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 laterInformation 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 |