Questions on Option Categories Identifiers in ALM

(Doc ID 2373423.1)

Last updated on APRIL 04, 2018

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Asset Liability Management (ALM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Cash Flow Engine (CFE)
Table to Table (T2T) Data Mapping

Goal

Question 1: Option Categories identifiers for values such as American / European / Bermudan and In the Money / Out of the Money need to be populated in below Stage tables, so that same values can be further populated from there in respective FSI tables.

STG_BORROWINGS > FSI_D_EMBEDDED_OPTIONS
STG_OPTION_CONTRACTS > FSI_D_CAPFLOORS

What are the relevant columns in above mentioned Staging tables and respective Column in FSI table? Also, which MLS / CD table stores these values?

Question 2. Which column would capture American / European Option in STG_BORROWINGS table, to be populated in FSI_D_EMBEDDED_OPTIONS table?

Question 3. Similarly, which column will populate above values in STG_OPTION_CONTRACTS to do T2T in FSI_D_CAPFLOORS?

Question 4. Which Multi Language Support (MLS) table is to be used for American / European option: FSI_OPTION_EXERCISE_TYPE or FSI_OPTION_STYLE?

It is understood that both are different contracts and object is different in both the cases.

Question 5. It has been noticed that there is column "V_OPTION_IN_OUT_AT_MONEY_IND" in STG_OPTION_CONTRACTS in Release 8.0.5.0.1 but there is no T2T to populate any column in FSI_D_CAPFLOORS.

Question 6. If FSI_D_EMBEDDED_OPTIONS table needs to be populated with "EXERCISE_TYPE_CD" column for the borrowing contract, where is it in either of " American / European " options?

In which field of Staging table will this information be populated?

This information is specific to the Borrowing contract where Embedded Option is applicable.

It is understood that this borrowing contract has nothing to do with STG_Options_Contracts or FSI_D_Capfloors, is that true?

Objective is to use Embedded Option Functionality for Borrowing and it will work if contract is American style, for which population of "EXERCISE_TYPE_CD" is mandatory.

Question 7. Caps & Floors are adjustable rate options but it will belong to either "American / European / Bermudan", so it is mandatory to populate for specific Option Contract record.

In which column can I populate these values in STG_Options_contracts?

Question 8. For which purpose is the IN_OUT_AT column created in FSI_D_Capfloors and respective column "V_OPTION_IN_OUT_AT_MONEY_IND" in STG_Options_Contracts?

Solution

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