TP_DURATION and TP_AVERAGE_LIFE Result Is Different Between 8.0 / 8.1 and 6.1 With Payment Schedule
(Doc ID 2793693.1)
Last updated on APRIL 28, 2023
Applies to:
Oracle Financial Services Asset Liability Management - Version 8.1.0.0.0 and laterOracle Financial Services Funds Transfer Pricing - Version 8.1.0.0.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Funds Transfer Pricing (FTP)
Symptoms
After upgrading from FTP 6.1.1 to FTP 8.1, for Products using a Payment Schedule, the TP_DURATION and TP_AVERAGE_LIFE results are different.
For example:
In 6.1:
TP_DURATION: 6.359125
TP_AVERAGE_LIFE: 7
In 8.1:
TP_DURATION: 9.873973
TP_AVERAGE_LIFE: 9.874
Additionally, there are different sets of rows output to FSI_O_PROCESS_CASH_FLOWS between 6.1 and 8.1. In 6.1, rows are output for all Payment Dates from the Payment Schedule. The last date is the last date from the Payment Schedule. In 8.1, rows are output only for the Maturity Date.
Cause
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In this Document
| Symptoms |
| Cause |
| Solution |
| References |