YC_PNEQS(SQL Table) |
Index Back |
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YC Polynomial Equation Set Tbl |
# | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
---|---|---|---|---|
1 | SETID | Character(5) | VARCHAR2(5) NOT NULL | SetID |
2 | YC_CODE | Character(10) | VARCHAR2(10) NOT NULL | Curve Code: Unique Identifier for each Curve definition. |
3 | EFFDT | Date(10) | DATE | Effective Date |
4 | CG_CURVE_DT | Date(10) | DATE |
Curve Date
Default Value: %date |
5 | 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 |
6 | YC_FWDMAT | Number(10,0) | DECIMAL(10) NOT NULL | Maturity (# to be followed by period field) |
7 | YC_FWDMAT_UOM | Character(4) | VARCHAR2(4) NOT NULL |
Maturity Period
DD=Day(s) MM=Month(s) YY=Year(s) |
8 | YC_DOMAIN_START | Number(19,2) | DECIMAL(18,2) NOT NULL | Domain Start: Beginning value for which the corresponding options (e.g. tolerance values) are valid. |
9 | YC_DOMAIN_END | Number(19,2) | DECIMAL(18,2) NOT NULL | Domain Start: Ending value for which the corresponding options (e.g. tolerance value) are valid. |
10 | YC_COEFF_A | Signed Number(20,8) | DECIMAL(18,8) NOT NULL | A (Coefficient of x^0) Value of the coefficient in the final cubic equation of the curve domain. |
11 | YC_COEFF_B | Signed Number(20,8) | DECIMAL(18,8) NOT NULL | B (Coefficient of x^1) Value of the coefficient in the final cubic equation of the curve domain. |
12 | YC_COEFF_C | Signed Number(20,8) | DECIMAL(18,8) NOT NULL | C (Coefficient of x^2) Value of the coefficient in the final cubic equation of the curve domain. |
13 | YC_COEFF_D | Signed Number(20,8) | DECIMAL(18,8) NOT NULL | D (Coefficient of x^3) Value of the coefficient in the final cubic equation of the curve domain. |
14 | YC_MATURITY_DT | Date(10) | DATE | Maturity Date |
15 | YC_YIELD | Number(10,5) | DECIMAL(9,5) NOT NULL | Yield |