8.2.26.2 Module Usage

Oracle ALM reference CAP_PROTECTION_CATEGORY to calculate Index Factor, for the Inflation-IndexedI nstrument.

Capital Protection category values are represented by code values as follows:

Table 8-11 List of Capital Protection Category Code Values

Code Value	Capital Protection Category
0	No Floor
1	Floor of 1
2	Max during life

• If Capital Protection Category is ‘0’ (No Floor) then:

  Figure 8-4 Index Factor if Capital Protection Category is ‘0’

  
  

  

  
  
• If Capital Protection Category is ‘1’ (Floor of 1) then:

  Figure 8-5 Index Factor if Capital Protection Category is '1'.

  
  

  

  
  
• If Capital Protection Category is ‘2’ (Max during life) then:

  Figure 8-6 Index Factor if Capital Protection Category is '2'.