TRX_DETAIL_TEO1(SQL Table) |
Index Back |
|---|---|
CCU TEO temp tableCCU temporary table for TRX_DETAIL_TR |
| # | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
|---|---|---|---|---|
| 1 | EO_PROCESS_INST | Number(10,0) | DECIMAL(10) NOT NULL | Process Instance |
| 2 | BUSINESS_UNIT | Character(5) | VARCHAR2(5) NOT NULL | Business Unit |
| 3 | TREAS_HEADER_ID | Character(12) | VARCHAR2(12) NOT NULL | The unique key identifier for a given deal transaction. |
| 4 | TRANSACTION_LINE | Number(3,0) | SMALLINT NOT NULL | The separate and distinct base instrument type components of a given deal transaction. |
| 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 | VERSION | Number(10,0) | DECIMAL(10) NOT NULL | Version. Internal PeopleTools version for controlling caching of object. - Version/Table reference |
| 7 | OPT_EXERCISE_TYPE | Character(1) | VARCHAR2(1) NOT NULL |
The option exercise type.
A=American B=Bermudan E=European |
| 8 | 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 |
| 9 | 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 |
| 10 | 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 |
| 11 | 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 |
| 12 | 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 Y/N Table Edit |
| 13 | OPT_PURCHASE_WRITE | Character(1) | VARCHAR2(1) NOT NULL |
Describes whether the dealer is purchasing or writing a given option transaction.
P=Purchase W=Write |
| 14 | OPT_PUT_CALL | Character(1) | VARCHAR2(1) NOT NULL |
Describes whether a given option transaction reflects a short or long position.
C=Call P=Put |
| 15 | OPT_PUTCALL_DESCR | Character(40) | VARCHAR2(40) NOT NULL | Description for a put or call option transaction. |
| 16 | OPT_OPTION_STATUS | Character(1) | VARCHAR2(1) NOT NULL |
The current state for a given option transaction.
A=Active C=Exercised I=Inactive P=Expired Default Value: A |
| 17 | OPT_EXERCISE_DT | Date(10) | DATE | The option exercise date. |
| 18 | OPT_INTO_CASH_DT | Date(10) | DATE | The option exercised cash settlement date. |
| 19 | 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 |
| 20 | OPT_DELTA | Signed Number(11,8) | DECIMAL(9,8) NOT NULL |
An analytic valuation calculation that represents the proportion of an outstanding option that is regarded as
Default Value: 1 |
| 21 | OPT_LOOKBACK_START | Date(10) | DATE | The initial date for an Asian/Lookback/Hindsight option. |
| 22 | 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 |
| 23 | 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 |
| 24 | 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'. |
| 25 | 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 |
| 26 | NBR_OF_CONTRACTS | Signed Number(18,4) | DECIMAL(16,4) NOT NULL | This is the number of future contracts associated with a deal |
| 27 | TICK_AMT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The amount or value of each increment (tick) of a futures contract. |
| 28 | UNDERLYING_CCY | Character(3) | VARCHAR2(3) NOT NULL | Underlying Currency |
| 29 | SETTLEMENT_CCY | Character(3) | VARCHAR2(3) NOT NULL | Settlement Currency |
| 30 | 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. |
| 31 | 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. |
| 32 | MARGIN_MIN_AMT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Minimummargin amount for an exchange traded futures contract. |
| 33 | MARGIN_INITIAL_AMT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Initial margin amount for an exchange traded futures contract. |
| 34 | DELIVERY_YEAR | Number(4,0) | SMALLINT NOT NULL | Delivery Year |
| 35 | 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 |
| 36 | LAST_TRADE_DT | Date(10) | DATE | The last date on which a deal can be traded. |
| 37 | FIRST_DELIVERY_DT | Date(10) | DATE | Physical date of position. |
| 38 | FIRST_TRADE_DT | Date(10) | DATE | The lfirst date on which a deal can be traded. |
| 39 | LAST_DELIVERY_DT | Date(10) | DATE | Last delivery date for a contract . |
| 40 | TRANSACTION_AMT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The nominal or actual deal transaction amount. |
| 41 | TRANSACTION_AMT_2 | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The nominal transaction amount for the second leg of a deal transacation. |
| 42 | TRANSACTION_PRICE | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The preferred business price for a given deal transaction. |
| 43 | TRANSACT_PROCEEDS | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The amount of funds that changes hands when a deal is complete. |
| 44 | PURCHASED_INTEREST | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | The amount of accrued interest associated with an instrument when the same is acquired after i |
| 45 | PURCH_INT_SOURCE | Character(1) | VARCHAR2(1) NOT NULL |
Whether purchased interest was input by user or calculated by system.
