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SELECT setid ,instrument_type ,instrmnt_template ,instrument_line ,instrmnt_base_type ,opt_exercise_type ,opt_exercise_into ,opt_lookback_type ,opt_lookback_freq ,opt_lookback_avg ,opt_nbr_barriers ,opt_nbr_premiums ,opt_int_rate_cap ,opt_strike_varies ,opt_transact_line ,commodity_cd ,exchg_cd ,underlying_ccy ,settlement_ccy ,margin_initial_amt ,tick_min_interval ,contingent_upon ,margin_min_amt ,tick_amt ,delivery_year ,monthcd ,unit_of_measure ,quantity ,commodity_rt_index ,asset_liability ,asset_liability_2 ,transaction_amt ,transaction_amt_2 ,transaction_price ,transact_currency ,trans_currency_2 ,swap_principals ,time_to_settlement ,time_to_maturity ,maturity_dt ,issue_dt ,ex_coupon_rule ,transaction_rate ,transaction_rate_2 ,repeat_int_periods ,repeat_interval ,repeat_interval_2 ,reset_interval ,reset_interval_2 ,compound_reset ,compound_reset_2 ,rate_reset_type ,rate_reset_type_2 ,reset_dt_base ,reset_dt_base_2 ,reset_dt_offset ,reset_dt_offset_2 ,pymnt_dt_base ,pymnt_dt_base_2 ,pymnt_dt_offset ,pymnt_dt_offset_2 ,use_nominal_dates ,business_dt_rule ,interest_dt_rule ,coupon_day ,coupon_week ,coupon_month ,use_nominal_dates2 ,business_dt_rule_2 ,interest_dt_rule_2 ,coupon_day_2 ,coupon_week_2 ,coupon_month_2 ,int_basis ,int_basis_2 ,int_calculation ,int_calculation_2 ,day_counted_int ,day_counted_int_2 ,first_int_period ,last_int_period ,floating_mkt_cd ,flt_margin_op ,flt2_margin_op ,floating_mkt_cd_2 ,flt_margin_op_2 ,flt2_margin_op_2 ,yc_code_futr_cf ,yc_code_futr_cf_2 ,floating_margin ,floating2_margin ,floating_margin_2 ,floating2_margin_2 ,security_id ,straightline_disc FROM PS_INSTR_DETAIL_TR
|
| # |
PeopleSoft Field Name |
PeopleSoft Field Type |
Database Column Type |
Description |
| 1 |
 SETID |
Character(5) |
VARCHAR2(5) NOT NULL |
SetID
Default Value: OPR_DEF_TBL_FS.SETID
Prompt Table:
SP_SETID_NONVW
|
| 2 |
INSTRMNT_SELECTION |
Character(10) |
VARCHAR2(10) NOT NULL |
Internal work record field that facilitates complex instrument processing.
|
| 3 |
INSTRMNT_TMPLT_SEL |
Character(10) |
VARCHAR2(10) NOT NULL |
Internal work record field that facilitates the construction of instrument templates.
|
| 4 |
INSTRUMENT_LINE |
Number(3,0) |
SMALLINT NOT NULL |
A sequential number that identifies each instrument base type defined within a given instrument.
|
| 5 |
INSTRMNT_BASE_TYPE |
Character(2) |
VARCHAR2(2) NOT NULL |
Instrument base type used as a building block for Treasury deals
01=Interest Rate Physical
02=Interest Rate Swap
03=FX Deal Physical
04=Option
05=Option - Binary Payoff
06=Futures Contract
07=Commodity
08=Generic Instrument
09=Equity
|
| 6 |
OPT_EXERCISE_TYPE |
Character(1) |
VARCHAR2(1) NOT NULL |
The option exercise type.
A=American
B=Bermudan
E=European
|
| 7 |
OPT_EXERCISE_INTO |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to select the method in which a given option transaction will be exercised.
