8.2.1 Cash Flow Columns Listed

The OFSAA Cash Flow columns are listed in table format in this section along with information on whether they are associated with Cash Flow Processing, Cash Flow Edits, or both.

Table 8-1 List of Cash Flow Columns

Column Name	Cash Flow Processing	Cash Flow Edits	Usage
ACCRUAL_BASIS_CD	Yes	Yes	Input
ACCRUED_INTEREST	Yes	Pending	Input
ADJUSTABLE_TYPE_CD	Yes	Yes	Input
ALL_IN_TP_RATE	Yes	No	Output
All Leaf Fields	Yes	No	Input/Output
AMORT_METH_PDFC_CD	Yes	Pending	Input
AMRT_TERM	Yes	Yes	Input
AMRT_TERM_MULT	Yes	Yes	Input
AMRT_TYPE_CD	Yes	Yes	Input
AS_OF_DATE	Yes	Yes	Input
AVERAGE_LIFE_C	Yes	No	Output
BASE_INDEX_VALUE	Yes	No	Input
BASIS_RISK_CHARGE_CREDIT	Yes	No	Output
BASIS_RISK_COST_AMT	Yes	No	Output
BASIS_RISK_COST_RATE	Yes	No	Output
BEHAVIOUR_SUB_TYPE_CD	Yes	Pending	Input
BEHAVIOUR_TYPE_CD	Yes	Pending	Input
BREAKAGE_TYPE_CD	Yes	No	Input
BREAK_FUNDING_MV	Yes	No	Output
BREAK_FUNDING_AMT	Yes	No	Output
BREAK_FUNDING_AMT_CHG	Yes	No	Output
CAP_PROTECTION_CATEGORY	Yes	No	Input
CHARGE_CREDIT_OCOST	Yes	No	Output
CHARGE_CREDIT_OCOST_REM_TERM	Yes	No	Output
CHARGE_CREDIT_TRATE	Yes	No	Output
CHARGE_CREDIT_TRATE_REM_TERM	Yes	No	Output
COMPOUND_BASIS_CD	Yes	Yes	Input
CONVEXITY_C	Yes	No	Output
CUR_BOOK_BAL	Yes	Yes	Input
CUR_GROSS_RATE	Yes	Yes	Input
CUR_NET_PAR_BAL_C	No	Yes	Input
CUR_NET_RATE	Yes	Yes	Input
CUR_OAS	Yes	No	Input/Output
CUR_PAR_BAL	Yes	Yes	Input
CUR_PAYMENT	Yes	Yes	Input
CUR_STATIC_SPREAD	Yes	No	Input
CUR_TP_PER_ADB	Yes	No	Input
CUR_YIELD	Yes	No	Output
DEFERRED_CUR_BAL	Yes	Yes	Input
DEFERRED_ORG_BAL	Yes	Yes	Input
DEVOLVEMENT_STATUS_CD	Yes	Pending	Input
DURATION_C	Yes	No	Output
DV01_C	Yes	No	Output
EFF_INTEREST_RATE_C	Yes	No	Output
EXPECTED_BAL	Yes	Pending	Input
EXPECTED_BAL_GROWTH_PCT	Yes	Pending	Input
HISTORIC_OAS	Yes	No	Output
HISTORIC_STATIC_SPREAD	Yes	No	Output
HOLIDAY_CALC_OPTION_CD	Yes	No	Input
HOLIDAY_CALENDAR_CODE	Yes	No	Input
HOLIDAY_ROLLING_CONVENTION_CD	Yes	No	Input
INDEX_ADJ_TYPE	Yes	No	Input
INDEX_ID	Yes	No	Input
ID_NUMBER	Yes	Yes	Input
IDENTITY_CODE	Yes	Yes	Input
INSTRUMENT_TYPE_CD	Yes	No	Input
INT_TYPE	Yes	Yes	Input
INTEREST_RATE_CD	Yes	Yes	Input
ISSUE_DATE	Yes	Yes	Input
LAST_PAYMENT_DATE	Yes	Yes	Input
LAST_REPRICE_DATE	Yes	Yes	Input
LIQUIDITY_PREM_CHARGE_CREDIT	Yes	No	Output
LIQUIDITY_PREMIUM_AMT	Yes	No	Output
LIQUIDITY_PREMIUM_RATE	Yes	No	Output
LRD_BALANCE	Yes	Yes	Input
LRD_OFFSET_BAL	Yes	No	Input
MARGIN	Yes	No	Input
MARGIN_T_RATE	Yes	No	Input
MARGIN_GROSS	Yes	No	Input
MARKET_VALUE_C	Yes	No	Output
