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)

Symptoms

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.

Cause

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