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Unable to Validate Hybrid Curve Moving Average Calculation (Doc ID 3023875.1)

Last updated on MAY 28, 2024

Applies to:

Oracle Financial Services Funds Transfer Pricing - Version 8.1.2 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Analytical Applications Infrastructure (OFSAAI)
Oracle Financial Services Funds Transfer Pricing (FTP)

Symptoms

Unable to validate Hybrid Curve Moving Average for a 3 Year Term Point IRC.

Steps:

1. Use IRC 1600032 - Standard
   Rate Format: Yield to Maturity
   Compounding Basis: Monthly
   Accrual Basis: Actual/Actual

2. Created IRC 1600049-HYBRID using only IRC 1600032.
   Rate Format: Yield to Maturity
   Compounding Basis: Monthly
   Accrual Basis: Actual/Actual
   Hybrid Curve Type: Moving Average

Cause

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In this Document
Symptoms
Cause
Solution
References


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