A Appendix A - Installation of R and Oracle R Enterprise (ORE)

This is an optional step and required only if you intend to use Term Structure Parameter Estimation functionality under Interest Rates of Rate Management for computing term structure parameters. Both OFS Funds Transfer Pricing and OFS Asset Liability Management applications require term structure parameters for all Monte Carlo engine-based calculations (OAS, VaR, and EaR).

The following are the prerequisites:

• Install R and Oracle R Enterprise Server on the Oracle Database server. For more information, see the Oracle® R Enterprise Installation and Administration Guide
• Oracle R Enterprise (Server) version 1.4.1
• Configuration for Oracle R Enterprise
• Grant the RQADMIN role to atomic schema

  You can grant the RQADMIN role in SQL*Plus by logging in to the database with DBA privileges and providing the following privilege to Atomic Schema:

  RQADMIN by executing the command:
  GRANT RQADMIN TO < atomic_schema>;