A=Delivery of Payoff
C=Cash Difference
|
| 8 |
OPT_LOOKBACK_TYPE |
Character(2) |
VARCHAR2(2) NOT NULL |
Describes the strike determination type for lookback style options.
00=Standard
AP=Asian - Average Price
AS=Asian - Average Strike
HS=Hindsight
LB=Lookback
|
| 9 |
OPT_LOOKBACK_FREQ |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to designate the appropriate sampling frequency for a lookback option.
C=Continuous
D=Daily
M=Monthly
W=Weekly
|
| 10 |
OPT_LOOKBACK_AVG |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to designate whether a lookback option is using the arithmetic or geometric method rel
A=Arithmetic Average
G=Geometric Average
|
| 11 |
OPT_NBR_BARRIERS |
Character(1) |
VARCHAR2(1) NOT NULL |
The number of barriers associated with a given option transaction.
0=None
1=Single
2=Double
|
| 12 |
OPT_NBR_PREMIUMS |
Character(1) |
VARCHAR2(1) NOT NULL |
The number of premium payments associated with a given option transaction.
1=Single Premium
N=Multiple Premiums
|
| 13 |
OPT_INT_RATE_CAP |
Character(1) |
VARCHAR2(1) NOT NULL |
An indicator for the type of option. Cap/floor or an option on a swap (swaption).
B=Binary Cap/Floor
N=Swaption
Y=Cap / Floor
|
| 14 |
OPT_STRIKE_VARIES |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to designate that a given option transaction's strike rate can vary o
Y/N Table Edit
Default Value: N
|
| 15 |
OPT_TRANSACT_LINE |
Number(3,0) |
SMALLINT NOT NULL |
Points to the line in a deal which the current line underlies. That is, the line number pointed to by this field must be either exercised or settled physically for the line containing this field to become 'real'.
|
| 16 |
COMMODITY_CD |
Character(10) |
VARCHAR2(10) NOT NULL |
Commodity Code
Prompt Table:
COMMOD_CODE
|
| 17 |
EXCHG_CD |
Character(6) |
VARCHAR2(6) NOT NULL |
Trading exchange code
|
| 18 |
UNDERLYING_CCY |
Character(3) |
VARCHAR2(3) NOT NULL |
Underlying Currency
|
| 19 |
SETTLEMENT_CCY |
Character(3) |
VARCHAR2(3) NOT NULL |
Settlement Currency
|
| 20 |
MARGIN_INITIAL_AMT |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
Initial margin amount for an exchange traded futures contract.
|
| 21 |
TICK_MIN_INTERVAL |
Signed Number(12,8) |
DECIMAL(10,8) NOT NULL |
The miinimum interval amount from one price or rate quote to the next. Fractions, like 1/32 should be entered in decimal format.
|
| 22 |
CONTINGENT_UPON |
Character(2) |
VARCHAR2(2) NOT NULL |
Instrument field for future. Indicates its line is currently 'underlying' another line. That is this security, say a T-Bond, will not be in position as a live instrument unless (06) the future (T-Bond Future) that it underlies is settled physically or (04) the option (Option on T-Bond) is exercised.
04=Option
06=Future
|
| 23 |
MARGIN_MIN_AMT |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
Minimummargin amount for an exchange traded futures contract.
|
| 24 |
TICK_AMT |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The amount or value of each increment (tick) of a futures contract.
|
| 25 |
DELIVERY_YEAR |
Number(4,0) |
SMALLINT NOT NULL |
Delivery Year
|
| 26 |
MONTHCD |
Character(2) |
VARCHAR2(2) NOT NULL |
Month
01=01 - January
02=02 - February
03=03 - March
04=04 - April
05=05 - May
06=06 - June
07=07 - July
08=08 - August
09=09 - September
10=10 - October
11=11 - November
12=12 - December
|
| 27 |
UNIT_OF_MEASURE |
Character(3) |
VARCHAR2(3) NOT NULL |
Used on an approval rule set.
