Duration and Modified Duration Values Not Changed Accordingly While Changing Discount Rates in ALM 6.0.3
(Doc ID 2401668.1)
Last updated on MARCH 14, 2019
Applies to:Oracle Financial Services Asset Liability Management - Version 6.0.3 to 6.0.3 [Release 6]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Asset Liability Management (ALM)
In ALM 6.0.3 the duration and modified duration is not getting computed even after changing the discount rates, the duration and modified duration facility is not getting updated in table.
The issue can be reproduced at will with the following steps:
1. Define a Static Deterministic process
2. Run this process with discount method as Spot Rate with value 10% first.
3. Then re-run the same process with discount method as Spot Rate with value 20%
To view full details, sign in with your My Oracle Support account.
Don't have a My Oracle Support account? Click to get started!
In this Document