5 Appendix A - Installation of R and Oracle R Enterprise (ORE)

This configuration is optional and required only if you intend to use Term Structure Parameter Estimation under Interest Rates of Rate Management to compute term structure parameters.

Both OFS Funds Transfer Pricing and OFS Asset Liability Management applications require term structure parameters for all Monte Carlo engine-based calculations (OAS, VaR, and EaR).

Prerequisites

• Install R and Oracle R Enterprise Server on the Oracle Database server. See the Oracle R Enterprise Installation and Administration Guide.

• Oracle R Enterprise (Server) version 1.4.1.

• Complete the configuration for Oracle R Enterprise.

• Grant the RQADMIN role to the Atomic schema.

Grant the RQADMIN Role

Log in to the database using SQL*Plus with DBA privileges and execute the following command. Replace the placeholder with the Atomic schema name:

GRANT RQADMIN TO <atomic_schema>;