How to Calculate Discount Factors used in Duration and Market Value Calculation (Doc ID 233450.1)

Last updated on JANUARY 30, 2009

Applies to:

Oracle Financial Services Applications (OFSA) 4.5
Oracle Risk Manager - Version: 4.5 to 4.5.39
Information in this document applies to any platform.

Goal

In Oracle Risk Manager (RM) 4.5, how do you validate the Zero Coupon Discount Factors (ZCDF)?  How can you calculate the Discount Factors used in the Duration and Market Value Calculations?

Solution

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