Should the Initial Runoff for Forward Starting Swaps be Negative in ALM (Doc ID 2173386.1)

Last updated on AUGUST 17, 2016

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)

Goal

Is it expected that the cash flow engine will generate an initial runoff that is negative in the case of forward starting instruments? In FSI_O_PROCESS_CASH_FLOWS, where CASH_FLOW_SEQUENCE=1 (Initial balances and rates), FE210 (total run off positive) shows "negative values" in cases where Origination_date > as_of_date (forward starting)?

Solution

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