S=System Supplied U=User Supplied |
| 46 | PURCH_INT_FACTOR | Signed Number(13,10) | DECIMAL(11,10) NOT NULL | Purchased Interest (Accrued Interest at Settlement Date) Factor for Treasury Deals. This factor is the portion of an interest period for which interest has been accrueing, ie. that between the Interest Period Start Date and the Settlement Date. It is passed into the TRPYIELD to ensure a Yield that is independant of the exact Par Amount and so does not suffer strange rounding problems for small Par Amounts. |
| 47 | PRICE_PERCENT_PAR | Number(14,8) | DECIMAL(13,8) NOT NULL | The percentage of par value of which a financial instrument is priced when booked into the system. |
| 48 | PRINCIPAL_ROLL_IN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Principal rolled in from another deal. |
| 49 | INTEREST_ROLL_IN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Interest rolled in from another deal that should be settled at the end of the deal, but not compounded into the payment principal for this deal. |
| 50 | XTRA_ROLL_IN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Interest rolled in from another deal that should be settled at the end of the deal, but not compounded into the payment principal for this deal. |
| 51 | PRINCIPAL_ROLL_OUT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Principal rolled out to another deal. |
| 52 | INTEREST_ROLL_OUT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Interest rolled out of this deal to another deal that is not to be compounded in the other deal. |
| 53 | XTRA_ROLL_OUT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Extra amount rolled out of this deal to another deal that is to be compounded in the other deal. |
| 54 | INT_ROLL_OUT_COMPD | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Interest rolling from another deal that is compounded into principal for this deal. |
| 55 | COMMODITY_CD | Character(10) | VARCHAR2(10) NOT NULL |
Commodity Code
Prompt Table: COMMOD_CODE |
| 56 | EXCHG_CD | Character(6) | VARCHAR2(6) NOT NULL |
Trading exchange code
Prompt Table: TRX_EXCHANGE_CD |
| 57 | 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 |
| 58 | QUANTITY | Signed Number(17,4) | DECIMAL(15,4) NOT NULL | Qty Interface |
| 59 | RT_RATE_INDEX | Character(10) | VARCHAR2(10) NOT NULL |
Market Rate Index
Prompt Table: RT_INDEX_TBL |
| 60 | 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 |
| 61 | EQUITY_ID | Character(10) | VARCHAR2(10) NOT NULL | Equity Identification Number - used to identify an equity in the system. the number is system generated and used for technical purposes only. |
| 62 | EQUITY_SYMBOL | Character(15) | VARCHAR2(15) NOT NULL | Ticker symbol to identify an equity on the exchange that it is traded on |
| 63 | TRANSACT_CURRENCY | Character(3) | VARCHAR2(3) NOT NULL |
"The nominal
Prompt Table: CURRENCY_CD_TBL |
| 64 | TRANS_CURRENCY_2 | Character(3) | VARCHAR2(3) NOT NULL |
"The nominal
Prompt Table: CURRENCY_CD_TBL |
| 65 | 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 Default Value: N |
| 66 | SETTLEMENT_DT | Date(10) | DATE | The settlement date for a given cash -based transaction, or the start date for a Treasury Deal. |
| 67 | MATURITY_DT | Date(10) | DATE | The maturity date for a deal transaction. |
| 68 | EST_MATURITY_DT | Date(10) | DATE | The estimated maturity date for a security or deal transaction |
| 69 | ISSUE_DT | Date(10) | DATE | Issue Dt |
| 70 | INTEREST_START_DT | Date(10) | DATE | The coupon period start date for a given deal transaction. |
| 71 | EX_COUPON_SW | Character(1) | VARCHAR2(1) NOT NULL |
Has a Bond gone Ex-Dividend?
(Bought or sold after the Ex-Dividend Date, but before the next Coupon is paid, so that the buyer does not receive the next coupon.)
