My Oracle Support Banner

FTP Does Not Use Origination Date for Fixed Rate Product to Get Zero Coupon Rate for ZCDF Method (Doc ID 1546490.1)

Last updated on FEBRUARY 27, 2019

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)


In Oracle Financial Services Funds Transfer Pricing (FTP), when you run an FTP process using the Transfer Pricing method of "Cash Flow: Zero Discount Factors" (ZCDF) against fixed rate records or adjustable rate records in a tease period, the cash flow engine appears to use the AS_OF_DATE to get the zero coupon rate from the Interest Rate curve when it should be using the ORIGINATION_DATE.  In FSI_O_PROCESS_CASH_FLOWS, the rate listed for FINANCIAL_ELEM_ID = 437 is from the "As of Date" point on the curve instead of the "Origination Date" point.  You expect it to use the Origination Date for fixed rate records.




To view full details, sign in with your My Oracle Support account.

Don't have a My Oracle Support account? Click to get started!

In this Document

My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.