MRMM Alternate Reference Rates (AAR) Discount Curves Are Not Supported By Numerix (Doc ID 3051474.1)

Last updated on OCTOBER 09, 2024

Applies to:

Oracle Financial Services Market Risk Measurement and Management - Version 8.0.6 and later
Information in this document applies to any platform.

Numerix CAS currently supports the older Libor curve structure but does not support the AAR curve structure

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In this Document

Symptoms

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