N=Traded Cum-Interest Y=Traded Ex-Interest |
| 72 | TRANSACTION_RATE | Number(16,8) | DECIMAL(15,8) NOT NULL | The applicable interest rate for a given deal transaction. |
| 73 | TRANSACTION_RATE_2 | Number(16,8) | DECIMAL(15,8) NOT NULL | The applicable interest rate for the second leg of a given deal transaction. |
| 74 | SPOT_RATE_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored ei
Default Value: 1 |
| 75 | SPOT_RATE_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored either
Default Value: 1 |
| 76 | FORWARD_RATE_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is
Default Value: 1 |
| 77 | FORWARD_RATE_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is stor
Default Value: 1 |
| 78 | SPOT_RT_LEG1_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored
Default Value: 1 |
| 79 | SPOT_RT_LEG1_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored eit
Default Value: 1 |
| 80 | FWD_RT_LEG1_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is s
Default Value: 1 |
| 81 | FWD_RT_LEG1_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is store
Default Value: 1 |
| 82 | SPOT_RT_LEG2_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored
Default Value: 1 |
| 83 | SPOT_RT_LEG2_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange spot rate is stored eit
Default Value: 1 |
| 84 | FWD_RT_LEG2_MULT | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is s
Default Value: 1 |
| 85 | FWD_RT_LEG2_DIV | Number(16,8) | DECIMAL(15,8) NOT NULL |
An internal convention utilized for determing whether a currency exchange forward rate is store
Default Value: 1 |
| 86 | PARTIAL_AMT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Partial sell/buyback amount |
| 87 | PARTIAL_AMT_2 | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Partial sell/buyback amount |
| 88 | TRANSACTION_YIELD | Signed Number(15,8) | DECIMAL(13,8) NOT NULL | The applicable yield for an interest rate physical deal transaction. |
| 89 | AMORT_BEGIN_PRIN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Beginning principal of the loan amount. |
| 90 | AMORT_END_PRIN | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | End principal of the loan amount. |
| 91 | AMORT_METHOD | Character(3) | VARCHAR2(3) NOT NULL |
Method of Amortization
C=Constant Term CP=Constant Payment F=Factored I=Index Amortizing N=Non Amortizing P=Fixed Paydown S=Per Schedule |
| 92 | AMORT_BEGIN_PRIN_2 | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Beginning principal of the loan amount. |
| 93 | AMORT_END_PRIN_2 | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | End principal of the loan amount. |
| 94 | PERCENT_OR_AMOUNT | Character(1) | VARCHAR2(1) NOT NULL |
Flag to choose percentage or amount
A=Amount P=Percentage |
| 95 | PERCENT_OR_AMNT_2 | Character(1) | VARCHAR2(1) NOT NULL |
Flag to choose percentage or amount
A=Amount P=Percentage |
| 96 | 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 |
| 97 | 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 |
| 98 | 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 |
| 99 | 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 |
| 100 | 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 |
| 101 | RESET_INDEX_TENOR | Character(3) | VARCHAR2(3) NOT NULL |
Tenor (Term) of Reset Rate Index - how long the Interest Rate applies for
D01=Overnight D07=1 Week D14=2 Week D21=21 Day D28=28 Day D35=35 Day D49=49 Day M01=1 Month M03=3 Month M06=6 Month M12=1 Year X=Not Applicable |
| 102 | RESET_INDEX_TENOR2 | Character(3) | VARCHAR2(3) NOT NULL |
Tenor (Term) of Reset Rate Index - how long the Interest Rate applies for
D01=Overnight D07=1 Week D14=2 Week D28=28 Day D35=35 Day D49=49 Day M01=1 Month M03=3 Month M06=6 Month M12=1 Year |
| 103 | COMPOUND_RESET | Character(1) | VARCHAR2(1) NOT NULL |
Do compounding interest within reset interval.
Y/N Table Edit Default Value: N |
| 104 | COMPOUND_RESET_2 | Character(1) | VARCHAR2(1) NOT NULL |
Do compounding interest within reset interval.
