C IC Formulae
This topic describes the IC formula and condition for the various sweep/pool methods.
Sweep
Table C-1 Sweep
Header / Child | Condition | Formula |
---|---|---|
Header/Child | ABS(LMVD_DR_BAL)>0 | (ABS(LMVD_DR_BAL) * RATE1*DAYS)/(YEAR*100) |
(LMVD_CR_BAL>0) AND (LMVD_CR_BAL<=10000) | (LMVD_CR_BAL * RATE2*DAYS)/(YEAR*100) | |
(LMVD_CR_BAL>10000) AND (LMVD_CR_BAL<=9999999) | (LMVD_CR_BAL * RATE3*DAYS)/(YEAR*100) |
Pool
Table C-2 Interest Method
Header / Child | Condition | Formula |
---|---|---|
Header | (VD_DLY_CR_BAL_M>0) AND (VD_DLY_CR_BAL_M<=10000) | (VD_DLY_CR_BAL_M * RATE4*DAYS)/(YEAR*100) |
(VD_DLY_CR_BAL_M>10000) AND (VD_DLY_CR_BAL_M<=9999999) | (VD_DLY_CR_BAL_M * RATE5*DAYS)/(YEAR*100) | |
ABS(VD_DLY_DR_BAL_M)>0 | (ABS(VD_DLY_DR_BAL_M) * RATE6*DAYS)/(YEAR*100) | |
Child | Not Applicable | Not Applicable |
Table C-3 Advantage Method
Header / Child | Condition | Formula |
---|---|---|
Header | VD_DLY_CR_BAL_M>0 | (VD_DLY_CR_BAL_M * RATE7*DAYS)/(YEAR*100) |
ABS(VD_DLY_DR_BAL_M)>0 | (ABS(VD_DLY_DR_BAL_M *RATE8*DAYS)/(YEAR*100)) | |
Child | ABS(VD_DLY_DR_BAL_M)>0 | (ABS(VD_DLY_DR_BAL_M *RATE9*DAYS)/(YEAR*100)) |
(VD_DLY_CR_BAL_M>0) AND (VD_DLY_CR_BAL_M<=10000) | (VD_DLY_CR_BAL_M * RATE10*DAYS)/(YEAR*100) | |
(VD_DLY_CR_BAL_M>10000) AND (VD_DLY_CR_BAL_M<=9999999) | (VD_DLY_CR_BAL_M * RATE11*DAYS)/(YEAR*100) |
Table C-4 Ratio Method
Formula Number | Expression | Condition | Result |
---|---|---|---|
1 | 1 | (LM_NETPOOLPOSITION>0)AND(VD_DLY_CR_BAL_M>0) | VD_DLY_CR_BAL_M*(((LM_COVERAGE_RATIO*CRCOVRATE*DAYS)/(YEAR*100))+(((1-LM_COVERAGE_RATIO)*CRRESRATE*DAYS)/(YEAR*100))) |
1 | 2 | (LM_NETPOOLPOSITION<=0)AND(VD_DLY_CR_BAL_M>0) | VD_DLY_CR_BAL_M*((1*CRCOVRATE*DAYS)/(YEAR*100)) |
2 | 1 | (LM_NETPOOLPOSITION>=0)AND (ABS(VD_DLY_DR_BAL_M)>0) | ABS(VD_DLY_DR_BAL_M)*((1*DRCOVRATE*DAYS)/(YEAR*100)) |
2 | 2 | (LM_NETPOOLPOSITION<0)AND (ABS(VD_DLY_DR_BAL_M)>0) | ABS(VD_DLY_DR_BAL_M)*(((LM_COVERAGE_RATIO*DRCOVRATE*DAYS)/(YEAR*100))+(((1-LM_COVERAGE_RATIO)*DRRESRATE*DAYS)/(YEAR*100))) |
Table C-5 Interest Optimization Method
Formula Number | Expression | Condition | Result |
---|---|---|---|
1 | 1 | (LM_IO_STR_BALANCEINTHCCY >= LM_IO_STR_THAMOUNT) | (VD_DLY_CR_BAL_M*LM_IO_CCYEN_RATE*DAYS)/(YEAR*100) |
2 | 1 | (LM_IO_STR_BALANCEINTHCCY >= LM_IO_STR_THAMOUNT) AND (LM_IO_STR_BALANCEINACCCY >= LM_IO_STR_THAMOUNTINACCCY) | (VD_DLY_CR_BAL_M*LM_IO_CCYPR_RATE*DAYS)/(YEAR*100) |
3 | 1 | (LM_IO_STR_BALANCEINTHCCY >= LM_IO_STR_THAMOUNT) | (VD_DLY_CR_BAL_M*LM_IO_CCYNM_RATE*DAYS)/(YEAR*100) |