8.1 Introduction to Cash Flow Dictionary

Cash Flow Processing is executed from Oracle Asset Liability Management ( ALM) and Oracle Funds Transfer Pricing (FTP). This processing accesses specific fields from instrument tables to perform Cash Flow Calculations.

The OFSAA Cash Flow edits are executed from either Oracle ALM or Oracle FTP and are used to correct data in the columns used in OFSAA Cash Flow Processing.

Note:

Both lists overlap for a majority of the columns.

For OFSAA Cash Flow Processing to generate appropriate results, the data within the accessed instrument tables must be appropriate and consistent.

The OFSAA Cash Flow edits function provides a measure of validation for this data. However, the cash flow edits function cannot ensure that the input data from the instrument tables are correct, and faithfully reflects reality. Therefore, this chapter contains detailed information necessary for the correct data population, including field definitions, formulas used in the Cash Flow Process Calculations, and recommended default values for the cash flow processing fields.

Unless otherwise stated, when calculations refer to frequency or term fields in this chapter, the implication is that both the frequency (and term) and its associated multiplier field are used. For example, if PMT_FREQ is used in a formula, it refers to PMT_FREQ and PMT_FREQ_MULT to determine the true payment frequency.

Cash Flow Engine does support off-balance products, but Cash Flow Edits Engine does NOT support off-balance products.