Cannot Generate Merged Hybrid Rates for 1st Day of Month Only in Rate Management (Doc ID 2503704.1)

Last updated on SEPTEMBER 07, 2021

Applies to:

Symptoms

For Oracle Financial Services Funds Transfer Pricing (FTP) 6.1.1, in Rate Management > Interest Rates, when trying to generate "Merged" Hybrid rates by running the program FN_FSI_IRC_HYBRID_SCHEDULER in a batch, you cannot generate rates for the 1st day of the month (ex.10/1/2018).

For example, you have two input IRCs to use for the merge:

IRC1 has a 1 Month term and rows for 10/1/2018 and 11/1/2018.
IRC2 has a 3 Month term and rows for 10/1/2018 and 11/1/2018.

When trying to create "merged" rates for Oct 1, if you run with an effective date of 10/1/2018, no rates are created.

If you run with an effective date of 10/31/2018, two sets of rates are generated - one for 10/1/2018 and one for 10/31/2018.

If you run for the 1st day of the month, you expect to get a merged curve with one date of 10/1/2018 and two terms of 1 Month and 3 Months.  You do not understand why no rows are generated for this scenario.

If you use the Rate Management > Interest Rates user interface, you can generate the rates successfully by selecting the desired "From" and "To" rates.  However, you want to use a batch to run the program.

Changes

Cause

My Oracle Support provides customers with access to over a million knowledge articles and a vibrant support community of peers and Oracle experts.