FTP Detail Results data table

The FTP calculation engines save Base Rate Category records for every instrument they process in the FTP Detail Results data table. This table stores the FTP results of the base rate and each of the adjustment categories with an instrument record for each occurrence. It is the only data table that contains this level of FTP detail.

The FTP Detail Results data table is designed to support reporting of FTP, FTP Annualized, FTP Spread, and FTP Spread Annualized aggregated by YRMO and InstrumentID. To support analysis and reporting from this table only the Base Rate record contains the Interest Rate, Interest, Interest Annualized and FTP Balance. In this way, a query that is run at the instrument level and any aggregation point above a single instrument will provide the information necessary to understand the rate, periodic and annualized results. Of course, rates (Interest, FTP and Spread) need to be calculated (Annualized factor/FTP Balance) when aggregating results from multiple instruments in a report. But at the instrument level, rates can be added together for a single YrMo and will produce an accurate aggregated rate.

The following table lists the columns available for reporting from the FTPDetailResults table. The FTP engines are the only source for the data in this table. Originated indicates if this was calculated, or modified by the engines, or was passed through mapping and processing from the originating table in the FTP process.

Column	Originated	Comments
YRMO	InstModelStg	Records are held for multiple periods.
InstrumentID	InstModelStg	There is at least one record for every Instrument.
AX_FTPRateCategory	InstModelStg	There will be one FTPBaseRate record for every instrument for every YRMO processed. Each instrument can have up to five FTPAdjustment records in a YRMO.
AX_FTPRuleName	FTPAssignment	Mapped to the InstModelStg table, rule names are assigned using the FTP Method Assignment utility.
AX_FTPRuleNumber	RateRuleSetting	Mapped to the InstModelStg based on the AX_FTPRuleNames from the FTPAssignment.
PROD	InstModelStg	Passed through by the engine.
ACCT	InstModelStg	Passed through by the engine.
DEPT	InstModelStg	Passed through by the engine.
IType	InstModelStg	Passed through by the engine.
AX_Amortizing	InstModelStg	Passed through by the engine.
AX_IntRate	InstModelStg	Saved by the engine to the FTPBaseRate record only. Adjustment records are 0.
AX_FTPBalance	Engine	Determined by the engine. This will be the AX_AvgBal from the InstModelStg table if not 0, else CurBal. This is only saved to the FTPBaseRate record. Adjustment records are 0.
AX_Interest	Engine	Calculated by the engine if the InstModelStg value is 0 else it is copied from InstModelStg. Only saved to the FTPBaseRate record. Adjustment records are 0.
AX_InterestAnnual	Engine	Calculated by the engine if 0. Only saved to the FTPBaseRate record. Adjustment records are 0.
AX_FTPRate	Engine	Calculated by the engine.
AX_FTPRateSpread	Engine	Calculated by the engine.
AX_FTP	Engine	Calculated by the engine.
AX_FTPAnnual	Engine	Calculated by the engine.
AX_FTPSpread	Engine	Calculated by the engine.
AX_FTPSpreadAnnual	Engine	Calculated by the engine.
AX_RuleMethod	RateRuleSetting	The rule method determines which engine will be used and is mapped based on the AX_FTPRuleNumber.
AX_RateResetType	RateRuleSetting	Based on AX_FTPRuleNumber.
AX_OrigDate	Engine	Determined by the engine. Renewal date if valid, else the origination date.
AX_PriceDate	Engine	Determined by the engine.
AX_RateLookupDate	Engine	AX_PriceDate less Delay Days from the RateRuleSetting.
AX_Term	Engine	Determined by the engine.
AX_RuleTerm	RateRuleSetting	Mapped using AX_RuleNumber.
AX_CalcEngine	Engine	Mapped using calc method.
AX_KeyRateName	FTPAssignment	Assigned using the FTP Method Assignment utility.
AX_RateCurve	RateRuleSetting	Mapped using AX_RuleNumber.
AX_FTPMessage	Engine	Determined by the engine. Generally, this is based on the Rule, but will be AssignedRate if the instrument is mapped to CashFlow, but has not passed DQA.