How to Model Derivatives Rollover with No Principal Exchange Detail in ALM

(Doc ID 2294304.1)

Last updated on AUGUST 14, 2017

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

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?

Solution

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