Processing FTP calculations
From the Process FTP tab of the FTP page, you can process calculations for Funds Transfer Pricing (FTP) and mark monthly processing as complete. The tab lists FTP processing tasks in the sequence in which they are processed.
The tasks on this tab include all of the import utilities and multipass calculation engines, listed in a predefined sequence that limits unexpected errors that occur from a missed task or a task processed out of sequence. The tasks correspond to the features needed to run the utilities that generate FTP and to notify stakeholders that FTP has been processed. The FI application uses the RUN FTP Scheduler job in the Scheduler Jobs Library to process FTP.
The FTP base rate is generated for every instrument record in the InstModelStg table using the calculation engine mapped to the instrument’s FTPBaseCalcEngine column. FTP adjustment rates are calculated separately for each of the five adjustments using the calculation engines mapped to the FTPAdj1CalcEngine through FTPAdj5CalcEngine columns. Output from the engines is saved to the FTPDetailResults table, resulting in a base rate record for every instrument, and up to five adjustment records for every instrument that has a mapped adjustment.
TIP: Before processing any calculation, verify that the review of the setup for processing that calculation is complete.
To process FTP calculations:
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From the Command Center, click FTP.
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Click Process FTP.
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Under Review and Process FTP, select tasks for processing by checking the check box for each task, then click Process Selected FTP.
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In the Processing Request Submitted dialog, click OK.
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When all processing is complete, click Mark as Complete.
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In the Mark as Complete dialog, click OK.
The following table lists FTP processing tasks in the sequence in which they are processed and the help topics that explain each process, where applicable.
TIP: The hyperlinks in task names link to the pages or dialogs that manage each process.
| FTP Task | Related Help Topic |
|---|---|
| Interpolate Yield Curve Rates | About interpolating yield curves |
| Calculate Key Rates | Maintaining interest rates for FTP |
| Populate InstModelStg with FTP Rules and Default Key Rates | Instrument data staging and DQA |
| Calculate FTP Rates & Spreads - Assigned Rate | About FTP calculation methods |
| Calculate FTP Rates & Spreads - Term to Maturity | About FTP calculation methods |
| Calculate FTP Rates & Spreads - Cash Flow | About FTP calculation methods |
| Push Results to InstModelStg Table | N/A |
| Push Results to Source Table | N/A |
| Calculate FTP Rates and Spreads for GL | About FTP rate settings and spreads for GL |
