22.2 Process Flow
Figure 22-2 Process Flow
- A new instrument type code (983) has been introduced in table FSI_INSTRUMENT_TYPE_CD/MLS to support the FX Swap Instrument type.
- Processing table FSI_D_FX_SWAPS has both inflow and outflow for each leg (spot and forward).
- T2T moves the data of FX swap from STG_SWAPS_CONTRACTS to FSI_D_FX_SWAPS
Below T2Ts are used to move data from STG_SWAPS_CONTRACT to FSI_D_FX_SWAPS.
Table 22-1 List of T2Ts to move data from STG_SWAPS_CONTRACT to FSI_D_FX_SWAPS
| Contract Type | T2T Name |
|---|---|
| Spot Pay | T2T_FX_SWAPS_CONTRACTS_SPOT_PAY |
| Spot Receive | T2T_FX_SWAPS_CONTRACTS_SPOT_RCV |
| Forward Pay | T2T_FX_SWAPS_CONTRACTS_FWD_PAY |
| Forward Receive | T2T_FX_SWAPS_CONTRACTS_FWD_RCV |
With this approach, table Stg_Swaps_Contract would contain records for both interest rate SWAP and FX Swap types. Therefore, a filter has been introduced on the “Instrument Type” field to filter the respective required from the table.