INSTR_MTMFN_IDX (SQL Table)	Index Back
instr mtm func rate index tbl Mapping of Instruments to the analytic function rate indices at the func parameter level

INSTR_MTMFN_IDX

(SQL Table)

instr mtm func rate index tbl

Mapping of Instruments to the analytic function rate indices at the func parameter level

# PeopleSoft Field Name PeopleSoft Field Type Database Column Type Description

1 SETID Character(5) VARCHAR2(5) NOT NULL SetID

2 INSTRUMENT_TYPE Character(10) VARCHAR2(10) NOT NULL Instrument type

3 MTM_FN_USAGE Character(2) VARCHAR2(2) NOT NULL This field specifies the specific analytic operation/function to be performed on that instrument type
00=MTM
01=Firm-wide Analysis
02=Convexity
03=Duration
04=MTM-A
05=File Export
06=Delta
07=Risk Measures
08=Sensitivity Analysis
09=Market Risk
10=Credit Risk
11=Operational Risk
12=Strategic Risk
13=Other

4 MTM_MODEL Character(10) VARCHAR2(10) NOT NULL Represents a more granular method by which to establish diverse analytics function usages for a given finan

5 MTM_DATA_PURPOSE Character(4) VARCHAR2(4) NOT NULL Treasury's version of the FSI field YC_DATA_PURPOSE, but with added XLATs to also refer to the enterprise market rates.
CO=Commodity
CR=Credit Spread
FX=Foreign Exchange
OT=Other Curve
PR=Market Price
VO=Volatility
YC=Yield Curve

6 MTM_CURVE_TYPE Character(4) VARCHAR2(4) NOT NULL Curve type used for mark to market processing. This is a user defined field and could carry any meaningful value.
Prompt Table: INSTR_MTMIDX_VW

7 YC_CODE Character(10) VARCHAR2(10) NOT NULL Curve Code: Unique Identifier for each Curve definition.

8 YC_CURVE_TYPE Character(4) VARCHAR2(4) NOT NULL Curve Type
B=Zero Coupon Equivalent
D=Discount Factor Curve
F=Implied Forward Rates
S=Spot Yields
X=Forward Exchange Rate Curve
Y=Coupon Bearing Yields

9 RT_RATE_INDEX Character(10) VARCHAR2(10) NOT NULL Market Rate Index
Prompt Table: RT_INDEX_TBL

10 RT_TYPE Character(5) VARCHAR2(5) NOT NULL Defines a category of market rates for currency conversion. Some examples of rate types are commercial, average, floating, and historical.
Prompt Table: RT_TYPE_TBL

#	PeopleSoft Field Name	PeopleSoft Field Type	Database Column Type	Description
1	SETID	Character(5)	VARCHAR2(5) NOT NULL	SetID
2	INSTRUMENT_TYPE	Character(10)	VARCHAR2(10) NOT NULL	Instrument type
3	MTM_FN_USAGE	Character(2)	VARCHAR2(2) NOT NULL	This field specifies the specific analytic operation/function to be performed on that instrument type 00=MTM 01=Firm-wide Analysis 02=Convexity 03=Duration 04=MTM-A 05=File Export 06=Delta 07=Risk Measures 08=Sensitivity Analysis 09=Market Risk 10=Credit Risk 11=Operational Risk 12=Strategic Risk 13=Other
4	MTM_MODEL	Character(10)	VARCHAR2(10) NOT NULL	Represents a more granular method by which to establish diverse analytics function usages for a given finan
5	MTM_DATA_PURPOSE	Character(4)	VARCHAR2(4) NOT NULL	Treasury's version of the FSI field YC_DATA_PURPOSE, but with added XLATs to also refer to the enterprise market rates. CO=Commodity CR=Credit Spread FX=Foreign Exchange OT=Other Curve PR=Market Price VO=Volatility YC=Yield Curve
6	MTM_CURVE_TYPE	Character(4)	VARCHAR2(4) NOT NULL	Curve type used for mark to market processing. This is a user defined field and could carry any meaningful value. Prompt Table: INSTR_MTMIDX_VW
7	YC_CODE	Character(10)	VARCHAR2(10) NOT NULL	Curve Code: Unique Identifier for each Curve definition.
8	YC_CURVE_TYPE	Character(4)	VARCHAR2(4) NOT NULL	Curve Type B=Zero Coupon Equivalent D=Discount Factor Curve F=Implied Forward Rates S=Spot Yields X=Forward Exchange Rate Curve Y=Coupon Bearing Yields
9	RT_RATE_INDEX	Character(10)	VARCHAR2(10) NOT NULL	Market Rate Index Prompt Table: RT_INDEX_TBL
10	RT_TYPE	Character(5)	VARCHAR2(5) NOT NULL	Defines a category of market rates for currency conversion. Some examples of rate types are commercial, average, floating, and historical. Prompt Table: RT_TYPE_TBL