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How to Define FX Options in Hedge Management (HM) Application? (Doc ID 2621878.1)

Last updated on DECEMBER 24, 2019

Applies to:

Oracle Financial Services Hedge Management and IFRS Valuations - Version 8.0.5 and later
Information in this document applies to any platform.
Oracle Financial Services Hedge Management (HM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)

Goal

On 8.0.5 version, questions on purpose of defining/using foreign exchange option (FX Option) in Hedge Management (HM) as one of the hedging instruments:

Question 1. What is the instrument type of FX Option in HM? Is it "Currency Options", which is 977/"XSOPTSVAN"?

Question 2. For Currency Options, Level 3 Fair Value (L3 FV) Process Cash flows is disabled in Fair Value (FV) determination process definition. Other than market data in table STG_MKT_CENTER_QUOTE, are there any columns specific for Currency Options in staging / fact / fsi tables that should be paid attention to?

Question 3. Is there any plan to support Level 3 Fair Value for Currency Options?

Solution

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In this Document
Goal
Solution
References


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