| RY356 |
Statistic type & for volatility type & not maintained |
| RY357 |
Correlation type & not maintained |
| RY358 |
Statistic type & for correlation type & not maintained |
| RY359 |
Problems generating covariance matrix |
| RY360 |
Could not read variance of risk factor & & |
| RY361 |
Profitability segments are too big. P&L output is being suppressed. |
| RY362 |
No rate category is stored for the statistic type |
| RY363 |
The second moment is negative for PH nodes & 1 and RH nodes & 2 |
| RY370 |
------------- uni. risk factor ----------------------------------------- |
| RY371 |
Risk factor & on & not found |
| RY372 |
Risk factor type of risk factor & does not exist |
| RY373 |
RFC problems in determining risk factor & |
| RY374 |
Correlation type and volatility types have differing sample categories |
| RY375 |
Risk factor & not defined |
| RY376 |
RFC problems: risk factor: & |
| RY400 |
*-- Market data cache scenario and current data: Interest area----------* |
| RY401 |
Scenario & does not exist |
| RY402 |
Yield curve type &1 in currency &2 not maintained for scenario &3 |
| RY403 |
Forward curve &1 &2 cannot be calculated for &3 |
| RY404 |
Yield curve &1 &2 for &3 not found |
| RY405 |
Yield curve &1 &2 in scenario &3 cannot be calculated |
| RY406 |
Yield curve & has a change in currency in the interpolation |
| RY407 |
Scenario progression & not found |
| RY408 |
Scenario progression & for yield curve &, date & and currency & is empty |
| RY409 |
Scenario progression & is empty |
| RY410 |
Unable to find reference interest rates &1 from &2 through &3 |
| RY411 |
Reference interest rates & are missing; see long text |
| RY412 |
Reference interest rate &1 does not exist for &2 |
| RY430 |
*-- Market data - current data: Currency area -----------------------* |
| RY431 |
Exchange rate &/& on & was not found |
| RY432 |
Unable to find exchange rate & on & |
| RY433 |
Currency rate &/& on & is too small for the calc. of delta and gamma |
| RY434 |
Exchange rates &/& are missing; see long text |
| RY460 |
*-- Market data - current data: Stocks and index area --------------* |
| RY461 |
Index & in index type & on & not found |
| RY462 |
Security class & not found for rate type & on & |
| RY463 |
Security price for class & for rate type & is too old |
| RY464 |
Unable to find security prices for class &, price type & from & thru & |
| RY465 |
Unable to find indexes & of type & from & through & |
| RY466 |
Security prices for class & and price type & are missing |
| RY467 |
Index values & for index type & are missing; see long text |
| RY468 |
Yield curve is used to price the security |
| RY469 |
Shift generation: Unable to find security class & in price type & on & |
| RY470 |
Prices for security ID number &, price type & are missing for & |
| RY471 |
Unable to find securities prices for class &, price type &, on & |
| RY472 |
Unable to find the value of index &, index type & on & |
| RY480 |
*-- Market data - current data: Volatility area -----------------------* |
| RY481 |
Volatility not found for volatility type & and underlying & on & |
| RY482 |
Volatility not found for volatility type & and underlying & in scenario & |
| RY483 |
Volatility curve is not consistent |
| RY484 |
Volatility for volatility type & on & was not calculated |
| RY485 |
Unable to select complete data for risk type & on & |
| RY486 |
Unable to find volatility &1 for &2; data for &3 is used instead |
| RY490 |
*-- Market data - current data: Correlations -------------------------* |
| RY491 |
Adjustment of correlation matrix is inconsistent; see error log |
| RY492 |
Matrix is negative definite; diff. btw adjusted and non-adjusted is &1 |
| RY493 |
Difference between adjusted and non-adjusted matrix is &1 |
| RY494 |
No &1-&2 correlation coefficients exist for correlation type &3 |
| RY495 |
Correlation matrix is not positive definite |
| RY496 |
Correlation matrix is positive definite; no adjustment is required |
| RY497 |
Correlations were saved although correlation matrix is negative definite |
| RY498 |
Correlation matrix is not positive definite |
| RY499 |
Correlation coefficient between & and & on & was not calculated |
| RY500 |
*-- Shift rule buffer: 501-550 Risk hierarchy rules --------------------* |
| RY501 |
Insufficient data in historial yield curves for curve type & & |
| RY502 |
No volatility shift for interest rate reference & in yield curve & & |
| RY503 |
Insufficient historical currency rates for &/& rate category & |
| RY504 |
No volatility shift for exchange rate &/& |
| RY505 |
Insufficient historical index values for & index type & |
| RY506 |
No volatility shift for index & index type & |
| RY507 |
Insufficient historical volatil. data for volatility type &, underlying & |
| RY508 |
Insufficient historical security prices for class & price type & |
| RY509 |
No volatility shift for security class & price type & |
| RY510 |
Risk hierarchy & is inconsistent |
| RY511 |
No volatility shift for risk factor & |
| RY512 |
Insufficient historical risk factor values for risk factor & |
| RY513 |
Yield curve &1 with currency &2 in risk hierarchy &3 is defined twice |
| RY514 |
Market data in yield curve & (currency &) is incorrect |
| RY520 |
Shift rules: Historical start date per calendar & changed from & to & |
| RY521 |
Shift rules: Interest rate risk factor & not found |
| RY522 |
Shift rules: Node & cannot be assigned to risk hierarchy & |
| RY523 |
Shift rules: Shift number & was not used for & & & |
| RY524 |
Shift rules: Node & is not a risk factor in risk hierarchy & |
| RY525 |
Number for VaR simulations must be smaller than or equal to 99998 |
| RY527 |
An error occurred while generating the shifts for this risk factor |
| RY528 |
Unable to display shifts for nodes of a risk hierarchy |
| RY550 |
*------------------ Central Volatility Database ------------------------ |
| RY551 |
Volatility & not found for volatility type & for & |
| RY552 |
Definition of volatility profile for volatility & is inconsistent |
| RY553 |
Volatility values &1, &2, &2 for &4 are incompatible |
| RY600 |
*---------------------- Evaluation control ---------------------------- |
| RY601 |
Object requested is currently locked by user & |
| RY602 |
Parallel processing: Server group & does not exist |
| RY603 |
Parallel processing: Internal error |
| RY604 |
Parallel processing: All available servers are overloaded |
| RY605 |
Parallel processing: & tasks could not be processed successfully |
| RY606 |
Task processing cancelled due to &1; data is incomplete |
| RY607 |
Parallel processing: module &1, call &2, return code &3 |
| RY608 |
The following errors occurred during parallel processing (&1): |
| RY609 |
Task &1: return code &2, message &3 &4 |