Convexity Calculation of FSI_O_CONSOLIDATED_MASTER on Table FSI_D_FX_CONTRACTS Incorrect Along With Overflow Error ORA-01438 in ALM 8.0.1
(Doc ID 2349993.1)
Last updated on MARCH 26, 2021
Applies to:Oracle Financial Services Asset Liability Management - Version 8.0.1 to 8.0.1 [Release 8]
Oracle Financial Services Analytical Applications Infrastructure - Version 8.0.1 to 8.0.1 [Release 8]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI)
Oracle Financial Services Asset Liability Management (ALM)
In ALM 8.0.1, the convexity of FSI_O_CONSOLIDATED_MASTER on FSI_D_FX_CONTRACTS is wrongly calculated and is NOT calculated based on below concept as expected:
Convexity of FSI_O_CONSOLIDATED_MASTER = Convexity of FSI_O_RESULT_MASTER *(1/Exchange Rate)
Also overflow error occurred in FSI_O_CONSOLIDATED_ MASTER as below:
ORA- 01438: value larger than specified precision allowed
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