loan deal/loan facility-CFANZ编程社区

loandeal: bank give a loan to borrower

LOANDEALID	VERSION	LDRDEALID	LDRVERSION	DEALSNPCUSIP	DEALTYPE	DEALNAME	DEALDESC	DEALSTATUS	CRAGREEMENTDATE	CRAGREEMENTCLSDATE	CRAGREEMENTEFFDATE	CRAGREEMENTMATDATE	GLOBALSIZE	GLOBALCCY	SYNDCOUNTRY	REFINANCEFLAG	AMENDFLAG	RESTATEFLAG	ISSUERCONSENTFLAG	MINASSIGNMENTAMOUNT	BUSINESSDAYRULE	LDRISSUERID	ISSUERNAME	ISSUERSTATUS	ISSUECOUNTRYCD	ISSUECCY	CITIRATING	SNPRATING	MOODYRATING	FITCHRATING	COBINDUSTRYCD	COBINDUSTRYNAME	SICINDUSTRYCD	SICINDUSTRYNAME	DUPLICATELDRDEALID	RECORDSTATUS	CREATEDBY	CREATIONDATE	MODIFIEDBY	MODIFICATIONDATE	SNPISSUERRATING	SNPCORPFAMILYRATING	MOODYISSUERRATING	MOODYCORPFAMILYRATING	FITCHISSUERRATING	FITCHCORPFAMILYRATING
72	10	5780			SYNDICATED	NIGHTHAWK RADIOLOGY		A		22-JUN-07 12.00.00.000000000 AM			1.5E+08		USA					0		5780	NIGHTHAWK RADIOLOGY HOLDINGS INC	A	USA			NR	WR				8071	MEDICAL LABORATORIES		LIVE	pr33684	18-APR-08 07.53.35.844000000 PM	pr33684	01-FEB-11 10.24.30.805000000 PM	B+			B2	NR

loanfacility: bank seperate the loan deal to serval loan facilities, then sell them.(loanfacility may be seperated into 2 , one for funded the other for unfunded)

LOANFACILITYID	VERSION	LOANDEALID	LDRFACILITYID	LDRVERSION	LDRDEALID	SNPCUSIP	LOANXID	LPCID	MOODYSID	FACILITYCUSIP	FACILITYTYPE	FACILITYNAME	FACILITYDESC	FACILITYSTATUS	LSTATYPE	GLOBALSIZE	ORIGGLOBALSIZE	FUNDEDFLAG	FUNDEDAMOUNT	UNFUNDEDAMOUNT	DRAWDOWNLIMIT	CRAGREEMENTDATE	ISSUEDATE	MATURITYDATE	FIXEDRATEFLAG	BASERATECATEGORY	BASERATE	SPREAD	ALLINRATE	LASTRATERESETDATE	COUPONFREQUENCY	RATERESETFREQUENCY	DAYCOUNT	REPAYMENTSENIORITY	SECUREDFLAG	LIENSENIORITY	PRORATAFLAG	MINBORROWAMOUNT	INCRBORROWAMOUNT	PREPAYMENTOPTIONFLAG	AMORTIZATIONFLAG	EVERGREENREVOLVERFLAG	TERMOUTREVOLVERCONVFLAG	TERMOUTREVOLVERCONVDATE	PAYMENTINKINDFLAG	CITIRATING	SNPRATING	MOODYRATING	FITCHRATING	DUPLICATECUSIP	FUNDEDCUSIP	REVOLVERCOMMCUSIP	RECORDSTATUS	CREATEDBY	CREATIONDATE	MODIFIEDBY	MODIFICATIONDATE	COMMITEDOBLIGATIONFLAG	ASSETID	COVLITEFLAG	GLOBALCCY
1941	2	72	11263		5780		LX075209			6727369B3	DDTL	NIGHTHAWK RADIOLOGY DDTL FUN	DDTL FUN	A	7	50000000	50000000	F	50000000	0	0		22-JUN-07 12.00.00.000000000 AM	02-JUL-14 12.00.00.000000000 AM	N	LIBOR	0	2.5	2.5	22-JUN-07 12.00.00.000000000 AM	Q	0	Act/360			0	N	0	0								B+	B1					LIVE	pr33684	10-JUN-08 03.50.09.977000000 PM	pr33684	23-JAN-09 06.18.39.290000000 PM	N	11950		USD
78	7	72	11261		5780	841089	NOLXMARK		8.2E+08	6727369A5	TL	NIGHTHAWK RADIOLOGY TL B	TL B	A	7	1E+08	75000000	F	1E+08	0	0		22-JUN-07 12.00.00.000000000 AM	30-JUN-14 12.00.00.000000000 AM	N	LIBOR	0	2.5	2.5	22-JUN-07 12.00.00.000000000 AM	Q	0	Act/360	Senior	Y	1	N	0	0						N		NR	WR					LIVE	pr33684	18-APR-08 07.53.35.867000000 PM	pr33684	01-FEB-11 10.20.55.708000000 PM	N	10087	N	USD

