1. Preface

1.1 Introduction

This manual is designed to help you maintain and process Derivative instruments in Oracle FLEXCUBE. It also assists you in handling all the necessary activities in the life-cycle of a derivative once it is booked. This includes the generation of messages and reports, the accrual and liquidation of interest components, the application of charges and taxes and so on.

You can further obtain information specific to a particular field by placing the cursor on the relevant field and striking <F1> on the keyboard.

1.2 Audience

This manual is intended for the Customer Service Representatives (CSRs) and staff in charge of setting up new products in your bank.

1.3 Documentation Accessibility

For information about Oracle's commitment to accessibility, visit the Oracle Accessibility Program website at http://www.oracle.com/pls/topic/lookup?ctx=acc&id=docacc.

1.4 Acronyms and Abbreviations

The following are some of the acronyms and abbreviations you are likely to find in the manual:

Acronym	Abbreviation
DV	Derivatives
FRA	Forward Rate Agreements.
CCS	Cross Currency Swaps.
IRS	Interest Rate Swaps.
MA	Master Agreement.
SWIFT	Society for Worldwide Inter-bank Financial Telecommunication.
ISDA	International Swaps and Derivatives Association.
EOD	End of Day
BOD	Beginning of Day

1.5 Organization

This manual is organized as follows:

Chapter	Description
Chapter 1	About this Manual gives information on the intended audience. It also lists the various chapters covered in this User Manual.
Chapter 2	Derivatives - An Overview is a snapshot of the features that the module provides.
Chapter 3	General Maintenance for the derivative module deals with the maintenance of basic information that needs to be set up before the Derivatives module becomes operational.
Chapter 4	Defining Attributes Specific to Derivative Products describes the procedure to define attributes specific to derivative products.
Chapter 5	Processing a Derivative Contract lists and explains the details of a derivative that should be captured. It also explains how to asso­ciate a DV product with a DV contract.
Chapter 6	Batch Processing documents the Beginning and End of Day functions that are processed by the system.
Chapter 7	Error messages for Derivatives lists the error messages that you encounter while working with Oracle FLEXCUBE.
Chapter 8	Reports provide a list of reports that can be generated in this module and also explains their contents.
Chapter 9	Annexure A - Accounting Entries and Advices contains an event-wise list of suggested accounting entries and advices for the Derivatives module
Chapter 10	Function ID Glossary has alphabetical listing of Function/Screen ID's used in the module with page references for quick naviga­tion. .

1.6 Related Documents

• The Procedures User Manual
• The Messaging System User Manual
• The Central Liability User Manual

1.6.1 Glossary of Icons

This User Manual may refer to all or some of the following icons:

Icons	Function
	Exit
	Add row
	Delete row
	Option List