Results for “xtr_a_master_currencies”

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

Overview

XTR_A_MASTER_CURRENCIES is a Treasury (XTR) module table residing in the XTR schema. Per the ETRM documentation metadata, the object was created from the entity "XTR MASTER CURRENCY" by Oracle on 06-MAY-93, and remains VALID in both Oracle EBS 12.1.1 and 12.2.2. In functional terms, it serves as the Treasury master reference for currency-level parameters that drive foreign exchange (FX), interest rate (IR) processing, exposure tracking, and hedging calculations. It defines how a given currency is quoted, rounded, and constrained when Treasury deals, exposure positions, and rate scenarios are computed.

From a Data Vault modeling perspective, the mined FK structure classifies this object as satellite-leaning. This is a suggestion only: the table depends on a single foreign key reference to FND_CURRENCIES and carries descriptive and calculative attributes (rates, bands, year bases) that behave as satellite descriptors of the currency business key, rather than as an independent hub or a many-to-many link.

Key Information Stored

The documented physical schema contains 29 columns. The most significant are:

• CURRENCY — the business-key candidate and the FK to FND_CURRENCIES; identifies the currency being configured.
• NAME — descriptive label for the master currency record.
• AUTHORISED — indicates whether the currency configuration is approved for use.
• CURRENT_SPOT_RATE, SPOT_DATE, RATE_DATE — the current spot rate and its effective dating.
• USD_BASE_CURR_BID_RATE, USD_BASE_CURR_OFFER_RATE, USD_QUOTED_SPOT, HCE_RATE — USD-denominated rate fields used for valuation and triangulation.
• DIVIDE_OR_MULTIPLY — the quotation convention (direct vs. indirect), controlling conversion direction.
• RATE_DATE, SPOT_DATE — temporal axes for rate validity.
• MINIMUM_BAND, MAXIMUM_BAND — tolerance thresholds for rate movement.
• ROUNDING_FACTOR — rounding precision applied to converted amounts.
• MAX_DAYS_CONTRACT — maximum tenor permitted for contracts in this currency.
• FX_SEQ_NO, IR_SEQ_NO — sequence controls for FX and interest-rate processing.
• NET_FX_EXPOSURE, UTILISED_AMOUNT — exposure and utilization counters.
• YEAR_BASIS, IG_YEAR_BASIS, CALCULATE_HOLS_YEARS — day-count and accrual conventions.
• CREATED_BY, CREATED_ON, UPDATED_BY, UPDATED_ON, AUDIT_INDICATOR, AUDIT_DATE_STORED, LAST_TRANSACTION_CHANGED — standard audit and change-tracking columns.

The metadata does not document an explicit surrogate primary key column list; CURRENCY is the documented unique business-key candidate via its FK to FND_CURRENCIES.

Common Use Cases and Queries

Typical use cases include FX rate retrieval for deal valuation, exposure reporting, and rounding/band validation during Treasury transaction entry. A common query pattern joins the master currency to the territory currency definition:

• Retrieve authorized currencies and their current spot rates: SELECT currency, current_spot_rate, spot_date, rate_date FROM xtr_a_master_currencies WHERE authorised_flag = 'Y';
• Join to FND_CURRENCIES for descriptive attributes: SELECT m.currency, m.current_spot_rate, f.name FROM xtr_a_master_currencies m, fnd_currencies f WHERE m.currency = f.currency_code;
• Filter exposure positions exceeding a band: compare NET_FX_EXPOSURE against MINIMUM_BAND/MAXIMUM_BAND.
• Report rounding conventions applied per currency using ROUNDING_FACTOR and DIVIDE_OR_MULTIPLY.

These queries support Treasury operations dashboards, FX exposure analytics, and currency configuration validation reports.

Related Objects

The documented FK target is central. The most significant related objects include:

• FND_CURRENCIES — referenced via XTR_A_MASTER_CURRENCIES.CURRENCY → FND_CURRENCIES.CURRENCY_CODE; provides the ISO currency name and precision.
• XTR_A_MASTER_CURRENCY_* dependent Treasury configuration tables that consume currency rates and conventions.
• XTR_DEALS / XTR_DEAL_* tables that reference currency for FX deal valuation.
• XTR_EXPOSURE / XTR_LIMITS_* objects using NET_FX_EXPOSURE and band fields.
• XTR_IR_* interest-rate structures leveraging IR_SEQ_NO and YEAR_BASIS.

These relationships confirm the table's role as the Treasury-side currency master, anchoring rate, exposure, and convention metadata across the XTR module.