FTP 8.0.7: Incorrect Transfer Rate Generated By Engine Due To Change In Discount Factor (FE 492)
(Doc ID 3046551.1)
Last updated on OCTOBER 09, 2024
Applies to:
Oracle Financial Services Funds Transfer Pricing - Version 8.0.7.4.0 and laterInformation in this document applies to any platform.
Oracle Financial Services Funds Transfer Pricing (FTP)
Oracle Financial Services Analytical Applications (OFSAA)
Oracle Financial Services Enterprise Performance Management (EPM)
Modern Risk and Finance (MRF)
Symptoms
On FTP 8.0.7.x version, you observed the Transfer Rate is getting calculated with different rates for the same dataset and same repricing dates.
There is no change in the data or underlying methods.
Instrument: Term Deposit
Method: Cash Flow Zero Discount Factors
Frequency: Daily
You found change in Discount Factor (FE 492) value causing the Transfer Rate to get stamped differently.
As per detailed cashflows (FSI_O_PROCESS_CASH_FLOWS), Discount Factor value is constant until 27th Feb when it got changed, and this is causing the issue.
Cause
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In this Document
| Symptoms |
| Cause |
| Solution |
| References |