No FE 430,440 or Incorrect Results With Behaviour Patterns

(Doc ID 1305598.1)

Last updated on DECEMBER 20, 2012

Applies to:

Oracle Financial Services Asset Liability Management - Version 5.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI) - Version 7.2
Oracle Financial Services Analytical Applications (OFSAA) - Version 5.2


Symptoms

On Oracle Financial Services Asset Liability Management (ALM) 5.2 when testing Non Maturity Behavior patterns, there appear to be incorrect FE 430 Interest Accrual and FE 440 Interest Income results.

EXPECTED BEHAVIOR
Expect correct FE 430 and 440 interest cash flow results with Non Maturity Behavior patterns.

STEPS
The issue can be reproduced at will with the following steps:
1. Create the following testing scenarios:

instrument data: as_of_date=2010/10/31, behaviour_type_cd=1, pmt_freq=1, pmt_freq_mult='M'; 4 scenarios (1st tenor is volatile, 2nd and 3rd are core) tested:

1. 15D, 3M, 12M----
2. 1M, 3M, 12M----
3. 45D, 3M, 12M----
4. 2M, 3M, 12M----

2. Run the ALM process

Cause

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