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Oracle
Financial Services Asset Liability Management Application
Pack v8.0.7.0.0 Maintenance Level Release #4 (8.0.7.4.0)
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Description
ID 31465972: OFS ALM Application Pack 8.0.7.0.0 Maintenance Level Release #4 (8.0.7.4.0)
This Maintenance Level Release (ML) of OFS ALM includes enhancements and bug fixes since the 8.0.7.0.0 Minor Release.
Pre-installation Requirements
The minimum patch set level should be OFS ALM Application Pack 8.0.7.0.0.
How to Install This Release
For detailed instructions on installing this OFS ALM Release, see the OFS ALM Application Pack Installation and Configuration Guide 8.0.7.4.0.
Starting from the 8.0.0.0.0 release, OFSAA applications are packaged and released as Application Packs. OFS ALM Application Pack includes Financial Services Asset Liability Management and Asset Liability Management Analytics.
In an environment consisting of
multiple OFSAA applications, if the October 2020 Critical Patch Update is
applied for any one application, it is mandatory to apply the respective
October 2020 Critical Patch Updates for all other applications on that OFSAA
instance, regardless of the application’s version. See the My Oracle Support
Doc ID 2724021.1
for details.
Note: If the service restart is failing after installing patch 31465972 on ALM 8.0.7.4.0 with FTP 8.0.7.4.0 integrated environment and deploying it in Tomcat, then apply patch 31874968 or 32105092 to fix this issue.
Oracle Financial Services Asset Liability Management
This section includes the new enhancements, list of fixed bugs, known issues, and limitations of OFS ALM in this release.
New Features in This Release
Bugs Fixed in This Release
The following bugs are fixed, modified, or enhanced in this release.
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Sl. No. |
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Bug ID |
Bug Description |
Change Description |
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1 |
CAL ENG |
31611088 |
Forward port of bug 31088212: ALM 807: incorrect calculation of FE430 and FE672 when using user-defined prepayment. |
Updated the Engine code to generate the correct Interest and Gross FEs during two subsequent User Defined Prepayment or Early Redemption before the payment event for non-multiple reprice. |
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2 |
31236617 |
FE 671, 672: Incorrect for multiple reprice use case with accrued interest or user-defined prepayment. |
Updated the calculation of Reprice code FE 430 (IntCfNetRandP), 435 (IntCfGrsRandP), and 437 (IntAmtTRateRandP) elements which are used to derive FE 671, 672, and so on. |
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3 |
30244571 |
AIX7 rate tier Process throwing error and results are not generated. |
Updated the code to generate correct results with rate tier in AIX7 processes. |
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4 |
30183191 |
Solaris process execution is terminated for the tier process with prepayment. |
Updated the code to generate correct results with rate tier and prepayment in Solaris processes. |
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5 |
30258163 |
Rate Tier: Calculate FE 515: balance before prepay. |
Updated the calculation of FE 515 (Balance Before PrePay) for rate tier instruments. |
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6 |
31575433 |
FP (31563275 and 31679866) - FE 440 is incorrect in tease period for both adjustable types of Other Adjustable and Floating. |
Updated FE 440 in the tease period for both adjustable types, Other Adjustable and Floating. |
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7 |
31544037 |
Manual interest accrual computation does not tally with OFSAA value when Accrual Basis CD is actual or 360. |
Updated the code to generate correct FE440 and FE430 when Accrual Basis Code is ACTUAL or 360. Changed CFE to avoid the addition of double Accrued interest for reprice event along with the FE440 and FE430 combination of events. |
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8 |
31465966 |
BP: 31097166: Enhancement to Non-Rate sensitive bucket. |
Updated the code to use the Interest Sensitivity attribute of a product (from mapped PRODUCT_ID) to determine whether the product is Rate Sensitive or Non-Rate Sensitive. |
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9 |
31465862 |
BP: 31192476: Market value of off-balance sheet instrument: incorrect output in process CF and RES DTL. |
Updated the market value in Process_CF and RES_DTL Tables, when condition EXCHG_OF_PRINCIPAL is equal to 0 in instrument and USE_PRIN_MVDUR is equal to 1 in the Discount rule is met. |
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10 |
31465842 |
BP: 31191992: Market value of forward starting instrument: incorrect output in process CF and RES DTL. |
Updated the market value forward starting instrument (Origination Date is greater than As Of Date) in RES_DTL and Process Cash Flow tables, when Ignore origination cash flow is selected in the Discount rule. |
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11 |
31465781 |
BP: 30864273: FRA: incorrect discount rate calculation for the Fixed Leg. |
Updated the code to consider similar treatment of fixed leg as adjustment leg of FRAs while calculating the discount rate. Updated the discount rate formula as Fully Indexed Rate Net after Life Limit - Net Margin + Discount Margin. Here, Fully Indexed Rate Net after Life Limit is calculated by applying rate cap, floors, and associated columns on top of rate from IRC. |
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12 |
31465626 |
Forward port for bug 30639661: Annuity: Incorrect interest cash flow when using compounded rate. |
