T2T Mapping for Caps and Floors on Swaps (Doc ID 2273708.1)

Last updated on JUNE 05, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.2 to 8.0.4 [Release 8]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Goal

On : 8.0.2 version

STG_SWAPS_CONTRACTS table has four attributes below for pay and receive legs of the swap to capture cap and floor rates:

N_RATE_CAP_LIFE_PAY
N_RATE_FLOOR_LIFE_PAY
N_RATE_FLOOR_LIFE_RCV
N_RATE_CAP_LIFE_RCV

In Release 8.0.2, T2T STG_SWAPS_CONTRACTS.N_RATE_CAP_LIFE is mapped to FSI_D_SWAPS.RATE_CAP_LIFE and STG_SWAPS_CONTRACTS.N_RATE_FLOOR_LIFE is mapped to FSI_D_SWAPS.RATE_FLOR_LIFE. The above four attributes are not included in the T2T T2T_SWAPS_CONTRACTS_PAY nor T2T_SWAPS_CONTRACTS_RCV.

T2T should be using these four attributes instead of the RATE_CAP_LIFE and N_RATE_FLOOR_LIFE. Which release includes the new mappings?

 

Solution

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