1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Leg Type (LEG_TYPE)
  5. Module Usage

8.2.144.2 Module Usage

In Oracle ALM the values for LEG_TYPE are as follows:

0 – Indicates the instrument, not a derivative (appears in ALM result tables only)

1 – Indicates the instrument is the Payable Leg of a Derivative Contract.

2 – Indicates the instrument is the Receivable Leg of a Derivative Contract. So Interest Rate Swap Receive Leg will get populated with Leg type of 2, and Paying Leg will get populated with Leg Type of 1.