Error codes

Contents 1 Overview 2 General error codes 3 File errors 4 File structures 5 Date issues 6 Credit ratings 7 Securities 8 Currencies 9 Inflation indices 10 Hedging 11 Weight and returns files 12 Stress test files 13 Yield curves 14 Buckets 15 General

Overview

If an error is detected, it will be written to the log except in the cases shown below.

In some cases it may be necessary to correct one group of errors before others become apparent. For instance, if the security file has the wrong number of columns, then this must be corrected before issues with the security definitions can be fixed.

General error codes

Condition	Value	Status	Description	Comment
ERC_OK	0	No issue detected

File errors

Condition	Value	Status	Description	Comment
ERC_COULD_NOT_DELETE_LOG_FILE	1	Fatal	Log file cannot be erased, so program cannot proceed further. This error can be triggered before the log file is created, therefore it is not written to the log.	Log file may be open in another application, or you may not have permission to delete the file.
ERC_CONFIG_FILE_NOT_FOUND	2	Fatal	Config file not found, therefore cannot proceed further. Either (i) no config file was supplied, or (ii) the supplied config file does not exist. This error can be triggered before the log file is created, therefore it is not written to the log.	Ensure that the configuration file exists and that it has been correctly passed to FIA, using a command of the form fiaXX -c filename.cnf. Note that the name may be case-sensitive.
ERC_SECURITY_FILE_NOT_FOUND	3	Fatal	Mandatory security file has not been supplied or does not exist	Ensure that file exists and that it has been correctly specified in the config file, using the SecurityFile= parameter. Note that the name may be case-sensitive.
ERC_PORTFOLIO_FILE_NOT_FOUND	4	Fatal	Mandatory portfolio file has not been supplied or does not exist	Ensure that file exists and that it has been correctly specified in the config file, using the PortfolioFile= parameter. Note that the name may be case-sensitive.
ERC_BENCHMARK_FILE_NOT_FOUND	5	Fatal	Requested benchmark file was not found	Ensure that file exists and that it has been correctly specified in the config file, using the BenchmarkFile= parameter. Note that the name may be case-sensitive.
ERC_YIELDCURVE_FILE_NOT_FOUND	6	Fatal	Requested yield curve file was not found	Ensure that file exists and that it has been correctly specified in the config file, using the YieldCurveFile= parameter. Note that the name may be case-sensitive.
ERC_STRESS_FILE_NOT_FOUND	7	Fatal	Requested stress scenario file was not found	Ensure that file exists and that it has been correctly specified in the config file, using the StressFile= parameter. Note that the name may be case-sensitive.
ERC_MAP_FILE_NOT_FOUND	8	Fatal	Requested security mapping file was not found	Ensure that file exists and that it has been correctly specified in the config file, using the MapFile= parameter. Note that the name may be case-sensitive.
ERC_FX_FILE_NOT_FOUND	9	Fatal	Requested FX file was not found	Ensure that file exists and that it has been correctly specified in the config file, using the FXFile= parameter. Note that the name may be case-sensitive.
ERC_CANNOT_OPEN_REPORT_FILE	10	Warning	Cannot write report file	File may be already open in another application, or you may not have permission to create a new file.
ERC_CANNOT_CREATE_REPORT_DIRECTORY	11	Fatal	Cannot create directory named in configuraton field ReportDirectory	You may not have permission to create the requested directory.
ERC_CANNOT_CREATE_EXCEL_WORKBOOK	12	Warning	Cannot create Excel workbook	Spreadsheet may be already open in another application, or you may not have permission to create a new file.
ERC_CANNOT_CREATE_EXCEL_WORKSHEET	13	Warning	Cannot create Excel worksheet	Spreadsheet may be already open in another application, or you may not have permission to create a new file.

File structures

Condition	Value	Status	Description	Comment
ERC_NO_DATA_FOUND	100	Fatal	No rows found in named file
ERC_WRONG_NUMBER_COLUMNS_IN_FILE	101	Fatal	For files that require a fixed number of columns, one or more rows contained too few or too many columns
ERC_INSUFFICIENT_DATA_COLUMNS	102	Fatal	For files that require a minimum number of columns, ensures at least the minimum number exists
ERC_INSUFFICIENT_DATES	103	Fatal	Returns data must be present at more than one date	Note that the first set of dates is only used to specify the start of the calculation interval; the values of the weights and returns do not matter, since the values at the end of the interval are used for attribution. For this reason, many of the demo files have zero weights and returns for the first date in the file.