loan trade -> swap loan -> position

loancontract/trusteecontract: describe each buy loan trade/swap loan accrual

loan paydown,loandraw, when a loan paydown happen, need to generate a loan trade sell

virt_TRS_daily_accruals_export_022412.csv

portfolio_name	deal_id	issuer_name	facility_id	market_identifier	accrual_start_date	accrual_end_date	initial_price	base_rate	spread	swap_spread	currency	funded_amount	unfunded_amount	funded_notional	spv_allocation_to_cfpi	counterparty	cash_recorded	total_accrued_interest	total_swap_interest	days_in_accrual	cbna_libor	cfpi_libor	cbna_spread	cfpi_spread	security_type	option_index	accrual_method	citi_cusip	entity_id	contract_id	lot_id	due_date	asset_description	all_in_rate	year_count	swap_base_rate	swap_all_in_rate	libor_total	spread_total	net_interest_due_to_counterparty	unfunded_flag
xx	xx	xx	xx	xx	2/10/2012	3/1/2012	0.9475	0.007227	0.0375	0.0135	EUR	1000000	0	947500		NDCB		2112.11	927.39	17	323.3581		604.0313		Term Loan	EurIBOR (1 month)	Actual/360	xx	370	231849	1185550	3/1/2012	Facility S	0.044727	360	0.007227	0.020727	323.3581	604.0313	1184.72	N
xx	8xx	xx	xx	xx	2/1/2012	3/1/2012	0.9425	0.007227	0.0375	0.0135	EUR	1000000	0	942500		NDCB		3230.29	1410.88	26	491.9379		918.9375		Term Loan	EurIBOR (1 month)	Actual/360	xx	370	231849	1161807	3/1/2012	Facility S	0.044727	360	0.007227	0.020727	491.9379	918.9375	1819.41	N

TrusteeMonthlyAccrual.dat

LOANCONTRACTID	VERSION	LQTCONTRACTID	PTRSID	PROGRAMCUSIP	FACILITYCUSIP	LOANFACILITYID	ALTFACILITYID	PROCESSDATE	EFFECTIVEDATE	MATURITYDATE	RECEIVEDATE	COMMITMENTAMOUNT	NOTIONALAMOUNT	UNFUNDEDAMOUNT	WTAVGPURCHASEPRICE	CONTRACTINDEX	LOANBASERATE	LOANSPREAD	LOANALLINRATE	FUNDINGBASERATE	FUNDINGSPREAD	FUNDINGALLINRATE	CLIENTDAYCOUNT	CITIDAYCOUNT	LEGALVEHICLE	LOANACCRUALDAY	LOANACCRUAL	SWAPACCRUAL	PROJECTEDLOANACCRUALDAY	PROJECTEDLOANACCRUAL	PROJECTEDSWAPACCRUAL	INTERESTRECEIVEDFLAG
xx	1	xx	xx	xx	xx	xx	xx	22-FEB-12 12.00.00.000000000 AM	03-JAN-12 12.00.00.000000000 AM	01-FEB-12 12.00.00.000000000 AM	01-FEB-12 12.00.00.000000000 AM	1000000	942500		94.25	EurIBOR (1 month)	1.0257	3.75	4.7757	1.0257	1.35	2.3757	360	360	CBNA	29	3847.09	1803.72	0	0	0	Y
xx	1	xx	xx	xx	xx	xx	xx	22-FEB-12 12.00.00.000000000 AM	10-FEB-12 12.00.00.000000000 AM	01-MAR-12 12.00.00.000000000 AM	01-MAR-12 12.00.00.000000000 AM	1000000	947500		94.75	EurIBOR (1 month)	0.7227	3.75	4.4727	0.7227	1.35	2.0727	360	360	CBNA	13	1615.14	709.18	7	869.69	381.87	N
xx	1	xx	xx	xx	xx	xx	xx	22-FEB-12 12.00.00.000000000 AM	01-FEB-12 12.00.00.000000000 AM	01-MAR-12 12.00.00.000000000 AM	01-MAR-12 12.00.00.000000000 AM	1000000	942500		94.25	EurIBOR (1 month)	0.7227	3.75	4.4727	0.7227	1.35	2.0727	360	360	CBNA	22	2733.32	1193.82	7	869.69	379.85	N