Updated the Interest cash flow of annuity instruments when the compounded rate is used during the stub time period. |
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13 |
31465257 |
Forward port of bug 30342529: accounts with payment schedule takes a long time to generate cash flows. |
Updated the Engine to cache all payment schedule data once and query the payment schedule table every time an instrument record is read. |
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14 |
31465197 |
FP: 30697626: Mismatches in results from RES_DTL and CONS_DTL for ALM 8.0.5 process. |
Updated the code to fix the array out of bound error. |
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15 |
31464875 |
FP: 30653923: Historical Simulation process failed without useful log information. |
Added an Effective Date filter in the inner query to fetch data from the History (FSI_IRC_RATE_HIST) table. Updated the engine code to generate the correct rates for term points. The root cause for this was when rates are not defined for some term points in the History (FSI_IRC_RATE_HIST) table, the default maximum rate value was used internally for those term points. |
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16 |
31464829 |
FP: 29827731: shock value for ALM surface volatility in forecast rates not working. |
Updated the condition from 99 to 99999.99999 in the IRCScript.js file to correct the shock value for ALM surface volatility in Forecast Rates. |
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17 |
31464829 |
FP: 29827731: shock value for ALM surface volatility in forecast rates not working. |
Updated the code to work correctly when shock amount for ALM surface volatility is sent in forecast rates. |
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18 |
31464814 |
FP: 29764900: When new business forecast balance method is rollover, new business output is not populated in the CONS_DTL table. |
Modified the CFE code to populate the correct output of the reporting currency in the CONS_DTL table. |
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19 |
31460237 |
Forward port for bug 30153366: CUR_YIELD = 0 for YTM on instrument for large PMT_FREQ with few payments. |
Modified the calculation logic which was causing the ALM Engine to fail due to balance precision issue when Market Value and Market Value Clean are out of range while updating values back in the instrument table. |
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20 |
31460033 |
Forward port of bug 30210079: ALM 8.0.5 batch OFSAADOM_ALM_LIQUIDITY failed with ORA errors. |
Updated the calculation logic which was causing the ALM Engine to fail with Oracle Errors (ORA- 01001, ORA- 01023, ORA-03106, and ORA- 03113) when the process runs in multiprocessing mode. |
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21 |
31459944 |
Forward port of bug 30979885 formula for the modified duration in case the payment frequency is more than 1 year. |
Updated the calculation logic to create the correct modified duration when payment frequency is greater than one year. |
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22 |
30825936 |
Rate Tier ALM process with 'stop at the process cashflows' fails. |
Updated the code to work Rate Tier ALM process with 'stop at the process cashflows'. |
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23 |
30298081 |
In the RES_DTL table, FE720 and FE725 values are huge. |
Updated the FE720 and FE725 values in the RES_DTL table. |
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24 |
29146881 |
Rate Tier Process is failing when financial elements are selected in the Audit table. |
Updated the code for the Tiered standard process when Financial elements are selected in the Audit table. |
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25 |
31588053 |
Forward port of FTP bug 31586956: FP: Enh 31429485: the system must be able to handle annuity products getting repriced before maturity. |
Updated the CFE code to ensure that FTP does not suspend when executed for annuity products. |
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26 |
INT_OPS |
31465742 |
T2T_LOAN_CONTRACTS loads incorrect ORG_UNIT_ID in the FSI_D_LOAN_CONTRACTS table. |
Modified the code for T2T_LOAN_CONTRACTS to load ORG_UNIT_ID in the FSI_D_LOAN_CONTRACTS table. |
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27 |
29192179 |
Object migration in ALM using GUI, Export and Import Utilities. |
Added Scripts for the new columns that are introduced in the Process screens like Limit, Non-Rate Sensitive bucket, and Rate Tier cash flows. Included new tables in the Prepayment and Transaction Strategy window for command line utility object migration. |
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28 |
31168229 |
T2T_LOAN_CONTRACTS loads incorrect ORG_UNIT_ID in the FSI_D_LOAN_CONTRACTS table. |
Modified the code for T2T_LOAN_CONTRACTS to load ORG_UNIT_ID in the FSI_D_LOAN_CONTRACTS table. |
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29 |
UI |
31676128 |
99.99999999 cannot sum up to 100 in behavior patterns. |
Removed extra precision from the Tenor field to resolve this. |
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30 |
31673501 |
Cannot select forecast balances due to "unknown error occurred during processing". |
Removed the exception during the Saving of the Forecast Balances. |
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31 |
31605554 |
In view mode of pricing margin screen, the currency field is enabled. |
Enabled the Currency field in View mode of pricing margin. |
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32 |
31605204 |
Interest rate curves UI issue: Effective Date cannot be greater than the current date. |
