Index

A

account tables
  cash flow columns link

C

cash flow calculation process
  initialization of modeling data and parameters
    determination of account type link
    determination of modeling start and end dates link
    initialization of additionally derived data link
    initialization of cash flow data link
    initialization of interface data link
    initialization of pattern records link
    initialization of schedule records link
    overview link
  processing modeling events
    overview link
    payment calculation event link
    payment calculation steps link
    payment event link
    payment event steps link
    payment event steps for interest-in-advance instruments link
    prepayment event link
    prepayment event steps link
    reprice event link
cash flow calculations
  cash flow calculation process
    stages of link
  characteristics and concepts
    daily cash flows link
    event-driven logic link
    financial elements link
    instrument level modeling link
    list of link
    modeling flexibility link
  detail cash flow data link
  financial element calculations link
  overview link
  Rule of 78 link
cash flow columns
  Accrual Basis Code (ACCRUAL_BASIS_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Accrual Payment Adjustment Date (PMT_ADJUST_DATE)
    usage link
  Adjustable Type Code (ADJUSTABLE_TYPE_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Amortization Term (AMRT_TERM)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Amortization Term Multiplier (AMRT_TERM_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Amortization Type Code (AMRT_TYPE_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Calendar Period End Date (CAL_PERIOD_ID)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Compounding Basis Code (COMPOUND_BASIS_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Book Balance (CUR_BOOK_BAL)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Gross Rate (CUR_GROSS_RATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Net Rate (CUR_NET_RATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Option-Adjusted Spread (CUR_OAS)
    definition link
    usage link
  Current Par Balance (CUR_PAR_BAL)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Payment (CUR_PAYMENT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Current Static Spread (CUR_STATIC_SPREAD)
    definition link
    usage link
  Current Transfer Pricing Period Average Daily Balance (CUR_TP_PER_ADB)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Deferred Current Balance (DEFERRED_CUR_BAL)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Deferred Original Balance (DEFERRED_ORG_BAL)
    data verification requirements and suggested defaults link
    definition link
    usage link
  descriptions link
  Gross Margin (MARGIN_GROSS)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Historic Option-Adjusted Spread (HISTORIC_OAS)
    definition link
    usage link
  Historic Static Spread (HISTORIC_STATIC_SPREAD)
    definition link
    usage link
  ID Number (ID_NUMBER)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Instrument Type Code (INSTRUMENT_TYPE_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Interest Rate Code (INTEREST_RATE_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Interest Type Code (INT_TYPE_CODE)
    data verification requirements and suggested defaults link
  Interest Type Code (INT_TYPE_CODE)
    definition link
    usage link
  Issue Date (ISSUE_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Last Payment Date (LAST_PAYMENT_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Last Reprice Date Balance (LRD_BALANCE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Last Repricing Date (LAST_REPRICE_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  list link
  Margin (MARGIN)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Matched Spread (MATCHED_SPREAD)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Maturity Date (MATURITY_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Negative Amortization Amount (NEG_AMRT_AMT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Negative Amortization Equalization Date (NEG_AMRT_EQ_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Negative Amortization Equalization Frequency (NEG_AMRT_EQ_FREQ)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Negative Amortization Equalization Frequency Multiplier (NEG_AMRT_EQ_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Negative Amortization Limit (NEG_AMRT_LIMIT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Net Margin Code (NET_MARGIN_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Next Payment Date (NEXT_PAYMENT_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Next Repricing Date (NEXT_REPRICE_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Original Par Balance (ORG_PAR_BAL)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Original Payment Amount (ORG_PAYMENT_AMT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Original Term (ORG_TERM)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Original Term Multiplier (ORG_TERM_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Origination Date (ORIGINATION_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  overview link
  Payment Adjustment Date (PMT_ADJUST_DATE)
    data verification requirements and suggested defaults link
    definition link
  Payment Change Frequency (PMT_CHG_FREQ)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Change Frequency Multiplier (PMT_CHG_FREQ_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Decrease Limit - Cycle (PMT_DECR_CYCLE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Decrease Limit - Life (PMT_DECR_LIFE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Frequency (PMT_FREQ)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Frequency Multiplier (PMT_FREQ_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Increase Limit - Cycle (PMT_INCR_CYCLE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Payment Increase Limit - Life (PMT_INCR_LIFE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Percent Sold (PERCENT_SOLD)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Prior Transfer Pricing Period Average Daily Balance (PRIOR_TP_PER_ADB)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Cap Life (RATE_CAP_LIFE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Change Minimum (RATE_CHG_MIN)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Change Rounding Code (RATE_CHG_RND_CODE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Change Rounding Factor (RATE_CHG_RND_FAC)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Decrease Limit - Cycle (RATE_DECR_CYCLE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Floor Life (RATE_FLOOR_LIFE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Increase Limit - Cycle (RATE_INCR_CYCLE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Set Lag (RATE_SET_LAG)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Rate Set Lag Multiplier (RATE_SET_LAG_MULT)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Remaining Number of Payments (REMAIN_NO_PMTS)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Repricing Frequency (REPRICE_FREQ)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Repricing Frequency Multiplier (REPRICE_FREQ_MULT)
    usage link
  Repricing Frequency Multiplier (REPRICE_FREQ_MULT)
    data verification requirements and suggested defaults link
    definition link
  Teaser-rate End Date (TEASER_END_DATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Transfer Rate (TRANSFER_RATE)
    data verification requirements and suggested defaults link
    definition link
    usage link
  Transfer Rate Remaining Term (TRAN_RATE_REM_TERM)
    data verification requirements and suggested defaults link
    definition link
    usage link
cash flow edit logic
  assignment link
  codes link
  description link
  error condition link
  overview link
  purpose link
  warning link
current rate risk
  measurement link

