FTP What is the Accrual Basis of Hybrid Curve?
(Doc ID 2263973.1)
Last updated on FEBRUARY 03, 2019
Applies to:
Oracle Financial Services Funds Transfer Pricing - Version 8.0.4 and laterInformation in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)
Goal
When building a hybrid curve based on MERGE, and the underlying curves have different accrual basis:
1. Does FTP convert the underlying rates to the accrual basis for the hybrid?
2. The hybrid takes on the accrual basis of the first rate listed - correct?
Solution
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In this Document
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