30.3 Setting up a Moody's Process

To set up a Moody process, follow these steps:

1. Mapping of the Moody's function to the BSP user.
2. Set up the curves needed for Moody's WSA libraries, with the respective curve identifier.
3. Load the STG_INVESTMENTS and STG_INSTRUMENT_CONTRACT_MASTER tables.
4. Run the T2T batch to populate the FSI_D_ASSET_BACK_SEC table.
5. Define the Model Integration rule in the Product Characteristic UI for the leaf nodes in the member hierarchy.
6. Define the Forecast Rate rules and the discount methods - only required for valuation. (For more details on ADCo 360 Bucket forecasting, see the chapter Forecast Rate Scenarios.)
7. Setup the Static/dynamic deterministic Process including the rules defined above (Prod Char, Forecast Rates, and Discount methods). (Note: New Business is not supported for Securitized products).
8. Select the structured product output flag (optional) to update the instrument records.
9. Execute the Process.
   (Optional) <Enter a step example.>