T2T Mapping for Caps and Floors on Swaps
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)
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:
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?
Sign In with your My Oracle Support account
Don't have a My Oracle Support account? Click to get started
My Oracle Support provides customers with access to over a
Million Knowledge Articles and hundreds of Community platforms