Contents
1. Preface
1.1 Introduction
1.2 Audience
1.3 Documentation Accessibility
1.4 Acronyms and Abbreviations
1.5 Organization
1.6 Related Documents
1.7 Glossary of Icons
2. General Maintenance
2.1 Introduction
2.2 Derivative Types
2.2.1 Maintaining Derivative Types
2.2.2 Maintaining User Defined Fields
2.3 Maintaining Branch Parameters
2.4 Maintaining Counterparty Master Agreement Details
2.5 Maintaining Clearing Houses
2.6 Maintaining Messaging Party Details
2.7 Maintaining Limits Processing Details
3. Defining Attributes Specific to Islamic Derivative Products
3.1 Introduction
3.2 Derivative Products
3.2.1 Maintaining Derivative Products
3.2.2 Specifying Preferences for the Product
3.2.3 Viewing Product Summary Details
4. Defining the Fair Price Revaluation Methods
4.1 Introduction
4.2 Fair Values for Revaluing a Contract
4.2.1 Maintaining Fair Values for Revaluing a Contract
4.2.2 Operations on the Contract Fair Price Maintenance record
4.3 Branch wise Forward Profit Rates
4.3.1 Maintaining Branch wise Forward Profit Rates
4.3.2 Operations on the Branch wise Forward Profit Rate Maintenance record
4.3.3 Viewing Branch Rates Summary Details
4.4 Contract Specific Forward Profit Rates for Revaluation
4.4.1 Maintaining Contract Specific Forward Profit Rates for Revaluation
4.4.2 Operations on the Contract Specific Forward Profit Rate Maintenance record
5. Processing an Islamic Derivatives Contract
5.1 Introduction
5.2 Islamic Derivative Contract Input Screen
5.2.1 Maintaining the Islamic Derivative Contract Input Screen
5.2.2 Main Details tab
5.2.3 Maintaining Principal Schedule Details
5.2.4 Maintaining Holiday Treatment Details
5.2.5 Defining Principal Schedules
5.2.6 Viewing Schedule Details
5.2.7 Maintaining Profit Details
5.2.8 Contract Rate Revision
5.2.9 Indicating Commodity Details
5.2.10 Indicating other Details of the Derivative Contract
5.2.11 Limits Processing
5.2.12 Processing Brokerage on a Contract
5.2.13 Specifying Advices for the Contract
5.2.14 Viewing Event Details
5.2.15 Selecting the User Defined Fields
5.2.16 Levying Charges for a Transaction
5.2.17 Maintaining Settlement Instruction Details
5.2.18 Levying Tax on a Contract
5.2.19 Saving the Details of a Contract
5.2.20 Generating Payment Messages on Authorization
5.2.21 Viewing different versions of a Contract
5.3 Uploade Contracts for Amendment
5.3.1 Uploading Contracts for Amendment
5.3.2 Operations on a Islamic Derivatives Contract Record
5.3.3 Uploading Derivative Rates
5.3.4 A Note on DV Contract Amendment Upload
5.3.5 Viewing Contract Summary Details
5.4 Revaluation Contract Rates
5.4.1 Maintaining Revaluation Contract Rates
5.4.2 Viewing Revaluation Contract Rates Summary Details
5.5 Reassign Contracts
5.5.1 Reassigning Contracts
5.5.2 Processing Profit Rate Swaps
6. Confirmation of Profit and Principal Schedules
6.1 Introduction
6.2 Confirming Schedule Details
6.3 Reassigning a Contract to another User
7. Batch Processing
7.1 Introduction
7.2 Processing Daily Events
7.2.1 Invoking the Automatic Daily Program
7.3 Triggering the Year-end Batch process for collecting Contract-wise Data
7.3.1 Upload of DV Contracts
8. Reports
8.1 Introduction
8.2 Profit Accrual Report
8.2.1 Contents of the Report
8.3 Back Dated Deals Report
8.3.1 Contents of the Report
8.4 Contract Activity Report
8.4.1 Contents of the Report
8.5 Customer Wise Details Report
8.5.1 Contents of the Report
8.6 Customer Wise Summary Report
8.6.1 Contents of the Report
8.7 Process Exception Report
8.7.1 Contents of the Report
8.8 Revaluation Log Report
8.8.1 Contents of the Report
8.9 Settled Deals Report
8.9.1 Contents of the Report
9. Annexure A - Accounting Entries and Advices
9.1 Introduction
9.2 IDV Events
9.3 Amount Tags
9.4 Accounting Roles
9.5 Event-wise Accounting Entries and Advices
9.5.1 DBOK: Contract Booking
9.5.2 DINT: Contract Initiation
9.5.3 DILQ: Contract Profit Liquidation
9.5.4 DPLQ: Contract Principal Liquidation
9.5.5 DRVL: Contract Revaluation
9.5.6 DIAM: Contract Inception Amortization
9.5.7 DTER: Contract Termination
9.5.8 DAMN: Contract Amendment
9.5.9 DIAC: Contract Profit Accrual
9.5.10 DTAM: Contract Termination Amortization
9.5.11 DRRL: Contract Revaluation Reversal
9.5.12 UIDB: Upfront Profit Booking
9.5.13 DTER: Contract Termination
9.5.14 PCON: Purchase Confirmation
9.5.15 SCON: Sale Confirmation
9.5.16 DASS: Contract Assumption
9.5.17 DASG: Contract Assignment
9.5.18 DRVN: Contract Rate Revision
10. Annexure B - Error Codes and Messages
10.1 Error Codes and Messages
11. Function ID Glossary