MHR=Muti Hourly
PER=Percentage
SQF=Square Footage
Prompt Table:
UNITS_TBL
|
| 28 |
QUANTITY |
Signed Number(17,4) |
DECIMAL(15,4) NOT NULL |
Qty Interface
|
| 29 |
COMMODITY_RT_INDEX |
Character(10) |
VARCHAR2(10) NOT NULL |
The code used as a key for obtaining market rates for Commodity Prices
Prompt Table:
RT_INDEX_COM_VW
|
| 30 |
ASSET_LIABILITY |
Character(1) |
VARCHAR2(1) NOT NULL |
Whether the deal transaction leg represents an asset or a liability
A=Asset
L=Liability
|
| 31 |
ASSET_LIABILITY_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Whether the deal transaction leg represents an asset or a liability for the second leg
A=Asset
L=Liability
|
| 32 |
TRANSACTION_AMT |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The nominal or actual deal transaction amount.
|
| 33 |
TRANSACTION_AMT_2 |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The nominal transaction amount for the second leg of a deal transacation.
|
| 34 |
TRANSACTION_PRICE |
Signed Number(28,3) |
DECIMAL(26,3) NOT NULL |
The preferred business price for a given deal transaction.
|
| 35 |
TRANSACT_CURRENCY |
Character(3) |
VARCHAR2(3) NOT NULL |
"The nominal
|
| 36 |
TRANS_CURRENCY_2 |
Character(3) |
VARCHAR2(3) NOT NULL |
"The nominal
|
| 37 |
SWAP_PRINCIPALS |
Character(1) |
VARCHAR2(1) NOT NULL |
Stores information about whether Princiapls should be swapped. If yes, when.
B=At Commencement & Maturity
C=At Commencement
M=At Maturity
N=Don't Swap
Y/N Table Edit
|
| 38 |
TIME_TO_SETTLEMENT |
Number(5,0) |
INTEGER NOT NULL |
Number of days from deal commencement to deal settlement.
|
| 39 |
TIME_TO_MATURITY |
Signed Number(6,0) |
DECIMAL(5) NOT NULL |
Number of days from deal commencement to deal maturity for most financial instruments.
|
| 40 |
MATURITY_DT |
Date(10) |
DATE |
The maturity date for a deal transaction.
|
| 41 |
ISSUE_DT |
Date(10) |
DATE |
Issue Dt
|
| 42 |
EX_COUPON_RULE |
Character(3) |
VARCHAR2(3) NOT NULL |
The rule used to determine if the security has gone Ex-Coupon.
(A security goes Ex-Coupon when sold close to the next Interest Payment Date and the seller retains that next payment.)
01M=1 Calendar Month Before
05B=5 Business Days Before
07B=7 Business Days Before
07C=7 Calendar Days Before
10B=10 Business Days Before
10C=10 Calendar Days Before
30C=30 Calendar Days Before
N=Does Not Trade Ex-Interest
Y=Does Trade Ex-Interest
|
| 43 |
TRANSACTION_RATE |
Number(16,8) |
DECIMAL(15,8) NOT NULL |
The applicable interest rate for a given deal transaction.
|
| 44 |
TRANSACTION_RATE_2 |
Number(16,8) |
DECIMAL(15,8) NOT NULL |
The applicable interest rate for the second leg of a given deal transaction.
|
| 45 |
REPEAT_INT_PERIODS |
Character(1) |
VARCHAR2(1) NOT NULL |
If Y, yes, there are multiple periods in the leg. If N, No, there are not multiple periods.
