Error codes

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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
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