of-week does not exist for the fifth week of this month
2710invalid value for day-of-week (1 - 7)
2720invalid value for day-of-week occurrence in month (1 - 5)
2851maturity date not in sync with payment date
2852second coupon date not in sync with payment date
2853issue date not in sync with payment date
2854first coupon date not in sync with payment date
2856last coupon date not in sync with payment date
3902calculated price is less than or equal to zero - further calculations are not possible
4001given yield is equal to zero
4002given price (or price less concession) is less than or equal to zero or greater than 10000
4003given discount rate must be greater than 0 and less than or equal to 25
4004given coupon equivalent yield is less than or equal to zero
4005given bond equivalent yield is less than or equal to zero
4006given horizon price is less than or equal to zero
4007given coupon reinvestment rate is less than zero, or greater than 3000
4008proceeds yield may not be calculated for the period over two years
4011given internal rate of return (irr) is less than or equal to zero
4012given present value (pv) is less than or equal to zero
4013portfolio standard deviation is less than or equal to zero
4031original yield is equal to zero
4051change in yield is greater than or equal to yield
4052change in price is greater than or equal to price
4053change in discount rate is greater than or equal to discount rate
4054change in coupon equivalent yield is greater than or equal to the coupon equivalent yield
4055change in bond equivalent yield is greater than or equal to the bond equivalent yield
4080resulting yield is negative or greater than approximately 1000%, and cannot be calculated
4090resulting yield is less than -200% or greater than %10000 and cannot be calculated
4091the intermediate discounting factor is less than zero
4100coupon rate is less than zero or greater than 3000
4101first coupon rate is less than zero or greater than 3000
4102second coupon rate is less than zero or greater than 3000
4103last coupon rate is less than zero or greater than 3000
4105next coupon rate is less than zero or greater than 3000
4106index to next coupon is less than zero or greater than 3000
4107assumed index is less than zero or greater than 3000
4108risk-free rate is less than zero or greater than 3000
4150coupon rate is less than or equal to zero, or greater than 3000
4200redemption value is less than or equal to zero
4210CPI is less than or equal to zero
4211At least 2 CPIs must be given
4212One of the given CPIs is less than or equal to zero, undefined
4213CPI for the issue date (base_cpi) must be greater then zero
4220Inflation Index Ratio is less than or equal to zero
4300tax rate is less than zero or greater than 100
4301income tax rate is less than zero or greater than 100
4302capital gains tax rate is less than zero or greater than 100
4303withholding tax rate is less than zero or greater than 100
4304base RPI is less than or equal to zero
4305next_int_pymt is less than or equal to zero
4306rpi_next is less than or equal to zero
4307ordinary income tax rate is less than zero
4308maturity date redemption value is less than or equal to zero
4400days remaining as a percent of a full period is less than or equal to zero
4410length of last period is less than or equal to zero
4412length of second period is less than or equal to zero
4420calculated last coupon date is earlier than first coupon date
4500accrued interest is less than zero
4600full periods is less than zero
4700days in the year is out of range (360, 365, 366)
4800days in the time period is less than zero
4801days in the time period is less than or equal to zero
4802cpn_per_len_in_days must be greater than zero
4810the first day type date must be less than or equal to the previous coupon date
4900illegal amortization schedule type
4910invalid outstanding amount
4920unsupported amortization type
4930the number of generated amortizations is greater than 'max_amrts'
4940the amortization percentage total is greater than 100%
5000more entries than array or table size allows
5001arrays are too small to hold all reset periods
5002arrays are too small to hold all cash rates
5003arrays are too small to hold all prices/yields
5004missing coupon rates - one must be specified for each reset period
510zsinking fund z is less than zero
5200year increment is less than zero
5201missing next sink
5300Bad action code
5301There is no holiday on this date
5302There is already a holiday on this date
5303A holiday may not fall on a weekend
5310Invalid cf_maint_flag
5350Bad adj_for_bd_flag
5351This option (adjust maturity date) not available for this security
5400Number of holidays must be between 0 and 3000
5401Invalid holidays array
5403Given date falls on a weekend, and may not also be a holiday
5410The issue date may not fall on a holiday
5411The first coupon date may not fall on a holiday
5412The second coupon date may not fall on a holiday
5413The last coupon date may not fall on a holiday
5501Issue date must be greater than or equal to first partial payment date
5502First coupon date must be greater than last partial payment date
5600Accrual date must be less than or equal to settlement date
5601Accrual date must be greater than issue date
61xxthe value in array position xx of the created yearly adjusted experience
6201the service fee is less than zero
6202the service fee is greater than or equal to the gross coupon rate
6300the payment delay is less than zero
6301the payment delay as a percent of a full period is less than zero
6401the original months to maturity is less than or equal to zero
6402the original months to maturity is greater than 600
6501the pool age is less than zero
6502the pool age is greater than the original months to maturity