N=No
Y=Yes
Y/N Table Edit
Default Value: N
|
| 46 |
REPEAT_INTERVAL |
Character(3) |
VARCHAR2(3) NOT NULL |
Represents the form of repeating interval (days or months between each Interest payment date)
D01=Daily
D07=Weekly
D28=Every 28 Days
D35=Every 35 Days
D49=Every 49 Days
M01=Monthly
M03=Quarterly
M06=Semi-Annual
M12=Annual
M99=At Maturity
|
| 47 |
REPEAT_INTERVAL_2 |
Character(3) |
VARCHAR2(3) NOT NULL |
Represents the form of repeating interval (days or months between each Interest payment date)
D01=Daily
D07=Weekly
D28=Every 28 Days
D35=Every 35 Days
D49=Every 49 days
M01=Monthly
M03=Quarterly
M06=Semi-Annual
M12=Annual
M99=At Maturity
|
| 48 |
RESET_INTERVAL |
Character(3) |
VARCHAR2(3) NOT NULL |
Reset Repeat Interval
D01=Daily
D07=Weekly
D28=Every 28 Days
D35=Every 35 Days
D49=Every 49 Days
M01=Monthly
M03=Quarterly
M06=Semi-Annual
M12=Annual
|
| 49 |
RESET_INTERVAL_2 |
Character(3) |
VARCHAR2(3) NOT NULL |
Reset Repeat Interval
D01=Daily
D07=Weekly
D28=Every 28 Days
D35=Every 35 Days
D49=Every 49 Days
M01=Monthly
M03=Quarterly
M06=Semi-Annual
M12=Annual
|
| 50 |
COMPOUND_RESET |
Character(1) |
VARCHAR2(1) NOT NULL |
Do compounding interest within reset interval.
Y/N Table Edit
Default Value: N
|
| 51 |
COMPOUND_RESET_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Do compounding interest within reset interval.
Y/N Table Edit
Default Value: N
|
| 52 |
RATE_RESET_TYPE |
Character(2) |
VARCHAR2(2) NOT NULL |
Describes whether a given deal transaction is subject to a fixed or floating interest rate.
FL=Floating
FX=Fixed
|
| 53 |
RATE_RESET_TYPE_2 |
Character(2) |
VARCHAR2(2) NOT NULL |
Describes whether a given deal transaction is subject to a fixed or floating interest rate for the sec
FL=Floating
FX=Fixed
|
| 54 |
RESET_DT_BASE |
Character(1) |
VARCHAR2(1) NOT NULL |
The nominal rate reset date for a given deal transaction.
A=Set in Advance
Z=Set in Arrears
|
| 55 |
RESET_DT_BASE_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
The nominal rate reset date for the second leg of a deal transaction.
A=Set in Advance
Z=Set in Arrears
|
| 56 |
RESET_DT_OFFSET |
Signed Number(3,0) |
DECIMAL(2) NOT NULL |
The number of days by which the nominal rate reset date is adjusted in order to establish t
|
| 57 |
RESET_DT_OFFSET_2 |
Signed Number(3,0) |
DECIMAL(2) NOT NULL |
The number of days by which the nominal rate reset date is adjusted in order to establish
|
| 58 |
PYMNT_DT_BASE |
Character(1) |
VARCHAR2(1) NOT NULL |
Represents a deal transaction's base payment date for purposes of deal processing. The payment date can be set in advance or set in arrears by either business days or calendar days.
A=Business Days-Paid in Advance
C=Calendar Days-Paid in Advance
D=Calendar Days-Paid in Arrears
Z=Business Days-Paid in Arrears
|
| 59 |
PYMNT_DT_BASE_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Represents a deal transaction's base payment date for purposes of deal processing. The payment date can be set in advance or set in arrears by either business days or calendar days.
