OFSAA FTP 5.6 Replicating Portfolio No Plug to Volatile Generated

(Doc ID 1456747.1)

Last updated on OCTOBER 04, 2016

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 5.6 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.x

Symptoms

On Oracle Financial Services Funds Transfer Pricing (FTP) 5.6, when establishing a non maturity 'replicating portfolio' FTP behavioral Pattern, the portfolio cannot be rebalanced to generate the volatile balance plug in either 're-balance to volatile plug' or 're-balance the portfolio'. The volatile component is correctly calculated and identified in fsi_m_rep_portfolio_strips, however, the balance doesn't exist in fsi_m_tp_replicating_portfolio. Because this plug balance doesn't exist in the tp_replicating_portfolio table it is not considered in the calculation of the blended TP_rate that is applied.

STEPS

1. Go to FTP Maintenance -> Patterns -> Behavior Patterns
2. Create a new behaviour pattern
- select non maturity product
- select replicating portfolio
- select instrument table
- select product type (leaf to make it easy)
- Currency AUD
- select 1 day for default portfolio roll frequency
- add core component with a value less than total balance (so the plug to volatile component > 0)
Save the pattern
2. Edit the pattern created above
- generate the portfolio (no success or fail message received)
- view the portfolio
- core strips are created successfully
- volatile component is ZERO.
- select re-balance the portfolio
- select plug to volatile
- select yes (no success or fail message received)
- view the portfolio
- volatile component is STILL ZERO.

Cause

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