Term Selection Available for Straight Term Method is Not Available for Cash Flow Weighted Term Method
(Doc ID 2377342.1)
Last updated on MARCH 22, 2018
Applies to:Oracle Financial Services Funds Transfer Pricing - Version 8.0.5 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)
When using a Straight Term methodology, there is an option to reference 'Standard Term', 'Original Term', or 'Repricing Term'. The option 'Original Term' is useful for the calculation of a liquidity premium, which is generally based upon the life of the instrument, rather than just the current repricing period on an adjustable rate instrument.
Please confirm that the 'Original Term' option is not available when combined with a cash flow methodology?
The alternative solution would be to use database views pointing the Last Reprice Date to the Origination Date field, and pointing the Next Reprice Date to the Maturity Date field.
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