FTP What is the Accrual Basis of Hybrid Curve?

(Doc ID 2263973.1)

Last updated on MAY 09, 2017

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 8.0.4 and later
Information 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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