A=Business Days-Paid in Advance
C=Calendar Days-Paid in Advance
D=Calendar Days-Paid in Arrears
Z=Business Days-Paid in Arrears
|
| 60 |
PYMNT_DT_OFFSET |
Signed Number(3,0) |
DECIMAL(2) NOT NULL |
Represents the number of business days to be added or subtracted from the base payment da
|
| 61 |
PYMNT_DT_OFFSET_2 |
Signed Number(3,0) |
DECIMAL(2) NOT NULL |
Represents the number of business days to be added or subtracted from the base payment
|
| 62 |
USE_NOMINAL_DATES |
Character(1) |
VARCHAR2(1) NOT NULL |
Which dates will be used for calculating interest amounts: either the Nominal Dates, or the Actual Interest Dates.
N=Use Actual Interest Dates
Y=Use Nominal Dates
Y/N Table Edit
Default Value: N
|
| 63 |
BUSINESS_DT_RULE |
Character(1) |
VARCHAR2(1) NOT NULL |
How to change a date when it isn't a Business Day (when its a holiday), either:
Following,
Modified Following,
Previous,
Modified Previous
F=Following
M=Modified Following
N=Modified Previous
P=Previous
|
| 64 |
INTEREST_DT_RULE |
Character(1) |
VARCHAR2(1) NOT NULL |
Represents a series of interest date calculation rules for a given financial instrument.
E=End of Month
F=Pay > Issue, Accrue > Interest
I=Forwards from Issue Date
M=Backwards from Maturity Date
N=No Interest Date Rule
S=Override Month and Day
W=Nth Weekday
|
| 65 |
COUPON_DAY |
Number(2,0) |
SMALLINT NOT NULL |
Allows the user to enter a specific day (1-31) when the selected Interest Date Rule requires the same.
|
| 66 |
COUPON_WEEK |
Number(2,0) |
SMALLINT NOT NULL |
Nth Weekday as a number.
Used to select (say) the Third Wednesday as a periodic Coupon (Interest) date.
|
| 67 |
COUPON_MONTH |
Number(2,0) |
SMALLINT NOT NULL |
Allows the user to enter a specific month (1-12) when the selected Interest Date Rule requires the same.
|
| 68 |
USE_NOMINAL_DATES2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Which dates will be used for calculating interest amounts: either the Nominal Dates, or the Actual Interest Dates.
N=Use Actual Interest Dates
Y=Use Nominal Dates
Y/N Table Edit
Default Value: N
|
| 69 |
BUSINESS_DT_RULE_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
How to change a date when it isn't a Business Day (when its a holiday), either:
Following,
Modified Following,
Previous,
Modified Previous
F=Following
M=Modified Following
N=Modified Previous
P=Previous
|
| 70 |
INTEREST_DT_RULE_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Represents a series of interest date calculation rules for the second leg of a given financial
E=End of Month
F=Pay > Issue, Accrue > Interest
I=Forwards from Issue Date
M=Backwards from Maturity Date
N=No Interest Date Rule
S=Override Month and Day
W=Nth Weekday
|
| 71 |
COUPON_DAY_2 |
Number(2,0) |
SMALLINT NOT NULL |
Allows the user to enter a specific day (1-31) for the second deal leg when the selected Interest Date Rule
|
| 72 |
COUPON_WEEK_2 |
Number(2,0) |
SMALLINT NOT NULL |
Nth Weekday as a number.
Used to select (say) the Third Wednesday as a periodic Coupon (Interest) date.
|
| 73 |
COUPON_MONTH_2 |
Number(2,0) |
SMALLINT NOT NULL |
Allows the user to enter a specific month (1-12) for the second deal leg when the selected Interest Date
|
| 74 |
INT_BASIS |
Character(2) |
VARCHAR2(2) NOT NULL |
Day Count Basis
30=30/360
3E=30E/360
A0=Actual/360
A5=Actual/365
AA=Actual/Actual
|
| 75 |
INT_BASIS_2 |
Character(2) |
VARCHAR2(2) NOT NULL |
The accrual day count basis for the receive side in a two leged deal
30=30/360
3E=30E/360
A0=Actual/360
A5=Actual/365
AA=Actual/Actual
|
| 76 |
INT_CALCULATION |
Character(2) |
VARCHAR2(2) NOT NULL |
Interest calculation method for financial instruments.
