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