ALM Behavior Pattern Does Not Output Correct Results for Core Part When Holiday Calendar is Enabled

(Doc ID 2393959.1)

Last updated on MAY 03, 2018

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.4 to 8.0.6 [Release 8]
Information in this document applies to any platform.
ALM - Oracle Financial Services Asset Liability Management
Oracle Financial Services Analytical Applications (OFSAA)

Symptoms

On ALM 8.0.4, the Behavior Pattern (BP) does not output correct results for core part when Holiday Calendar is enabled. When Holiday Calendar is enabled, the ALM results generated when applying Non Maturity Behavior Pattern to demand deposits deals are not correct. Volatile part is generated ok, but the Core part is incomplete, incorrect.

If Holiday Calendar is disabled the results are correct.

Additional observations:
1. Same issue occurs for both dynamic and static process.
2. Tested processing with one deal having the same amount on cur_par_bal as the sum of cur_par_bal from the PRODUCT ID processed in the example. The issue is not appearing when processing a single deal, only multiple data.
3. Tested also with BP definition without decimals, the issue is still appearing.
4. Also, checking old processed data from backups, it seems that even before applying the patches this issue existed but was not noticed.

Attached Comparison Data for the output (<< Click to download) between results WITH Holiday Calendar and WITHOUT along with its formulas.

Changes

 

Cause

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