26.1 Overview

The following formula calculates the memory requirements for the Cash Flow Engine.

Table 26-1 Formula to Calculate the Memory Requirements for CFE

Operator	Shared memory
+	Memory used by ID selected in the Processing ID
+	10,000,000 for scenario-based runs
or
	16,000,000 + s scenario * 5,800 for stochastic runs)*
+	NUMPROCS+NUMSCEN*NUMEVENTS*20*8
=	Total Memory required for Asset Liability Management

You can modify the size of ALM shared memory using the parameter SharedMemory which is located in the following location: /ficdb/conf/ofsrm.ini file. The default value of this parameter is 165000. You can change the value of this parameter based on the application shared memory configuration.

The memory requirements for the specific IDs used in Risk Manager are described in the following list. IDs with negligible memory requirements are not included in this list.

• Prepayment Rule

  Calculate the memory requirements for the Prepayment ID using the following formula:

  (n leaves * y tiers per leaf * record_length)

  Where:

  record_length = 58

• Discount Rate Rule

  Calculate the memory requirements for the Discount Rate ID using the following formula:

  (n leaves * record_length)

  Where:

  record_length = 56

• Forecast Balance Rule

  Calculate the memory requirements for the Forecast Balance ID using the following formula:

  (n leaves * b buckets ranges * r rate levels * record_length1) + r rollinto leaves * c contributing leaves * b buckets (average) * record_length2)

  Where:

  record_length1 = 36

  record_length2 = 40

• Maturity Strategy Rule

  Calculate the memory requirements for the Maturity Strategy ID using the following formula:

  (n leaves * b buckets * record_length)

  Where:

  record_length = 24

• Pricing Margin Rule

  Calculate the memory requirements for the Pricing Margin ID using the following formula:

  (n leaves * record_length)

  Where:

  record_length = 48

• Transaction Strategy Rule

  Calculate the memory requirements for the Transaction Strategy ID using the following formula:

  (n leaves * record_length * r records per leaf (average))

  Where:

  record_length = 800

• Leaf Characteristics Rule

  Calculate the memory requirements for the Leaf Characteristics ID using the following formula:

  (n leaves * record_length)

  Where:

  record_length = 800

• Formula Leaves Rule

  Calculate the memory requirements for the Formula Leaves ID using the following formula:

  (n leaves * b buckets * f number of formulas per leaf (average) * 1024)

• Forecast Rates Rule

  Calculate the memory requirements for the Forecast Rates ID using the following formula:

  2 * (n IRCs * s scenarios * b buckets * (t terms (average) * 8 + 32)