Cashflow table related to synthetic instruments. More...
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Cashflow table related to synthetic instruments.
PK | Variable | Type | Required? | Relationships | Label | Description | Required by models |
---|---|---|---|---|---|---|---|
![]() | REPORTING_DT | NUMERIC(8) | Y | Reporting Date | SAS Date value | ||
![]() | ENTITY_ID | VARCHAR(32) | Y | entity.sas | Entity Id | Entity Identifier | |
![]() | INSTID | VARCHAR(64) | Y | credit_portfolio.sas | Instrument Identifier | Unique identifier for an instrument/transaction/account. | |
![]() | CASHFLOW_LEG | VARCHAR(32) | Y | Cashflow Leg | Cashflow Leg | ||
![]() | HORIZON | NUMERIC(8) | Y | Horizon | Cashflow horizon: relative to the instrument activation date | ||
INTERVAL | VARCHAR(32) | Y | Interval | Cashflow Interval: month, year, etc. | |||
CASHFLOW_AMT | NUMERIC(8) | N | Cashflow Amount | Cashflow Amount |
Sample values for INTERVAL:
The casflow date for each record is computed as the number (<HORIZON>) of intervals (<INTERVAL>) from the instrument activation date.
Definition in file synthetic_cashflow.sas.