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Volatility Amount Cannot Be More Than 100% When Defined in the Interest Rate Screen (Doc ID 2646942.1)

Last updated on MARCH 12, 2020

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Asset Liability Management (ALM)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)

Symptoms

The system permits volatility input to be less than 100%, when defining in the IRC screen.

What can be done if many values within the volatility surface defined by customer are more than 100%?

Cause

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In this Document
Symptoms
Cause
Solution
References


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