Date issues

Condition	Value	Status	Description	Comment
ERC_INVALID_DATE_FORMAT	200	Fatal	Could not interpret date using supplied format string
ERC_DATE_BEFORE_1970	201	Fatal	Using the supplied format string, a date was interpreted as lying before 1970.	This is usually caused by supplying a two-figure year but a four-year format.
ERC_INVALID_DATE_FORMAT	202	Fatal	A start and end date has been supplied in the configuration file, but the end date lies before the start date.
ERC_DATE_AFTER_2150	203	Fatal	Using the supplied format string, a date was interpreted as lying after 2150.	2150 should be beyond the maturity date of any bond currently issued or planned.

Credit ratings

Condition	Value	Status	Description	Comment
ERC_INVALID_CREDIT_RATING	300	Fatal	Unrecognised credit rating
ERC_DUPLICATE_CREDIT_RATING_IN_CONFIG_FILE	301	Fatal	Verifies that there are no duplicates in credit rating list.

Securities

Condition	Value	Status	Description	Comment
ERC_SECURITY_NAME_TOO_SHORT	400	Fatal	Security ID must be at least 3 characters long
ERC_PORTFOLIO_SECURITY_NAMES_IDENTICAL	401	Fatal	Security has same name as portfolio
ERC_UNRECOGNIZED_SECURITY_TYPE	402	Fatal	Security type is undefined
ERC_UNDEFINED_SECURITY_IN_PORTFOLIO	403	Fatal	Security has not been set up in the security definition file, or defined as a portfolio
ERC_DUPLICATE_SECURITY_IN_SECURITY_FILE	404	Fatal	Duplicate tuple (security name/active date) found in security definition file
ERC_INCONSISTENT_SECURITY_MAP	405	Fatal	Security identifier has been assigned to two or more security codes
ERC_INVALID_RETURN	406	Fatal	Local or base currency return must be > -1

Currencies

Condition	Value	Status	Description	Comment
ERC_UNRECOGNIZED_CURRENCY	500	Fatal	Currency code is not recognised
ERC_NO_FX_RATE_FOUND	501	Fatal	No FX rate found in file for given combination of date and currency

Inflation indices

Condition	Value	Status	Description	Comment
ERC_NO_CPI_FILE	550	Fatal	Inflation data is required, but no inflation index file has been supplied
ERC_MISSING_CPI_DATA	551	Fatal	Insufficient historical data to calculate inflation return for a security was found

Hedging

Condition	Value	Status	Description	Comment
ERC_NO_BASE_CURRENCY_DEFINED	600	Fatal	No base currency has been set up for hedging
ERC_UNRECOGNIZED_BASE_CURRENCY	601	Fatal	Currency selected as base for hedging is not recognised
ERC_INVALID_HEDGE_RATIO	602	Fatal	Hedge ratio was set to value less than zero or greater than one
ERC_MULTIPLE_CURRENCIES_IN_SECTOR	603	Fatal	Securities in more than one currency were found in a sector, but Brinson attribution requires single-currency sectors

Weight and returns files

Condition	Value	Status	Description	Comment
ERC_EMPTY_PORTFOLIO	700	Fatal	Portfolio detected that contains no securities or sub-portfolios
ERC_DUPLICATE_PORTFOLIO_RECORDS	700	Fatal	Duplicate [date, security ID] entry found in portfolio file

Stress test files

Condition	Value	Status	Description	Comment
ERC_DUPLICATE_SCENARIO_NAME	800	Fatal	Duplicate scenario name in stress test file

Yield curves

Condition	Value	Status	Description	Comment
ERC_NO_SOVEREIGNCURVE_FOUND	900	Fatal	No sovereign curve found in given currency
ERC_NO_CREDITCURVE_FOUND	901	Fatal	No credit curve found in given rating and currency
ERC_INSUFFICIENT_YIELDCURVE_DATA	902	Fatal	Not enough points found (3 minimum) to define curve at given date, currency, rating
ERC_DUPLICATE_YC_RECORDS	903	Fatal	Duplicate records found in curve at given date, currency, rating. maturity
ERC_INVALID_TWIST_POINTS	904	Fatal	Supplied lower twist point must be higher than upper twist point

