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 |