6601the average life is less than zero
6602the average life is greater than the original months to maturity
6701the time the balance increases in months for a GPM is less than zero
6702the time the balance increases in months for a GPM is greater than the original months to maturity
6800the rate at which the payments increase for a GPM is less than zero
6901the remaining months to maturity is less than or equal to zero
6902the remaining months to maturity is greater than 600
7000the percent speed is out of range
7001percent speed for CPR is out of range (>= 0 and < 100)
7002percent speed for SMM is out of range (>= 0 and < 100)
7003percent speed for PSA is out of range (>= 0 and < 1600)
7004percent speed for PPL is out of range (>= 1 and an integer value)
7100time period from begin pool age to end pool age is less than or equal to zero
7200the calculated ending balance is less than or equal to zero
7300error in mortgage payment or balance arrays
75xxthe value in array position xx of array 'bals' is less than zero
76xxthe value in array position xx of the experience table is less than or equal to zero
7700the date array is not in sorted order
7701the cash flows array (cfs) is not in sorted order
7702the total cash flows array (tot_cfs) is not in sorted order
7750there must be at least 1 cash flor in the first cash flow array
7810cannot delete cash flow from array since there is no cash flow on that date in the array
8000illegal time value of money calculated
81xxthe call date in array position xx is invalid
82xxthe call date in array position xx is greater than or equal to the maturity date
83xxthe call date in array position xx is less than or equal to the issue date
84xxthe call price in array position xx is invalid
8500conversion rate is less than or equal to zero
8510the call date array must be sorted in date order
8520the number of calls is greater than max_calls
8530Continuous Call minimum days is too short
8531Continuous Call minimum days and maximum days must be greater than zero
8532No valid call dates
8600Number of conversion dates is less than 1 or greater than 20
8601Number of coupons is less than 1
8602not enough coupon rates given
9010Cannot converge on an IRR - check cash flow data
9020Internal calculation error - cannot converge
9030Too many large negative returns on portfolio to calculate dispersion
10010Survival factor array size too small
10011Survival factor array size > maximum size (40)
10020Experience table array size too small
10021Experience table array size > maximum size (480)
10030Annual payments array size too small
10040There must be at least one coupon rate
10041Number of rate changes must be greater than zero
10042Date of first rate change must be less than or equal to initial coupon date
10043Number of day type date changes must be greater than zero
10044Number of coupon frequency changes must be greater than zero
10045Date of first rate change must be less than or equal to settlement date
10046First coupon date must be less than or equal to settlement date
10047Last coupon date must be greater than settlement date
10100End of period date not greater than start of period date
11001Issue day not the first of the month
11101Balloon month is less than zero
11102Balloon month is greater than wam
11200Days accrued is less than zero
11301Number of holding months <= zero
11302Number of holding months > number of cash flows
11401Lock out in months < zero
11402Lock out in months > wam
11500Months elapsed 1 is greater than or equal to months elapsed 2
11501Number of months payment increases < zero
11502Number of months payment increases > original term
11600months elapsed 1 is out of range
116xxelement xx of the months elapsed 1 array is out of range
11700months elapsed 2 is greater than original wam or less than zero
117xxelement xx of the months elapsed 2 array is greater than the original wam or less than zero
11800Number of months in the period is not equal to 1
118xxNumber of months in the period defined by element xx is not the same for every array
11901wam is less than zero
11902wam is greater than original term
12xxxProblem with date in array element xxx
13100mortgage balance <= zero
13200mortgage factor < zero
13300The total number of months of projections is less than the wam
13310The number of projections is less than or equal to zero
13320Number of months in a projection is less than or equal to zero
13330All elements in projections array must be greater than or equal to 1
13331First element in projections array must be -1 or greater than or equal to 1
13332Last element in projections array must be -1 or greater than or equal to 1
14000The given date falls on a holiday or a weekend
14100Thousands of securities is less than zero
14200The number of generated cash flows is greater than 'max_cfs'
14201The number of generated coupons is greater than 'max_cpns'
14210All cash flows must be between start of period and end of period. At least one is not.
14250The number of entries in the input cash flow array(s) cannot be less than or equal to zero
14260The number of entries in the input array(s) is greater than the maximum allowed
14300Coupon frequency is less than the sink frequency
14350Only one principal flow is allowed for this function
14400The maturity date is too far from the settlement date
14410The time period between coupon dates for floating year basis 8 is greater than 1 year
14500The cash flow yield could not be calculated
14501The cash flow duration could not be calculated
14502Could not match duration - try reducing cash flow tolerance
14550The market value redemption value could not be calculated
15xxxNumber (amount, cash flow or prepayment) out of allowable range in array element xxx
16xxxThe cash flow date in array element xxx is after the end-of-period datee