1. Asset Liability Management Cloud User Guide
  2. Business Rules Administration
  3. Application Specific Rules
  4. Forecasting Rules
  5. Transaction Strategy Rules
  6. Defining Transaction Strategy Rule
  7. Defining Transaction Strategy Rule Using Node Level Assumptions
  8. Inflation Adjustment Attributes

5.3.2.6.2.1.6 Inflation Adjustment Attributes

Select the Inflation Indexed Instrument check box on the Core Attributes section to enable the Inflation Adjustment Attributes section.

Figure 5-200 Inflation Adjustment Attributes section


Inflation Adjustment Attributes section

Table 5-56 Fields to add the Index Adjustment attributes and their Descriptions

Field Behavior
Index Name Lists all Economic Indicators defined through the user interface.
Index Adjustment Type

Determines the type of Index Adjustment. Available options are:

Principal and Interest

Principal Only

Interest Only
Capital Protection Category

Determines capital protection to be provided to Inflation Indexed Instruments. Available options are:

No Floor: Does not provide any downside protection.

Floor of 1: Protects the downside movement.

Max during Life: Gives maximum advantage using maximum Index factor for calculation.
Base Index Value Base Index Value can either be entered into field Base Index Value or left blank. If it is blank, the engine will obtain Base Index Value from the forecasted Economic Indicator for defined Transaction Strategy Origination Date. This date is looked up into the forecasted Time Bucket, and the respective index data of that Time Bucket is obtained. If the Base Index Value is entered, the engine will consider it for calculation.