17.3 Overview of the Exchange Rates Tables
OFSDF has two Exchange Rates Staging tables. They are:
- STG_EXCHANGE_RATE_HIST
- STG_FORWARD_EXCHG_RATES
Both Spot and Forward FX rates. Sport rates will be loaded with Tenor 0.
The Exchange Rate table FSI_EXCHANGE_RATES is loaded from a View table VW_FSI_RATE_TRIANGULATION, where the VW_FSI_RATE_TRIANGULATION table is created on top of the Exchange Rates Stage tables through the T2T process.
Prior to the OFSDF 8.1.0.0.0 release, T2T to load data from STG_EXCHANGE_RATE_HIST was only provided for exchange rates. . Now T2T for loading data from STG_FORWARD_EXCHG_RATES also provided. There are two different data loading categories in OFSDF for the Exchange Rates tables as follows:
Data loading method supported for the Exchange Rates table from the OFSDF 8.1.0.0.0 release