This section describes about the formula that calculates the memory requirements for the Cash Flow Engine.
Topics:
· Overview
The following formula calculates the memory requirements for the Cash Flow Engine.
|
Operator |
Shared memory |
|---|---|
|
+ |
Memory used by ID selected in the Processing ID |
|
+ |
10,000,000 for scenario-based runs |
|
or |
|
|
|
16,000,000 + s scenario * 5,800 for stochastic runs)* |
|
+ |
NUMPROCS+NUMSCEN*NUMEVENTS*20*8 |
|
= |
Total Memory required for Asset Liability Management |
You can modify the size of ALM shared memory using the parameter SharedMemory which is located in the following location: /ficdb/conf/ofsrm.ini file. The default value of this parameter is 165000. You can change the value of this parameter based on the application shared memory configuration.
The memory requirements for the specific IDs used in Risk Manager are described in the following list. IDs with negligible memory requirements are not included in this list.
· Prepayment Rule
Calculate the memory requirements for the Prepayment ID using the following formula:
(n leaves * y tiers per leaf * record_length)
where
record_length = 58
· Discount Rate Rule
Calculate the memory requirements for the Discount Rate ID using the following formula:
(n leaves * record_length)
where
record_length = 56
· Forecast Balance Rule
Calculate the memory requirements for the Forecast Balance ID using the following formula:
(n leaves * b buckets ranges * r rate levels * record_length1) + r rollinto leaves * c contributing leaves * b buckets (average) * record_length2)
where
record_length1 = 36
record_length2 = 40
· Maturity Strategy Rule
Calculate the memory requirements for the Maturity Strategy ID using the following formula:
(n leaves * b buckets * record_length)
where
record_length = 24
· Pricing Margin Rule
Calculate the memory requirements for the Pricing Margin ID using the following formula:
(n leaves * record_length)
where
record_length = 48
· Transaction Strategy Rule
Calculate the memory requirements for the Transaction Strategy ID using the following formula:
(n leaves * record_length * r records per leaf (average))
where
record_length = 800
· Leaf Characteristics Rule
Calculate the memory requirements for the Leaf Characteristics ID using the following formula:
(n leaves * record_length)
where
record_length = 800
· Formula Leaves Rule
Calculate the memory requirements for the Formula Leaves ID using the following formula:
(n leaves * b buckets * f number of formulas per leaf (average) * 1024)
· Forecast Rates Rule
Calculate the memory requirements for the Forecast Rates ID using the following formula:
2 * (n IRCs * s scenarios * b buckets * (t terms (average) * 8 + 32)