YC_PNEQS

(SQL Table)
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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