MARKET_VALUE_CLEAN_C	Yes	No	Output
MATCHED_SPREAD_ALT	Yes	No	Output
MATCHED_SPREAD_C	Yes	No	Input
MATURITY_AMOUNT	Yes	Pending	Input
MATURITY_DATE	Yes	Yes	Input
MAX_INDEX_VALUE	Yes	No	Input
MINIMUM_BALANCE	Yes	Pending	Input
MODIFIED_DURATION_C	Yes	No	Output
NEG_AMRT_AMT	Yes	No	Output
NEG_AMRT_EQ_DATE	Yes	Yes	Input
NEG_AMRT_EQ_FREQ	Yes	Yes	Input
NEG_AMRT_EQ_MULT	Yes	Yes	Input
NEG_AMRT_LIMIT	Yes	Yes	Input
NET_MARGIN_CD	Yes	Yes	Input
NEXT_PAYMENT_DATE	Yes	Yes	Input
NEXT_REPRICE_DATE	Yes	Yes	Input
OFFSET_PERCENT	Yes	Pending	Input
ORG_BOOK_BAL	No	Yes	Input
ORIG_OFFSET_BAL	Yes	No	Input
ORG_MARKET_VALUE	Yes	No	Input
ORG_PAR_BAL	Yes	Yes	Input
ORG_PAYMENT_AMT	Yes	Yes	Input
ORG_TERM	Yes	Yes	Input
ORG_TERM_MULT	Yes	Yes	Input
ORIGINATION_DATE	Yes	Yes	Input
OTHER_ADJ_AMOUNT_ALT	Yes	No	Output
OTHER_ADJ_CHARGE_CREDIT	Yes	No	Output
OTHER_ADJ_RATE_ALT	Yes	No	Output
OTHER_ADJUSTMENTS_AMT	Yes	No	Output
OPTION_RFR_IRC_CD	Yes	Pending	Input
OPTION_VOL_IRC_CD	Yes	Pending	Input
OPTION_MARKET_VALUE_C	No	No	Output
OTHER_ADJUSTMENTS_RATE	Yes	No	Output
PERCENT_SOLD	Yes	Yes	Input
PMT_ADJUST_DATE	Yes	Yes	Input
PMT_CHG_FREQ	Yes	Yes	Input
PMT_CHG_FREQ_MULT	Yes	Yes	Input
PMT_DECR_CYCLE	Yes	Yes	Input
PMT_DECR_LIFE	Yes	Yes	Input
PMT_FREQ	Yes	Yes	Input
PMT_FREQ_MULT	Yes	Yes	Input
PMT_INCR_CYCLE	Yes	Yes	Input
PMT_INCR_LIFE	Yes	Yes	Input
PRICING_INC_CHARGE_CREDIT	Yes	No	Output
PRICING_INCENTIVE_AMT	Yes	No	Output
PRICING_INCENTIVE_RATE	Yes	No	Output
PRIOR_TP_PER_ADB	Yes	No	Input
PMT_SET_LAG	No	No	Input
PMT_SET_LAG_MULT	No	No	Input
RATE_CAP_LIFE	Yes	Yes	Input
RATE_CHG_MIN	Yes	Yes	Input
RATE_CHG_RND_CD	Yes	Yes	Input
RATE_CHG_RND_FAC	Yes	Yes	Input
RATE_DECR_CYCLE	Yes	Yes	Input
RATE_FLOOR_LIFE	Yes	Yes	Input
RATE_INCR_CYCLE	Yes	Yes	Input
RATE_SET_LAG	Yes	Yes	Input
RATE_SET_LAG_MULT	Yes	Yes	Input
RESIDUAL_AMOUNT	Yes	Pending	Input
REMAIN_NO_PMTS_C	Yes	Yes	Input
REMAIN_TERM_MULT_C	No	No	Input
REPRICE_FREQ	Yes	Yes	Input
REPRICE_FREQ_MULT	Yes	Yes	Input
TEASER_END_DATE	Yes	Yes	Input
TP_AVERAGE_LIFE	Yes	No	Input/Output
TP_DURATION	Yes	No	Input/Output
TP_EFFECTIVE_DATE	Yes	Pending	Input
TRAN_RATE_REM_TERM	Yes	No	Output
TRAN_RATE_REM_TERM_ALT	Yes	No	Output
TRANSFER_RATE	Yes	No	Input/Output
TRANSFER_RATE_ALT	Yes	No	Output
DERIVATIVE_ONLY_COLUMNS
BINARY_RATE	Yes	Pending	Input
EXCHG_OF_PRINCIPAL	Yes	Pending	Input
INSTRUMENT_TYPE_CD	Yes	Pending	Input
LEG_TYPE	Yes	Pending	Input
MIN_BAL_AMORT	Yes	Pending	Input
PURCHASE_SALE_LOGIC	Yes	Pending	Input
SWAP_CLASS_CD	Yes	Pending	Input