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(VD_DLY_DR_BAL_M)>0	(ABS(VD_DLY_DR_BAL_M) * RATE1*DAYS)/(YEAR*100)
	(VD_DLY_CR_BAL_M>0) AND (VD_DLY_CR_BAL_M<=10000)	(VD_DLY_CR_BAL_M * RATE2*DAYS)/(YEAR*100)
	(VD_DLY_CR_BAL_M>10000) AND (VD_DLY_CR_BAL_M<=9999999)	(VD_DLY_CR_BAL_M * 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)