Treasury Interest Rate Swaps Export
Export of these records is included as a Standard CSV Export.
Note:
Because Integration Transaction Formats are not available for Treasury objects, you cannot configure the columns for this export.
|
Column Name |
Description |
Req'd |
Unique |
Type |
Allowable Values |
|---|---|---|---|---|---|
|
IntegerID |
Integer ID given by the system |
int |
|||
|
UniqueID |
GuID given by the system |
GuIDentifier |
|||
|
IntegerID (Entity) |
Id |
int |
|||
|
Abbreviation (Entity) |
Abbreviation of the Participant |
string |
|||
|
CoreID (Entity) |
ID of the legal entity / financial counterparty in Coupa Core |
|
|||
|
ReportingClassification (Entity) |
ReportingClassification of the Participant (Internal or External) |
n/a |
Internal, External |
||
|
IntegerID (Counterparty) |
Id |
int |
|||
|
Abbreviation (Counterparty) |
Abbreviation of the Participant |
string |
|||
|
CoreID (Counterparty) |
ID of the legal entity / financial counterparty in Coupa Core |
|
|||
|
ReportingClassification (Counterparty) |
ReportingClassification of the Participant (Internal or External) |
|
Internal, External |
||
|
UniqueID (Deal Type) |
UniqueID of deal type |
||||
|
Abbreviation (Deal Type) |
Abbreviation of deal type |
||||
|
Opening Date |
Opening date of the interest rate swap |
date |
|||
|
End Date |
End date of interest rate swap |
date |
|||
|
Outgoing Payments - Currency |
Currency of the outgoing payments |
|
|||
|
Outgoing Payments - Amount |
Principal amount of the swap (outgoing payments) |
decimal |
|||
|
Outgoing Payments - Interest Rate |
Interest Rate (in %) of the outgoing payments |
decimal (%) |
|||
|
Outgoing Payments - Margin |
Margin (in %) on top of the interest reference rate (is included in interest rate) |
||||
|
Outgoing Payments - Interest Rate Fixing |
Indicates whether interest is fix or variable |
Automatic, Variable, Fixed |
|||
|
Outgoing Payments - Base Rate |
Indicates the name of the base rate |
||||
|
Outgoing Payments - Interest Method |
Day count convention for calculating interest |
Enum |
actual365, actual360, 30E360ISDA, actualActualISDA, 30360ICMA, actualActualICMA, bus252, 30360US, actual360Exp, 30360ICMAExp, bus252Exp |
||
|
Outgoing Payments - Interest Maturity |
Interest Maturity taken into account for interest fixing proposals |
|
|||
|
Outgoing Payments - Payment Period (Interest) |
Payment period (Interest) |
Enum |
Monthly, Quarterly, Biannually, Annually, Unique |
||
|
Outgoing Payments - First Due Date |
First due date of interest payment |
date |
|||
|
Outgoing Payments - Last Day of the Month (Due Date) |
Indicates whether the due date is always the last day of a month |
boolean |
|||
|
Outgoing Payments - Date Rolling (Due Date) |
Indicates how a date is adjusted if it falls on a weekend or bank holiday |
Enum |
Actual, Following, Modified Following, Preceding |
||
|
Outgoing Payments - First Calculation Date |
First calculation date |
date |
|
||
|
Outgoing Payments - Last Day of the Month (Calculation Date) |
Indicates whether the calculation date is always the last day of a month |
boolean |
|
||
|
Outgoing Payments - Date Rolling (Calculation Date) |
Indicates how a date is adjusted if it falls on a weekend or bank holiday |
Enum |
Actual, Following, Modified Following, Preceding |
||
|
Outgoing Payments - Compounded Rate |
Method used for compounding |
Enum |
No,Plain, Lockout, LookbackLag, LookbackShift |
||
|
Outgoing Payments - Compounded Rate Rounding |
Rounding convention for the daily interest rates to be applied to the rates before going into the compounding calculation |
Enum |
< none >, Rounding half away from zero, Rounding up, Rounding down |
||
|
Outgoing Payments - Compounded Rate Rounding Decimal Places |
Number of decimal places to which the compounded rate is rounded |
tinyint |
|||
|
Outgoing Payments - Floor at Zero |
Indicates whether daily (negative) interest rates are floored at 0 before the compounding calculation is applied |
boolean |
|||
|
Outgoing Payments - Lag Days |
Number of days shift of the observation period/observation rate depending on the compounding method |
int |
|||
|
Outgoing Payments - Spread |
Spread to be applied to the daily interest rates before the compounding calculation is applied |
decimal |
|||
|
Incoming Payments - Currency |
Currency of the incoming payments |
|
|||
|
Incoming Payments - Amount |
Principal amount of the swap (incoming payments) |
decimal |
|||
|
Incoming Payments - Interest Rate |
Interest Rate (in %) of the incoming payments |
decimal (%) |
|||
|
Incoming Payments - Margin |
Margin (in %) on top of the interest reference rate (is included in interest rate) |
||||
|
Incoming Payments - Interest Rate Fixing |
Indicates whether interest is fix or variable |
Automatic, Variable, Fixed |
|||
|
Incoming Payments - Base Rate |
Indicates the name of the base rate |
|
|||
|
Incoming Payments - Interest Method |
Day count convention for calculating interest |
Enum |
actual365, actual360, 30E360ISDA, actualActualISDA, 30360ICMA, actualActualICMA, bus252, 30360US, actual360Exp, 30360ICMAExp, bus252Exp |
||
|
Incoming Payments - Interest Maturity |
Interest Maturity taken into account for interest fixing proposals. |
|
|
||
|
Incoming Payments - Payment Period |
