8.0.4 Calculation Engine Generates Wrong FE430 Values When Holiday Calendar is Enabled for Forecast Scenarios Other Than Flat
(Doc ID 2354799.1)
Last updated on APRIL 25, 2023
Applies to:Oracle Financial Services Asset Liability Management - Version 8.0.4 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Oracle Financial Services Asset Liability Management (ALM)
After latest set of application patches, ALM results are incorrectly generated for processes whose Holiday Calendar option is enabled.
Correct results are obtained for processes which do not make use of the Holiday Calendar.
Interest Cash Flow (FE 430) was wrongfully generated for forecast scenarios other than Flat. For Structured Change scenario, even the deal had fixed interest rate, FE 430 is unexpectedly recalculated as being a floating-type deal.
As consequence, many other FEs and indicators were incorrectly generated, with huge deviation from expected figures.
Correct results should be generated also when using Holiday Calendar option, regardless of forecast scenario.
STEPS TO REPRODUCE
The issue can be reproduced at will with the following steps:
- Login to OFSAA -> ALM
- Create an ALM process that has Holiday Calendar enabled and forecast scenario other than Flat.
- Run the process and check results.
Problem has been encountered after applying the below set of patches:
ALM-22.214.171.124.18 One-Off Patch BUG 27128605 - CONSOLIDATED PATCH FOR BUGS 26965268, 27038130, 27128168
ALM-126.96.36.199.14 One-Off Patch BUG 27015582 - ALM CONSOLIDATED ONE-OFF PATCH: 188.8.131.52.14
ALM-184.108.40.206.13 One-Off Patch BUG 26568525 - DATA FILTER CONDITION LENGTH ISSUE
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