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:Oracle Financial Services Analytical Applications Infrastructure - Version 7.3 to 22.214.171.124.0 [Release 7]
Oracle Financial Services Profitability Management - Version 6.1 to 126.96.36.199 [Release 6]
Oracle Financial Services Funds Transfer Pricing - Version 6.1 to 188.8.131.52 [Release 6]
Oracle Financial Services Asset Liability Management - Version 6.1 to 184.108.40.206 [Release 6]
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
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.
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