D

detail cash flow data
  columns
    description link
    event use link
    name link
    type link link
Dynamic
  Characteristics link

E

embedded rate risk
  example link
  measurement link

F

financial element calculations
  account type processing link
  averaging type link
  financial element description link
  financial element number link
  weighting factor link

I

Initialize
  Cash Flow Data link
  Interface Data link
interest rate spread
  credit spread link
  funding spread link
  rate risk spread link

L

ledger migration
  mechanics
    assumptions link
    charge/credit generation link
    direct transfer pricing of ledger balances link
    Management Ledger Table link
    transfer rate and option cost calculation link
    Virtual Memory Table link
  option costs ledger migration
    in remaining term calculation mode link
    in standard calculation mode link
    overview link
  overview
    charges link
    credits link
  required parameters
    calculation mode link
    conditions and tables link
    dimensions link
    entered and functional currency link
    Line Item dimension link
    offset organization unit link
    overview link
    transfer pricing parameters link
    Transfer Pricing Process rule link
    transfer pricing rule link
  transfer rate ledger migration
    account tables accumulation link
    example link
    Management Ledger Table processing link
    overview link
ledger migration process link
ledger migration processledger migration

M

Management Ledger Table
  standards
    data signage link
    editing standards link
    weighted average transfer rate (WATR) and charge/credit rows link
Modeling
  Start, End Dates link

N

Negative
  Amortization Check link
NGAM Equalization Event link

O

option costs
  calculation architecture
    assumptions link
  calculation technique
    Monte Carlo technique link
  calculations
    calculating forward rates link
    calculating option-adjusted spread (OAS) link
    calculating static spread link
    defining the option-adjusted spread link
    defining the static spread link
    example link
    process flow link
  examples link
  model usage
    calibrating the accuracy of calculations link
    nonunicity of the static spread link
  model usage hints link
  overview link
  spreads
    option-adjusted spread (OAS) link
    static spread link
  theory
    assumptions link
    definitions link
    equivalence of the option adjusted spread and risk-adjusted margin link
    equivalence of the static spread and margin link
option costs
  model usage
    overview link
Oracle Transfer Pricing option costs link
Oracle Transfer Pricing option costsoption costs

P

Percent
  Sold Adjustment link

R

rate conversion
  algorithms
    conversion from yield-to-maturity to zero-coupon yield link
    conversion from zero-coupon yield to yield-to-maturity link
    overview link
    terminology used link
  characteristics of interest rates codes
    accrual basis link
    compound basis link
    rate format link
  overview link
  rate format usage
    Monte Carlo rate path generation link
    overview link
    rate index calculation from Monte Carlo rate paths link
    use in transfer pricing methods link
  usage link
rate risk profit
  current rate risk profit link
  embedded rate risk profit link
Rule of 78
  example link
  overview link

S

Static Characteristics link

T

transfer price link
transfer pricing
  concept link
  definition link
transfer pricing approaches
  matched rate link
    accounting link
    advantages link
    example link
    workings link
  traditional link
    pitfalls link
transfer pricing option costs link
transfer pricing option costsoption coststransfer rate ledger migration
  Management Ledger Table processing
    accounts with ledger-only data source link
    calculation of overall WATR (financial element 170) link
    generation of charge/credit for funds (financial element 450) link
    unpriced accounts link
transfer rates
  average cost of funds link
  marginal cost of funds link
  multiple link
  single link
Triggers link

V

Virtual Memory Table
  types of columns link

Y

Yield Curve link