1. Cash Flow Engine Reference Guide
  2. Cash Flow Calculations
  3. Cash Flow Calculation Process
  4. Initialization of Data

7.8.1 Initialization of Data

The first step in the process is to gather the information necessary to model the current instrument. This information is available from several sources, including:

  • The Instrument table
  • Payment Schedule table
  • Payment Pattern Interface
  • Repricing Pattern Interface
  • The Assumption Rules specified in the ALM Process
  • The Historical Exchange Rates table