A.2 OT Events

This topic describes the events take place during the life-cycle of an OT deal.

The following is an exhaustive list of events that can take place during the life-cycle of an OT deal. In the subsequent paragraphs we shall examine the accounting entries for each of the events listed below.

Table A-1 Events

Event Code	Event Description
BOOK	Contract Booking
AMND	Contract Amendment
REVR	Contract Reversal (Cancellation)
EXPR	Contract Expiry
TERM	Contract Termination
TRST	Termination Settlement
EXER	Exercise of options
EXST	Exercise Settlement
AMRT	Amortization of inception Gain/Loss
REVL	Revaluation of option
RTFX	Rate Fixing
PRPT	Premium Payment
KNIN	Knock In of Currency Option
KIST	Knock In Settlement
KNOT	Knock Out of Currency Option
KNST	Knock Out Settlement
AMDG	Amortization of Deferred Gains-Hedge
DOPT	Booking of underlying IRS in a Swaption
DLTA	Delta Accounting.
EXRV	External Revaluation of Option
SGEN	Settlement Message Generation
PRAT	Premium Amortization
PRAC	Premium Accrual