Payment period |
Enum |
Monthly, Quarterly, Biannually, Annually, Unique |
||
|
Incoming Payments - First Due Date |
First due date of interest payment |
date |
|||
|
Incoming Payments - Last Day of the Month (Due Date) |
Indicates whether the due date is always the last day of a month |
boolean |
|||
|
Incoming Payments - Date Rolling (Due Date) |
Indicates how a date is adjusted if it falls on a weekend or bank holiday |
Enum |
Actual, Following, Modified Following, Preceding |
||
|
Incoming Payments - First Calculation Date |
First calculation date |
date |
|||
|
Incoming Payments - Last Day of the Month (Calculation Date) |
Indicates whether the calculation date is always the last day of a month |
boolean |
|||
|
Incoming Payments - Date Rolling (Calculation Date) |
Indicates how a date is adjusted if it falls on a weekend or bank holiday |
Enum |
Actual, Following, Modified Following, Preceding |
||
|
Incoming Payments - Compounded Rate |
Method used for compounding |
Enum |
No,Plain, Lockout, LookbackLag, LookbackShift |
||
|
Incoming Payments - Compounded Rate Rounding |
Rounding convention for the daily interest rates to be applied to the rates before going into the compounding calculation |
Enum |
< none >, Rounding half away from zero, Rounding up, Rounding down |
||
|
Incoming Payments - Compounded Rate Rounding Decimal Places |
Number of decimal places to which the compounded rate is rounded |
tinyint |
|||
|
Incoming Payments - Floor at Zero |
Indicates whether daily (negative) interest rates are floored at 0 before the compounding calculation is applied |
boolean |
|||
|
Incoming Payments - Lag days |
Number of days shift of the observation period/observation rate depending on the compounding method |
int |
|||
|
Incoming Payments - Spread |
Spread to be applied to the daily interest rates before the compounding calculation is applied |
decimal |
|||
|
Amortization - Amount |
Amount that is amortized per period |
decimal |
|||
|
Amortization - Payment Period |
Payment period (Amortization) |
Enum |
Monthly, Quarterly, Biannually, Annually, Unique |
||
|
Amortization - First due date |
First due date of amortization |
date |
|||
|
Amortization - Last day of the month (calculation date) |
Indicates whether the due date is always the last day of a month |
boolean |
|||
|
Amortization - Date Rollng |
Indicates how a date is adjusted if it falls on a weekend or bank holiday |
Enum |
Actual, Following, Modified Following, Preceding |
||
|
Unique Trade Identifier (UTI) |
Unique Trade Identifier |
string |
|||
|
External Reference |
Identification of the deal in external systems |
||||
|
IntegerID (Classic Credit Line) |
Integer ID given by the system |
||||
|
UniqueID (Classic Credit Line) |
GuID given by the system |
||||
|
UniqueID (Classic Credit Line) |
GuID given by the system |
||||
|
IntegerID (Classic Credit Line) |
Integer ID given by the system |
int |
|||
|
Ultimate Debtor (Credit Line) |
Ultimate Debtor (Credit Line) |
|
|||
|
IntegerID (Hedge Name) |
Id |
int |
|||
|
Underlying (Hedge Name) |
Name |
string |
|
||
|
Currency (Hedge Name) |
CurrencyIsoCode |
string |
|
||
|
Class |
Indicates whether the deal is concluded, projected or used for benchmarking |
Concluded, Projected, Benchmark |
|||
|
UniqueID (Project) |
GuID given by the system |
||||
|
IntegerID (Project) |
Integer ID given by the system |
int |
|||
|
Abbreviation (Project) |
Abbreviation of the project |
Yes |
string |
||
|
UniqueID (Portfolio) |
GuID given by the system |
|
|||
|
IntegerID (Portfolio) |
Integer ID given by the system |
int |
|||
|
Abbreviation (Portfolio) |
Abbreviation of the portfolio |
Yes | Yes |
string |
|
|
UniqueID (IFRS Class) |
UniqueID (IFRS Class) |
||||
|
IntegerID (IFRS Class) |
IntegerID (IFRS Class) |
||||
|
Abbreviation (IFRS Class) |
Abbreviation (IFRS Class) |
||||
|
Market Value |
Market Value of the deal (not calculated) |
decimal |
|||
|
Date Signed |
Date of contract signature |
date |
|||
|
In Funding |
Indicates whether the deal is included in funding reports |
boolean |
|||
|
Comments |
Comments for the IRS |
string |
|||
|
IFRS Comments |
IFRS comments for the IRS |
string |
|||
|
Traded Date |
Date and time the deal was concluded |
|
|||
|
Classic User IntegerID (Traded User) |
Classic User IntegerID (Traded User) |
integer |
|||
|
Core User IntegerID (Traded User) |
Core User IntegerID (Traded User) |
integer |
|||
|
Entered Date |
Date and time the deal was entered in the system |
|
|||
|
Classic User IntegerID (Entered User) |
Classic User IntegerID (Entered User) |
integer |
|||
|
Core User IntegerID (Entered User) |
Core User IntegerID (Entered User) |
integer |
|||
|
Changed Date |
Date and time the deal was changed the last time |
|
|||
|
Classic User IntegerID (Changed User) |
Classic User IntegerID (Changed User) |
integer |
|||
|
Core User IntegerID (Changed User) |
Core User IntegerID (Changed User) |
integer |
|||
|
Approved |
Indicates whether the deal was approved |
||||
|
Approved Date |
Date and time the deal was approved |
||||
|
Classic User IntegerID (Approved User) |
Classic User IntegerID (Approved User) |
integer |
|||
|
Core User IntegerID (Approved User) |
Core User IntegerID (Approved User) |
integer |