My Oracle Support Banner

How to Model Derivatives Rollover with No Principal Exchange Detail in ALM (Doc ID 2294304.1)

Last updated on DECEMBER 03, 2019

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)


Question 1: If Principal Runoff does not occur at maturity with the statement without principal exchange, how to generate Rollover?  This is about derivatives without principal exchange. 

Question 2: In case of derivatives without principal exchange, do you generate cash flow which is after Maturity using Transaction Strategy?


To view full details, sign in with your My Oracle Support account.

Don't have a My Oracle Support account? Click to get started!

In this Document

My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.