Results for “qrm_tb_calculations”

AI-generated from documented ETRM metadata — verify critical details on the linked pages.

Overview

QRM_TB_CALCULATIONS is a table in the QRM (Risk Management) product schema within Oracle E-Business Suite, documented in the ETRM reference set for releases 12.1.1 and 12.2.2. Its stated purpose is to store calculated deal attributes whose values can change over time. Rather than persisting a single static snapshot of a deal, the table is designed to retain multiple calculated states for a given deal, each scoped to a validity window and a market data set. This makes it a temporal store for computed risk and position figures rather than a master or transactional record in its own right.

From a dimensional modeling perspective, the relationship metadata classifies this table as satellite-leaning. The presence of start and end date columns alongside a foreign key to QRM_DEAL_CALCULATIONS is consistent with a satellite pattern that extends a parent deal calculation entity over time. This classification is a heuristic derived from the observed foreign key structure and should be treated as a modeling suggestion rather than a formally enforced constraint.

Key Information Stored

The table is physically documented with 25 columns in the ETRM 12.2.2 schema under the QRM owner. The most significant columns fall into three groups: identity, temporal scope, and calculated amounts.

• DEAL_NO — the deal identifier, and part of both the primary key and the unique business-key index.
• TRANSACTION_NO — the transaction identifier associated with the deal, also part of both key structures.
• MARKET_DATA_SET — identifies which market data set the calculation was performed against, allowing the same deal and transaction to carry results derived from different market scenarios.
• START_DATE and END_DATE — the validity window for the calculated values, defining the period during which the row is the effective calculation.
• INTEREST_BASIS — the interest basis applied in the calculation.
• OUTSTANDING_AMOUNT, OUTSTANDING_AMOUNT_USD, and OUTSTANDING_AMOUNT_SOB — the outstanding balance expressed in the deal currency, the USD reporting currency, and the set of books currency respectively.
• AMT_QTY_OUT, AMT_QTY_OUT_USD, and AMT_QTY_OUT_SOB — the calculated amount or quantity outstanding, presented in the same three currency contexts.
• COUPON_RATE and NEXT_COUPON_DATE — calculation-related interest attributes for coupon-bearing instruments.
• POS_START_DATE and POS_END_DATE — the position date range associated with the calculated output.

The surrogate identity is captured by the unique index QRM_TB_CALCULATIONS_U1 over DEAL_NO, TRANSACTION_NO, MARKET_DATA_SET, START_DATE, and END_DATE. The declared primary key constraint is QRM_TB_CALCULATIONS_UK1 over the same five columns, with END_DATE and START_DATE listed in the dictionary order for that constraint. In practice the composite of deal, transaction, market data set, and date window functions as the business key, distinguishing one calculated state from another. Standard audit columns are present, including CREATED_BY, CREATION_DATE, LAST_UPDATED_BY, LAST_UPDATE_DATE, and LAST_UPDATE_LOGIN, together with concurrent program columns REQUEST_ID, PROGRAM_APPLICATION_ID, PROGRAM_ID, and PROGRAM_UPDATE_DATE.

Common Use Cases and Queries

The table is most often queried to reconstruct the calculated value of a deal as of a particular date, or to compare calculations produced under different market data sets. A typical pattern retrieves the effective row for a deal by filtering on the date window:

• SELECT deal_no, transaction_no, outstanding_amount_usd, coupon_rate FROM qrm.qrm_tb_calculations WHERE deal_no = :deal AND start_date <= :as_of AND end_date >= :as_of;
• SELECT market_data_set, COUNT(*) FROM qrm.qrm_tb_calculations GROUP BY market_data_set — supports reconciliation of how many calculated states exist per market data set.
• SELECT deal_no, SUM(amt_qty_out_sob) FROM qrm.qrm_tb_calculations WHERE pos_start_date >= :from AND pos_end_date <= :to GROUP BY deal_no — supports position reporting over a date range.

Reporting uses include exposure and outstanding balance reporting in multiple currency contexts, coupon schedule validation, and audit tracing of which concurrent program produced a given calculation through the REQUEST_ID and PROGRAM_ID columns.

Related Objects

The dominant relationship is the foreign key from QRM_TB_CALCULATIONS to QRM_DEAL_CALCULATIONS, with TRANSACTION_NO, DEAL_NO, and MARKET_DATA_SET participating in that join. QRM_DEAL_CALCULATIONS therefore acts as the parent calculation entity that this table extends over time. Other significant referencing objects typically include QRM deal and transaction master tables reached through DEAL_NO and TRANSACTION_NO, market data definition tables reached through MARKET_DATA_SET, and reporting views over the calculated amounts. Because the table carries its own audit and concurrent program columns, it also relates to the standard EBS request and program tables used for job identification.