Y/N Table Edit Default Value: N |
| 105 | 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 |
| 106 | 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 |
| 107 | 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 |
| 108 | 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 |
| 109 | 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 |
| 110 | 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 |
| 111 | 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 |
| 112 | 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 |
| 113 | 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 |
| 114 | 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 |
| 115 | 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 |
| 116 | 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 |
| 117 | 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 |
| 118 | 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. |
| 119 | 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. |
| 120 | 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. |
| 121 | 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 |
| 122 | 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 |
| 123 | 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 |
| 124 | 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 |
| 125 | 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. |
| 126 | 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 |
| 127 | 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 |
| 128 | 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 |
| 129 | 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 |
| 130 | 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 |
| 131 | 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 |
| 132 | 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 |
| 133 | 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 Default Value: N |
| 134 | FIRST_INT_PERIOD_2 | 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 Default Value: N |
| 135 | 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 Default Value: N |
| 136 | LAST_INT_PERIOD_2 | Character(1) | VARCHAR2(1) NOT NULL |
Allows the user to select the method in which the last interest period is to be treated for interest
0=Short Last Coupon Period 1=Long Last Coupon Period N=Normal Last Coupon Period Default Value: N |
| 137 | ACCRUAL_DATE | Date(10) | DATE | The date upon which a periodic accounting accrual is to be generated for a given treasury transaction. |
| 138 | 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 |
| 139 | AMORTIZE_SW | Character(1) | VARCHAR2(1) NOT NULL |
Whether a deal can be amortized or not
Y/N Table Edit Default Value: N |
| 140 | SECURITY_ID | Character(10) | VARCHAR2(10) NOT NULL | A reference identifier for a given deal transaction. |
| 141 | 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.
Prompt Table: TRX_RT_RESET_CD |
| 142 | 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
Prompt Table: TRX_RT_RESET_CD |
| 143 | YC_CODE_FUTR_CF | Character(10) | VARCHAR2(10) NOT NULL | Name of the curve of calculating future cash flows in Treasury |
| 144 | YC_CODE_FUTR_CF_2 | Character(10) | VARCHAR2(10) NOT NULL | Name of the curve of calculating future cash flows in Treasury |
| 145 | FLT_MARGIN_OP | Character(1) | VARCHAR2(1) NOT NULL |
1st floating margin operation, +/- or *//
*=Multiply By +=Add |
| 146 | FLOATING_MARGIN | Signed Number(13,8) | DECIMAL(11,8) NOT NULL | The supplemental interest rate |
| 147 | FLT_MARGIN_OP_2 | Character(1) | VARCHAR2(1) NOT NULL |
1st floating margin operation, +/- or *//
*=Multiply By +=Add |
| 148 | FLOATING_MARGIN_2 | Signed Number(13,8) | DECIMAL(11,8) NOT NULL | The supplemental interest rate |
| 149 | FLT2_MARGIN_OP | Character(1) | VARCHAR2(1) NOT NULL |
Floating margin operations, +/- or *//
*=Multiply By +=Add |
| 150 | FLOATING2_MARGIN | Signed Number(13,8) | DECIMAL(11,8) NOT NULL | The supplemental interest rate |
| 151 | FLT2_MARGIN_OP_2 | Character(1) | VARCHAR2(1) NOT NULL |
Floating margin operation, +/- or *//
*=Multiply By +=Add |
| 152 | FLOATING2_MARGIN_2 | Signed Number(13,8) | DECIMAL(11,8) NOT NULL | The supplemental interest rate |
| 153 | ASSET_LIABILITY | Character(1) | VARCHAR2(1) NOT NULL |
Whether the deal transaction leg represents an asset or a liability
A=Asset L=Liability |
| 154 | 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 |
| 155 | ANCHOR_CURRENCY | Character(3) | VARCHAR2(3) NOT NULL |
The base currency of the business unit that generates a given deal transaction.
Default Value: BUS_UNIT_TBL_GL.BASE_CURRENCY Prompt Table: CURRENCY_CD_TBL |
| 156 | ANCHOR_AMOUNT | Signed Number(28,3) | DECIMAL(26,3) NOT NULL | Principal amount of a given deal transaction denominated in the anchor currency. |
| 157 | PAY_BANK_SETID | Character(5) | VARCHAR2(5) NOT NULL | The PeopleSoft tableset ID for a bank on the disbursing side of a settlement transaction. |
| 158 | PAY_BANK_CD_CUST | Character(5) | VARCHAR2(5) NOT NULL | Represents the owning counterparty of a given internal account slated to pay out a settlement. |
| 159 | PAY_BANK_CD | Character(5) | VARCHAR2(5) NOT NULL |
The bank for the disbursing side of a settlement transaction.
