Application Engines and Jobstreams
This section discusses:
Calculation types.
Calculation library.
Jobstreams.
Scenario types and economic assumptions.
Application engines.
The two primary Funds Transfer Pricing application engines—the FTP_RATE and FI_FCSTFTP application engines—use interest rates for their processing. When run, these application engines call the rate environment (Yield Curve environment) for funds transfer pricing rates. These application engines also call the Cash Flow application engine and the financial calculator.
This application has several batch programs or application engines that process the rules and calculate funds transfer pricing rates, credit, and charge amounts.
Calculation Types
Here are the calculations that PeopleSoft Funds Transfer Pricing uses:
FTP Base Rate = Balance Amount * FTP Rate * Accrual Factor
FTP Adjustment = Balance Amount * FTP Adjustment Rate * Accrual Factor
FTP Charges for allocated RWC = RWC Amount for Instrument * FTP Cost of Capital Rate * Accrual Factor
Note: The funds transfer pricing adjustments are assessed separately from the base funds transfer pricing charges, so that it is possible to report them separately from any adjustments for incentives, embedded options, liquidity, or risk considerations.
Calculation Library
The Calculation Library is a collection of related PeopleCode functions that are modifiable for any proprietary methodologies that your organization uses. Several funds transfer pricing application engines use these PeopleCode functions when calculating funds transfer pricing rates, and break funding charges. The functions are all stored on the FTP_CALC_AET state record. The calculation routines interface with the cash flow generator and the curve evaluator support modules.
The Calculation Library is used by FTP_RATE, FTP_BFND, FTP_ACCT, FTP_TRPS, and FI_FCSTFTP application engines.
Jobstreams
Note: The jobstreams listed are for the sample data PeopleSoft Funds Transfer Pricing delivers, and you may choose to create your own jobstreams. The following table lists the jobstreams that are delivered with PeopleSoft Funds Transfer Pricing and the application engines used within those jobstreams. You can run any of these jobstreams by going to the Run application engines central navigation page in the Funds Transfer Pricing Center, then select the Run Jobstreams link.
|
Process |
Description |
Jobstream |
Application Engines Used |
|---|---|---|---|
|
Daily |
Computationally intensive, so run jobstream nightly to calculate funds transfer pricing rates for new or repriced instruments. |
FTPDAILY |
FTP_RATE FTP_BFND MERGE |
|
Monthly |
Run jobstream for fiscal year or accounting period. |
FTPMONTHLY |
FTP_RATE FTP_CCRATE FTP_BFND MERGE FTP_INST FTP_ACCT PF_MULT_CUR POST EDIT MERGE |
|
Account Charges |
Run jobstream for account charges at end-of reporting period. |
FTP_ACCT |
FTP_ACCT |
|
Other Instrument Balances |
Run jobstream for instrument balances as needed. |
FTP_BAL |
FTP_BAL |
|
Break Funding |
Run jobstream for break funding charges daily. |
FTP_BFND |
FTP_BFND |
|
Cost of Capital |
Run jobstream for cost of capital at the end of reporting period. |
FTP_CCRATE |
FTP_CCRATE |
|
Forecasting |
Run jobstream for multiple historic or future reporting periods. |
FTP_FCAST |
FTP_FRATE FTP_CCRATE MERGE FTP_FPOOL MERGE |
|
Forecasted Pools |
Run jobstream for forecasted pools as needed. |
FTP_FPOOL |
FTP_POOL |
|
Forecasted Pools Rate |
Run jobstream for forecasted pools rates as needed. |
FI_FCSTFTP |
FI_FCSTFTP |
|
Instrument Charges |
Run jobstream for instrument charges at the end of the reporting period. |
FTP_INST |
FTP_INST |
|
End of Period for Products |
