After FTP Migration from 6.1 to 8.0.x Found Weighted Term TP Method Generates different Results

(Doc ID 2328309.1)

Last updated on NOVEMBER 16, 2017

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 6.1.1 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

On : 8.0.4 version, Calculation Engine

Fixed Rate account assigned Weighted Term Transfer Pricing (TP) method generates different results between 6.1 and 8.0.4.

Expected Behavior:
Expect Transfer Rate and Discount Rate to be the same between 6.1.1 vs 8.0.4.

Steps
1. Run TP Process in 8.0.4 and compare results with 6.1.1 production.
2. Found issue with instrument using Weighted Term where seeing 50 to 70 bsp difference.
3. Ran the same process with audtit option again in 8.0.4 and noticed the Transfer Rate is changing.



Cause

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