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Option Cost Column Populated With Zero for FTP Stochastic Process (Doc ID 2823617.1)

Last updated on DECEMBER 03, 2021

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)


When running a Stochastic FTP Process, the Option Cost columns are populated with zero.

The Transfer Pricing engine log ends with a 'select' against the instrument table and an 'insert' into FSI_PROCESS_ERRORS.

There are no significant errors in FSI_PROCESS_ERRORS.

You defined stochastic parameters for the Interest Rate Code specified on the instrument record.

You do not understand why the OPTION_COST column is not populated.


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