Run jobstream for products at the end of the period. |
FTP_PRODS |
FTP_CCRATE FTP_RATE FTP_BFND FTP_INST |
|
Rate Process |
Run jobstream daily. |
FTP_RATE |
FTP_RATE |
|
Charges for Positions |
Run jobstream for treasury position charges at the end of the reporting period. |
FTP_TRPOS |
FTP_TRPOS |
Scenario Types and Economic Assumptions
This table details the scenario types and economic assumptions for the jobstreams:
|
Functional Objective |
Scenario Type |
Economic Assumption |
Jobstream |
|---|---|---|---|
|
FTP Rate |
Historical |
Market Rates |
Rates, Breakfunding |
|
FTP Charge |
Historical |
Market Rates |
Cost of Capital, Instrument, Treasury Positions, Accounts |
|
Post (to ledger) |
Historical |
Market Rates |
Post |
|
Forecast Rates |
Forecast |
Market Rates, Deterministic |
Forecast Rate |
|
Forecast Charges |
Forecast |
Market Rates, Deterministic |
Forecast Rate, Forecast Pool Charges |
Application Engines
This table lists the application engines used within the jobstreams:
|
Application Engine ID |
Input Rules/Tables |
Output Tables |
Calculates |
|---|---|---|---|
|
FTP_RATE |
FI_FCALC_DEFN FTP_RULE_TBL FTP_BFND_TBL FI_INSTR_F00 FI_IBAL_R00 |
FI_IFTPRATE_R00 FI_IFTPADJ_R00 FI_IFTPBFND_R00 FI_IBFCHRG_F00 FI_FTP_BSEQ_IN_F00 |
Funds transfer rates for instruments based on funds transfer pricing rules assigned on the Financial Calculation Rules page. |
|
FTP_CCRATE |
FI_CONFIG_TBL FI_CURR_COF_TBL |
FTP_CCRATE_R00 |
Rates used to transfer price the cost of capital allocated by PeopleSoft RWC. PeopleSoft RWC allocates capital based on the risk of a given instrument, ledger account, or treasury position. PeopleSoft Funds Transfer Pricing is then used to calculate the associated cost for use of those capital funds. |
|
FTP_BFND |
FI_FCALC_BF_SEQ FI_IFTPBFN_R00 FI_ITRNHIST_R00 |
FI_IBFCHRG_R00 |
Break fund charges for instruments due to loan payoffs or cancelled draw downs, or early redemptions of time deposits. |
|
FTP_INST |
FI_BSR_DEFN FI_BSR_PROD_SEQ FI_INSTR_F00 FI_IBAL_R00 FI_IFTPRATE_R00 FI_IFTPADJ_R00 FI_IBFCHRG_R00 |
FTP_CALC_IN_F00 FTP_BS_PROD_F00 |
Charges or credits for instrument balances. This application engine also calculates total balances processed per basis ID, weighted average funds transfer pricing rate per basis ID, accrued break funding charges, and adjustments. |
|
FTP_ACCT |
FI_BSR_DEFN FI_BSR_RCN_SEQ PF_LEDGER_F00 PF_LED_ADB_F00 FTP_BS_PROD_F00 FTP_BS_FRPS_F00 |
FTP_CALC_AC_F00 FTP_RCN_F00 FTP_BSEQ_AC_F00 |
Charges and credits at the ledger account level. This application engine also reconciles product detail and position balances to ledger accounts and calculates funds transfer pricing charges for reconciliation amounts. |
|
FTP_TRPS |
FI_BSR_DEFN FI_BSR_TRPS_SEQ FI_TRPOS_F00 |
FTP_CALC_PS_F00 FTP_BS_TRPS_F00 |
Charges or credits for treasury positions. This application engine also calculates total balances processed per basis ID and weighted average funds transfer pricing rate per basis ID. |
|
FI_FCSTFTP |
FI_FCALC_DEFN FTP_RULE_TBL FI_INSTR_F00 FI_IBAL_R00 FI_FCST_F00 FI_ELEMENT_F00 |
FI_POOL_CF_R00 FTP_BSEQ_IN_F00 FI_POOLINST_R00 FI_FCSTRATE_R00 FTP_FCST_F00 |
Rates for forecasted instrument pools. Performs many of the same functions as the FTP_RATE application engine at the instrument-pool level rather than at the instrument level. |
|
FTP_FPOOL |
FI_BSR_DEFN FI_BSR_PROD_SEQ FI_INSTR_F00 FI_IBAL_R00 FI_IFTPRATE_R00 FI_IFTPADJ_R00 FI_IBFCHRG_R00 |
FTP_CALC_IP_F00 |
Charges or credits for forecasted instrument pools during planning and simulation processing. This application engine performs the same functions as FTP_INST at the instrument-pool level rather than at the individual instrument level. |