Preface

This manual is designed to help you to quickly get acquainted with the Derivatives module of Oracle Banking Treasury Management.

• Audience
  
• Acronyms and Abbreviations
  
• Conventions
  
• List of Topics
  
• Related Resources
  
• Symbols and Icons
  

Audience

This guide is intended for Back Office Data Entry Clerk, Back Office Managers/ Officers, Product Managers, End of Day Operators, and Financial Controller users.

Acronyms and Abbreviations

The acronyms and abbreviations are listed in this below table:

Table -1 Acronyms and Abbreviations

Abbreviations or Acronyms	Definition
AEOD	Automated End of Day
BOD	Beginning of day programs
AIF	Alternative Investment Fund
CCS	Cross Currency swaps
CLS	Continuous Linked Settlement
CIF	Customer Information Files
DV	Derivatives
Dr	Debit
EOFI	End of Financial Input
EOD	End of Day
ESMA	European Securities and Market Authority
FRA	Forward Rate Agreements
FX	Foreign Exchange
GL	General Ledger
IRS	Interest Rate Swaps
ICCB	Interest Commission Charge and Fee
LCY	Local Currency
LIBOR	London Interbank Offered Rate
MM	Money Market
OBTR	Oracle Banking Treasury Management
OT	Over the Counter Options
RFR	Risk Free Rates
WAC	Weighted Average Costing
ZCIS	Zero Coupon Swap

Conventions

The following text conventions are used in this document:

Table -2 Conventions and Meaning

Convention	Meaning
boldface	Boldface type indicates graphical user interface elements associated with an action, or terms defined in text or the glossary.
italic	Italic type indicates book titles, emphasis, or placeholder variables for which you supply particular values.
monospace	Monospace type indicates commands within a paragraph, URLs, code in examples, text that appears on the screen, or text that you enter.

List of Topics

This guide is organized as follows:

Topics	Description
Overview of Derivatives	Explains the overview of the Derivative Module.
Derivative Module - General Maintenance	Explains the basic information maintenance that needs to be set up before the Derivatives module becomes operational.
Define Attributes specific to Derivative Products	Explains the procedure to Define Attributes specific to derivative products.
Process Derivative Contract List	Explains the details of a derivative that should be captured. It also explains how to associate a DV product with a DV contract.
Batch Process	Explains the Beginning and End of Day functions that are processed by the system.
Process a DV contract	Explains the processing of a DV Contract.
Risk Free Rates	Explains the Risk Free Rates.
Accounting Entries and Advices	Explains the accounting entries and advices of DV contract.
Error Code and Messages	Explains the error code and messages of DV contract.

Related Resources

For more information, see these Oracle Banking Treasury Management resources:

• The Procedures User Manual
• The Messaging User Manual

Symbols and Icons

Table -3 Symbols

Icons	Function
	Exit
	Add row
	Delete row
	Option List