Buckets

Condition	Value	Status	Description	Comment
ERC_INVALID_MATURITY_BUCKET	1000	Fatal	Supplied entry for maturity bucket not a valid maturity
ERC_EMPTY_MATURITY_LIST	1001	Fatal	MaturityList set to empty string
ERC_NEGATIVE_MATURITY_BUCKET	1002	Fatal	Negative value supplied for maturity bucket
ERC_INVALID_KRD	1003	Fatal	Supplied entry for KRD bucket not a valid maturity
ERC_EMPTY_KRD_LIST	1004	Fatal	KRDList set to empty string
ERC_NEGATIVE_KRD	1005	Fatal	Negative value supplied for KRD
ERC_INVALID_DURATION_BUCKET	1006	Fatal	Supplied entry for duration bucket not a valid maturity
ERC_EMPTY_DURATION_LIST	1007	Fatal	DurationList set to empty string
ERC_EMPTY_PARTITION_LIST	1008	Fatal	ReportSectors set to empty string	Erase this line, comment it out, or set to a valid partition variable (eg CURRENCY)
ERC_EMPTY_CREDIT_RATING_LIST	1009	Fatal	CreditRatingList set to empty string
ERC_EMPTY_COUPON_LIST	1010	Fatal	CouponList set to empty string
ERC_INVALID_COUPON_BUCKET	1011	Fatal	Supplied entry for coupon bucket not a valid value
ERC_NEGATIVE_COUPON_BUCKET	1012	Fatal	Negative value supplied for coupon bucket
ERC_INVALID_TENOR	1013	Fatal	Supplied entry for tenor not a valid value
ERC_EMPTY_TENOR_LIST	1014	Fatal	TenorList set to empty string
ERC_NEGATIVE_TENOR	1015	Fatal	Negative value supplied for tenor point

General

Condition	Value	Status	Description	Comment
ERC_INSUFFICIENT_MEMORY	1100	Fatal	Insufficient memory to run
ERC_CIRCULAR_LINK_IN_SECURITY_MAP	1101	Fatal	A security has been referenced to itself in the security map file
ERC_MULTIPLE_ROOT_NODES	1102	Fatal	More than one root node was detected for the given portfolio
ERC_UNRECOGNISED_OPTION	1103	Fatal	Unrecognised option supplied in configuration file
ERC_NAN_SUPPLIED	1104	Fatal	Field must be supplied for given security
ERC_REAL_CONVERSION_ERROR	1105	Fatal	Cannot convert field to real
ERC_INTEGER_CONVERSION_ERROR	1106	Fatal	Cannot convert field to integer
ERC_NON_NEGATIVE_NUMBER	1107	Fatal	Cannot convert field to non-negative real
ERC_CONFIG_FILE_ERROR	1108	Fatal	Error in configuration file
ERC_EMPTY_CELL	1109	Fatal	Cell cannot be empty
ERC_EMPTY_SECTOR_NAME	1110	Fatal	Empty sector name found in sector classification string
ERC_EMPTY_SECTOR_VALUE	1111	Fatal	Empty sector value found in sector classification string
ERC_NO_EQUALS_SIGN_IN_SECTOR_STRING	1112	Fatal	No equals sign found in sector classification string
ERC_MULTPLE_EQUALS_SIGNS_IN_SECTOR_STRING	1113	Fatal	Multiple equals signs found in sector classification string
ERC_INVALID_RESIDUAL_SECTOR_NAME	1114	Fatal	Both the supplied residual sector name and the default value are empty
ERC_INVALID_PARTITION_NAME	1115	Fatal	Supplied partition is not recognised
ERC_INVALID_FILE_NAME	1116	Fatal	Supplied portfolio or benchmark name cannot be used as file name
ERC_PARTITION_LIST_TOO_LONG	1117	Fatal	Supplied partition list is too long - Excel only allows a drill-down depth of 8 levels
ERC_MISMATCHED_PORTFOLIO_BENCHMARK_RECORDS	1118	Fatal	Records are present in the portfolio on dates when there are no records in the benchmark, or vice versa