6.5 Cash Flow Codes

The Cash Flow Code column lists a code for each row that describes the event modeled by the Cash Flow Engine:

Table 6-3 List of Cash Flow Codes

Cash Flow Code	Description
1	Initial recording of balances and rates
2	Payment event only
3	Initial recording of balance and rates and maturity of the balance.
12	Reprice during the teasing period.
14	Reprice and payment during tease period
20	Reprice event only (not during tease period)
22	Reprice and payment event together (not during tease period)
28	Reprice event on the teaser end date.
30	Reprice and payment event on the teaser end date.
32	Event on As of Date (Effective Date). Applicable for record with Interest in Advance.
35	Event for a fixed record having Interest Type as Interest in Advance on Origination date, where origination date is the same as Last Payment and Next Payment Date.
55	Event for an adjustable record having Interest Type as Interest in Advance on Origination date, where origination date is the same as Last Payment and Next Payment Date.

Note:

The Cash Flow Code of 3 is seen on an unlikely event where instrument Originates and Matures on the same date, in future, after As of Date. Cash Flow code of 35 and 55 is seen for Forwarding Rate Agreement or for forward starting record with a similar condition where Interest type is in advance (INT_TYPE=2), and Origination Date is the same as Last Payment and Next Payment Date.