How to Calculate "t" Value When Validating Market Value - FE 710 (Doc ID 208026.1)

Last updated on JANUARY 26, 2017

Applies to:

Oracle Transfer Pricing - Version 4.5 and later
Oracle Financial Services Funds Transfer Pricing - Version 6.1 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Applications (OFSA)

Goal

How to calculate the "t" value when validating Market Value - FE 710?
How to compute t value when calculating duration?
How to calculate t value when validating Transfer Rates?

Solution

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