How to Calculate Discount Factors used in Duration and Market Value Calculation
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.
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?
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