Prompt Table: BANK_TR_BANK_VW |
| 160 | PAY_BANK_ACCT_KEY | Character(4) | VARCHAR2(4) NOT NULL |
The bank account for the disbursing side of a settlement transaction.
Prompt Table: BANK_TR_ACTP_VW |
| 161 | PAY_BNK_ID_NBR | Character(20) | VARCHAR2(20) NOT NULL | The alphanumeric bank identifier associated with a bank on the disbursing side of a settlement trans |
| 162 | PAY_BANK_ACCT_NUM | Character(35) | VARCHAR2(35) NOT NULL | The bank account number for the disbursing side of a settlement transaction. |
| 163 | PAY_SETTLEMENT_ID | Character(5) | VARCHAR2(5) NOT NULL |
Represents the settlement instructions identifier associated with the submitter of a
Prompt Table: BANK_SETL_CP_VW |
| 164 | PYMNT_METHOD | Character(3) | VARCHAR2(3) NOT NULL |
Payment Method
ACH=Automated Clearing House BEF=Draft - Customer EFT BOO=Draft - Customer Initiated CHK=System Check D=Deposit DD=Direct Debit DFT=Draft - Supplier Initiated DRA=Draft EFT=Electronic Funds Transfer GE=Giro - EFT GM=Giro - Manual LC=Letter of Credit MAN=Manual Check TRW=Treasury Wire WIR=Wire Transfer |
| 165 | FORMAT_ID | Character(10) | VARCHAR2(10) NOT NULL |
Format ID
Prompt Table: TR_FORMAT_VW2 |
| 166 | REC_BANK_SETID | Character(5) | VARCHAR2(5) NOT NULL | The PeopleSoft tableset ID for a bank on the receiving side of a settlement transaction. |
| 167 | REC_BANK_CD_CUST | Character(5) | VARCHAR2(5) NOT NULL | Represents the owning counterparty of a given internal account slated to receive a settlement. |
| 168 | REC_BANK_CD | Character(5) | VARCHAR2(5) NOT NULL |
The bank for the receiving side of a settlement transaction.
Prompt Table: BANK_TR_BANK_VW |
| 169 | REC_BANK_ACCT_KEY | Character(4) | VARCHAR2(4) NOT NULL |
The bank account for the receiving side of a settlement transaction.
Prompt Table: BANK_TR_ACTR_VW |
| 170 | REC_BNK_ID_NBR | Character(20) | VARCHAR2(20) NOT NULL | The alphanumeric bank identifier associated with a bank on the receiving side of a settlement transa |
| 171 | REC_BANK_ACCT_NUM | Character(35) | VARCHAR2(35) NOT NULL | The bank account number for the receiving side of a settlement transaction. |
| 172 | REC_SETTLEMENT_ID | Character(5) | VARCHAR2(5) NOT NULL |
The settlement instructions associated with the bank and account on the receiving side
Prompt Table: STL_INSTR_R_VW |
| 173 | LAST_MAINT_OPRID | Character(30) | VARCHAR2(30) NOT NULL |
Last Maintained By Operator ID
Prompt Table: OPRID_VW |
| 174 | LAST_MAINT_DTTM | DateTime(26) | TIMESTAMP | A system generated value that reflects the date and time a transaction was last modified |
| 175 | TR_FRA_OPTIONS | Character(1) | VARCHAR2(1) NOT NULL |
Field for choosing forward rate options
1. Not an FRA
2. Normal FRA - used in US and Europe: Floating plus Fixed rate interest streams are added and then discounted back to settlement date
3. Bank Bill FRA - used in Australia and New Zealand: Floating and fixed legs are discounted separately and then netted
1=Not a Forward Rate Agreement 2=Standard Forward Rate 3=Bank Bill FRA Agreement Default Value: 1 |
| 176 | EO_FROM_CURRENCY | Character(3) | VARCHAR2(3) NOT NULL | Currency Code |