My Oracle Support Banner

How is TP Average Life And TP Duration Calculated on Records Where There Are Zero Balances for Fixed and Repricing Instruments (Doc ID 2546029.1)

Last updated on SEPTEMBER 23, 2019

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)
Oracle Financial Services Enterprise Performance Management (EPM)


On FTP, it appears that TP_DURATION is generated on records where cur_par_bal = 0.

There are records in the FSI_D_Loan_Contracts with no info on Original and current balance. Orig Pmt and Cur Pmt. There is average balance and rates. Non zero TP_DURATION values are written however even when cur_par_bal = 0.

Expecting zeros for TP avg life and TP duration for these records.

The issue can be reproduced at will with the following steps:
1. Choose Cash Flow Duration method as TP Method.
2. Run instrument records with LRD_BALANCE and CUR_PAR_BAL = 0.


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

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