How To Fix THM_CENTRAL153 - Error calculating clean price of instrument

THM_CENTRAL153 - Overview

• Message type: E = Error

• Message class: THM_CENTRAL - Central messages for E-HA

• Message number: 153

• Message text: Error calculating clean price of instrument

What causes this issue?

Error calculating clean price of instrument.

System Response

Valuation cannot proceed.

How to fix this error?

Please check the hedging instrument and the underlying hedge, and
validate the data. Verify, for example, that the instruments
(including, if applicable, the hypothetical instrument) are active on
the valuation date and have some volume.

Procedure for System Administrators

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

Error message extract from SAP system. Copyright SAP SE.

THM_CENTRAL153 - Details

• The SAP error message THM_CENTRAL153 typically indicates an issue with the calculation of the clean price of a financial instrument, such as a bond or other fixed-income security. This error can arise due to various reasons, including incorrect or missing data, configuration issues, or problems with the underlying financial instrument.
  Causes:
  
  Missing or Incorrect Data: The financial instrument may have missing or incorrect parameters, such as coupon rates, maturity dates, or payment frequencies.
  
  Configuration Issues: The system configuration for the financial instrument may not be set up correctly, leading to calculation errors.
  Market Data Issues: The required market data (e.g., yield curves, interest rates) may be missing or outdated.
  Instrument Type: The instrument type may not be supported for clean price calculations, or it may be incorrectly classified.
  Currency Issues: If the instrument is denominated in a currency that is not properly configured, it can lead to calculation errors.
  
  Solutions:
  
  Check Instrument Data: Verify that all necessary data