FTP Propagation Does Not Copy Rates When Product for the Instrument Record Changes Between Periods (Doc ID 2543758.1)

Last updated on FEBRUARY 16, 2023

Applies to:

Symptoms

On FTP 6.1.1.1, rate propagation is not working after changing FTP product for some instruments. The FTP propagation does not copy rates for alternate output column in Adjustment rule.

ACTUAL BEHAVIOR
Propagation does not copy rates from previous month records in adjustment rule when FTP product id is changed for the instrument record between months. For example, some mortgage instruments need to switch chart of account when fixed rate period finish and start to floating rate.
Currently have an adjustment rule to applied option cost/hedge cost from the interest rate code (IRC) table by using spread from IRC method, those columns are defined as alternate output columns.

FTP Debug Log shows the propagation query does match by product:

Module Logging OFS Access module data:
update FSI_D_MORTGAGES a
set (a.OPTION_COST) = (select OPTION_COST
from FSI_D_MORTGAGES old
where old.id_number = a.id_number
and old.as_of_date =(select max(as_of_date)from FSI_D_MORTGAGES
old
where old.COMMON_COA_ID = a.COMMON_COA_ID
and old.as_of_date <=to_date ( '12/ 30/ 2018', 'MM/ DD/ YYYY')))
where a.ISO_CURRENCY_CD = :ISO_CURRENCY_CD
and a.COMMON_COA_ID = :COMMON_COA_ID
and as_of_date = to_date('12/ 31/ 2018', 'mm/ dd/ yyyy')
and a.as_of_date = to_date('12/ 31/ 2018', 'MM/ DD/ YYYY')
and exists(select id_number
from FSI_D_MORTGAGES old
where old.id_number = a.id_number
and old.as_of_date = (select max(as_of_date)from FSI_D_MORTGAGES
old
where old.COMMON_COA_ID = a.COMMON_COA_ID
and as_of_date <= to_date('12/ 30/ 2018', 'MM/ DD/ YYYY')))and
not exists (select product_id
from FSI_M_TRANSFER_PRICE_RULE t
where t.product_id = a.COMMON_COA_ID
and t.transfer_price_sys_id = 0.000000
and t.data_source_cd = 2)

EXPECTED BEHAVIOR
Expect propagation will copy these rate from previous month but it does not copy.

The issue can be reproduced at will with the following steps:

Here is summary of rule configuration.
1. Adjustment rule. method is all spread from IRC.
2. Propagation rule is propagate to alternate output column.
3. FTP product id is changed to different id from previous month but account_number and id_number is same from previous month.
4. Run FTP process

Changes

Cause

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