AR=Interest Bearing
CD=Canadian Discount
DS=Straight Discount
DY=Discount to Yield
|
| 77 |
INT_CALCULATION_2 |
Character(2) |
VARCHAR2(2) NOT NULL |
Interest calculation method for financial instruments
AR=Interest Bearing
DS=Straight Discount
DY=Discount to Yield
|
| 78 |
DAY_COUNTED_INT |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to specify that the number of exact days between interest dates are to be utili
N=Same Interest each Period
Y=Day Counted Interest
|
| 79 |
DAY_COUNTED_INT_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to specify that the number of exact days between interest dates are to be uti
N=Same Interest each Period
Y=Day Counted Interest
|
| 80 |
FIRST_INT_PERIOD |
Character(1) |
VARCHAR2(1) NOT NULL |
"Allows the user to select the method in which the first interest period
0=Short First Coupon Period
1=Long First Coupon Period
N=Normal First Coupon Period
|
| 81 |
LAST_INT_PERIOD |
Character(1) |
VARCHAR2(1) NOT NULL |
Allows the user to select the method in which the last interest period is to be treated for inter
0=Short Last Coupon Period
1=Long Last Coupon Period
N=Normal Last Coupon Period
|
| 82 |
FLOATING_MKT_CD |
Character(10) |
VARCHAR2(10) NOT NULL |
The code used as a key for obtaining market rates for interest rates and futures prices.
|
| 83 |
FLT_MARGIN_OP |
Character(1) |
VARCHAR2(1) NOT NULL |
1st floating margin operation, +/- or *//
*=Multiply By
+=Add
|
| 84 |
FLT2_MARGIN_OP |
Character(1) |
VARCHAR2(1) NOT NULL |
Floating margin operations, +/- or *//
*=Multiply By
+=Add
|
| 85 |
FLOATING_MKT_CD_2 |
Character(10) |
VARCHAR2(10) NOT NULL |
A unique key identifier that describes a floating rate index basis associated with the second leg of a
|
| 86 |
FLT_MARGIN_OP_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
1st floating margin operation, +/- or *//
*=Multiply By
+=Add
|
| 87 |
FLT2_MARGIN_OP_2 |
Character(1) |
VARCHAR2(1) NOT NULL |
Floating margin operation, +/- or *//
*=Multiply By
+=Add
|
| 88 |
YC_CODE_FUTR_CF |
Character(10) |
VARCHAR2(10) NOT NULL |
Name of the curve of calculating future cash flows in Treasury
|
| 89 |
YC_CODE_FUTR_CF_2 |
Character(10) |
VARCHAR2(10) NOT NULL |
Name of the curve of calculating future cash flows in Treasury
|
| 90 |
FLOATING_MARGIN |
Signed Number(13,8) |
DECIMAL(11,8) NOT NULL |
The supplemental interest rate
|
| 91 |
FLOATING2_MARGIN |
Signed Number(13,8) |
DECIMAL(11,8) NOT NULL |
The supplemental interest rate
|
| 92 |
FLOATING_MARGIN_2 |
Signed Number(13,8) |
DECIMAL(11,8) NOT NULL |
The supplemental interest rate
|
| 93 |
FLOATING2_MARGIN_2 |
Signed Number(13,8) |
DECIMAL(11,8) NOT NULL |
The supplemental interest rate
|
| 94 |
SECURITY_ID |
Character(10) |
VARCHAR2(10) NOT NULL |
A reference identifier for a given deal transaction.
|
| 95 |
STRAIGHTLINE_DISC |
Character(1) |
VARCHAR2(1) NOT NULL |
Describes whether a deal transaction's discount amount is to be amortized with the straightline method, or handled using the Yield to Maturity (Constant Yield) method
N=Constant Yield Method
Y=Straightline Method
|