Incorrect COMMIT_OPTION_COST Results with Commit Term Less Than Earliest Volatility Point
(Doc ID 1644504.1)
Last updated on MARCH 10, 2019
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.
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