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How to Calculate FTP Market Value and Duration Values Output to FSI_O_PROCESS_CASH_FLOWS (Doc ID 1380909.1)

Last updated on OCTOBER 18, 2017

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 5.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Checked for relevance on 19-Jul-2013.

Goal

In Oracle Financial Services Funds Transfer Pricing (FTP), how do you calculate the Market Value (FE 710) and Duration (FE 720) amounts output for FSI_O_PROCESS_CASH_FLOWS when you run an FTP process with a Cash Flow method and the Detailed Cash Flow Audit Option selected?

Solution

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Goal
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