I keep getting model error when using the zbtprice bootstrapping function

When I use the zbtprice function to construct the zero-coupon curve I get a model error even for those bonds that were used to construct the curve. Shouldn't it be the case that exact price in should equal exact price out? Instead I am getting slight errors of up to -0.1%. That is when I compare the output price to the price I put in. I understand why this would be the case for bonds that settle in between cash flow date on the curve, due to interpolation, but does anyone know why it happens for bonds used as 'in-sample'?

Thanks in advance!