RSK_CRV_TBL(SQL Table) |
Index Back |
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Generated curved ratesRecord contains generated curve rates. |
# | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
---|---|---|---|---|
1 | RT_RATE_INDEX | Character(10) | VARCHAR2(10) NOT NULL |
Market Rate Index
Prompt Table: RT_INDEX_TBL |
2 | 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 |
3 | EFFDT | Date(10) | DATE NOT NULL |
Effective Date
Default Value: %date |
4 | MTM_CRV_NAME | Character(10) | VARCHAR2(10) NOT NULL | Curve name |
5 | MTM_CRV_TYPE | Character(4) | VARCHAR2(4) NOT NULL | Used to describe the type or how the base curve was modified |
6 | YC_MATURITY_DT | Date(10) | DATE | Maturity Date |
7 | MTM_CRV_YC_TYPE | Character(4) | VARCHAR2(4) NOT NULL |
Curve types duplicated from FSI
B=Zero Coupon Equivalent F=Implied Foward Rates S=Spot Yields Y=Coupon Bearing Yields |
8 | RSK_DATA_MODS | Character(3) | VARCHAR2(3) NOT NULL |
Information on how a rate was modified
BAS=Base SHF=Shifted SHK=Shocked XL=Shifted in Excel Default Value: BAS |
9 | RATE_MULT | Signed Number(17,8) | DECIMAL(15,8) NOT NULL | Rate Multiplier |
10 | RSK_OLD_RATE_MULT | Signed Number(17,8) | DECIMAL(15,8) NOT NULL | The previous rate before it was changed to the current rate |