------------------------------------Log File For MDurationExec------------------------------------- ---------------------------------------------------------------------------------------------------- Generation of MDurationExec Log started on : Tue Jan 18 23:53:21 2011 ---------------------------------------------------------------------------------------------------- SMSDetails: Config File Path : /home/revdemo4/ftpshare/ERMPROD/erwin/model/ Log File Path : /home/revdemo4/ftpshare/ERMPROD/logs Date Format : mm-dd-yyyy Config User ID : confrevdemo4 Config Database Name : orcl User ID : revuser4 Database Name : revuser4 Database Type : ORACLE Database Locale : AMERICAN_AMERICA.US7ASCII MIS Date: 20081231 Run Skey: 283 Started Config XML Parsing Config XML Parsing Completed End of Cursor OCI_NO_DATA Error Msg :-> No of Rows Selected :22 [ClsUNPVMD]-> Info: Instrument Details Population Successful End of Cursor OCI_NO_DATA Error Msg :-> No of Rows Selected :180 [ClsUNPVMD]-> Info: Term Structure Details Population Successful Fic Mis Date in Initialize Method: December 31st, 2008 NPV 0 Settlement Date:January 20th, 2011 Issue Date:December 1st, 2006 Maturity Date:January 28th, 2010 [ClsUFixedRateBond]-> Error: Modified Duration Calculation Failed Account Skey : 14354 ../../ql/math/solver1d.hpp:199: In function `QuantLib::Solver1D::solve::YieldFinder>(const YieldFinder &, Real, Real, Real, Real) const': root not bracketed: f[0,1] -> [NaNQ,NaNQ] [ClsUNPVMD]-> Error: NPV Calculation OR Modified Duration Calculation Failed [Main]-> Error: Terminating MDurationExec ---------------------------------------------------------------------------------------------------- End of MDurationExec Operations : Tue Jan 18 23:53:21 2011 ----------------------------------------------------------------------------------------------------