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Discount Rate Is Not Calculated Properly With Spot From IRC Method (Doc ID 2948156.1)

Last updated on MAY 15, 2023

Applies to:

Oracle Financial Services Asset Liability Management - Version 8.0.7 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Oracle Financial Services Asset Liability Management (ALM)
Interest Rate Code(IRC)

Symptoms

Discount rate is not calculated properly with spot from IRC method.Generated discount rate does not match the curve rates/interpolation.

Cause

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In this Document
Symptoms
Cause
Solution
References


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