12/12
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
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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)
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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