Receiving "YTM Calculations Do Not Converge" Errors For Instruments in the FSI_D_FX_CONTRACTS Table (Doc ID 2169273.1)

Last updated on AUGUST 11, 2016

Applies to:

Oracle Financial Services Asset Liability Management - Version 6.1.1.1 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

After upgrading Oracle Financial Services Asset Liability Management (ALM) into 6.1.1.1, the error message below still showing in table FSI_PROCESS_ERRORS while running an ALM process based on table FSI_D_FX_CONTRACTS:

ERROR

Invalid record:YTM Calculations do not converge. Leaf member:xxxxxx

Steps to Reproduce:

1. Upgraded ALM into 6.1.1.1
2. Go to ALM Processing -->Static Process -->Deterministic
3. Define a process based on table FSI_D_FX_CONTRACTS and run process

Changes

 Upgraded ALM into 6.1.1.1.

Cause

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