Wrong Valuation Curve Used for Stochastic Dynamic Process
Last updated on JULY 22, 2011
Applies to:Oracle Financial Services Asset Liability Management - Version: 5.5
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
When attempting to run dynamic Stochastic Process for a product which has EUR currency, the result shows that the process uses the Reporting Currency (USD) Valuation Curve instead.
Expect the process to use EUR valuation curve as setup in the Valuation Curve.
1. Create a Valuation Curve and define relationship for an Interest Rate Code defined in the instrument record, which is EUR in this example.
2. Run Stochastic Dynamic Process for the product.
3. Results shows the Valuation Curve used is the Reporting Currency Valuation Curve (USD).
FSI_INTEREST_RATES_AUDIT contains only the USD Valuation Curve.
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