Incorrect COMMIT_OPTION_COST Results with Commit Term Less Than Earliest Volatility Point

(Doc ID 1644504.1)

Last updated on NOVEMBER 29, 2016

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 6.1 to 8.0.0 [Release 6 to 8]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)


COMMIT_OPTION_COST and COMMIT_OPTION_COST_PCT are not calculated on FSI_D_LOAN_COMMITMENTS table when the COMMIT_TERM is less than the earliest point on the volatility curve.

Volatility curves have the earliest point being defined as '1 M'  but requires the ability to price COMMIT_OPTION_COST for option tenors shorter than 30 days.


Sign In with your My Oracle Support account

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

My Oracle Support provides customers with access to over a
Million Knowledge Articles and hundreds of Community platforms