Hybrid Yield Curve Definition for Moving Average Is Not Saving in the Hybrid Term Structure Tab of Interest Rates UI
(Doc ID 2656983.1)
Last updated on APRIL 13, 2020
Applies to:Oracle Financial Services Funds Transfer Pricing - Version 126.96.36.199.0 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)
Interest Rate Code (IRC)
User Interface (UI)
On FTP 188.8.131.52.0, when attempting to save a hybrid yield curve definition with a 9 M moving average of the 4 Y term point when a 1 M moving average of the 1 M term point is also defined, the definition does appear in the user interface after saving.
There is no issue with generating the hybrid interest rates. Generate hybrid rates works fine and the rates are saved to FSI_IRC_RATE_HIST.
The issue can be reproduced at will with the following steps:
1. Create a new IRC and select type as IRC
2. Choose Moving Average and select a source IRC with 1M and 4Y terms
3. Enter 1 M for the 1M and 18M for the 4Y term
5. Reopen the IRC and when you return in edit mode, the 4Y term point is unchecked and the moving average term is blank in the Hybrid Term Structure tab.
The bug seems to be on the Hybrid Term Structure tab, related to the check box for the term point and then the missing moving average term that was previously saved (after selecting the check box for the term point).
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