Updated the Effective Date to be lesser than the current date. |
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33 |
31546085 |
Issues related to Stochastic screen. |
Adjusted the tooltip and Updated the CSS class values. |
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34 |
31546045 |
Issues related to Transaction Strategy screen. |
Modified the Description field. Modified the CSS class value and adjusted the width for the respective div tag. Updated alignment. Corrected the Screen ID during Save As. |
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35 |
31545925 |
Issues related to Product Characteristics screen. |
Enabled the Name field in View mode. |
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36 |
31545375 |
System is allowing to create a Behavior Pattern rule with the duplicate name when "#" is mentioned. |
Updated the code by encoding the name field not to reset the name to empty. |
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37 |
31526653 |
TP adjustment must not be allowed for selection on the Static ALM Calculation Elements page. |
Modified the code to correct the TP Adjustment rule creation in the Static Deterministic process. |
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38 |
31517804 |
Issues related to Discount Method UI. |
Updated the Description field as editable. Updated the Expand section in the Discount Method Assumption Details window. |
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39 |
31517688 |
Issues related to Rate Dependency screen. |
Made Description field disable in view mode. |
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40 |
31493182 |
Backport of bug 31073815: behavior pattern: copy and save as scenario in view & edit mode. |
Corrected Behavior Pattern codes range from 70000 to 99999 in Save As and Copy scenarios. |
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41 |
31484843 |
Backport of bug 31141748: Rate Dependency Pattern: edit or view mode clicking on description gives an alert. |
Modified the code to display the warning message only when required in the Rate Dependency Pattern window. |
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42 |
31484823 |
Backport of bug 31412380: Product Profile: Seeded Product profiles new business fields are null. |
Added null check for the seeded values in the Product Profile window. |
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43 |
31484622 |
Backport of bug 31437918: Product Profile seeded data should have only view access from the summary. |
Updated the code to disable the edit and delete icons for the seeded product profile. |
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44 |
31316828 |
Forward port of bug 31234418: Embedded Option decisioning reset to blank. |
Modified the code to set the Embedded Option decisioning with the value saved. |
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45 |
30882109 |
Sorting issues with rules listed in processing with null fields. |
Updated the code to sort rules listed in processing with null fields. |
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46 |
31708812 |
The system is not allowing to define products for Forecast Balance when '#' is mentioned in Name or Description. |
Updated the code to define the products for Forecast Balance when # is mentioned in the Name or Description fields. |
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47 |
31697467 |
The system is not allowing to define products for maturity mix when '#' is mentioned in name or description. |
Updated the code to define the products for Maturity Mix when # is mentioned in Name or Description fields. |
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48 |
31667115 |
Forward port of UIs Bug 31573325: backport of bug 31412442: description fields are not consistent in ALM UIs. |
Updated the code to have the consistent description in the Rate Dependency Pattern, Transactional Strategies, Stochastic Rate Index windows. |
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40 |
31583502 |
Historical Simulation process: the Output Preferences is not getting saved. |
Updated Output Preferences, which was not getting saved during the Historical Simulation Process. |
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50 |
31671177 |
FB FOR BUG 31605204: Interest Rate Curves UI issue: effective date cannot be greater than current date. |
Updated the IRC UI to not display Effective date cannot be greater than current date message if past date is specified. |
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51 |
31625133 |
System is not allowing to create Behavior Pattern with '#' in the name. |
Updated the code to create a Behavior Pattern with # in the Name field. |
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52 |
31624033 |
ALM 8072: 99.99999999 cannot sum up to 100 in Behavior Patterns. |
Removed extra precision from the Tenor field to resolve thi. |
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53 |
31619129 |
In Prepayment Model window, Save action is not working. |
Updated the code to reflect the description of Prepayment Model window after saving the window in Edit mode. |
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54 |
31599608 |
Look and feel issue of Show numeric code: Assumption Browser value in multiple pages. |
Updated the display with numeric code values in multiple pages. |
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55 |
31596202 |
Forward port of bug 31594713: Data Mismatch after modifying data in Edit mode. |
Updated the data mismatch when modifying data in Edit mode. |
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56 |
31594455 |
Description for Transaction Strategy is getting blank after saving the window. |
Updated the code to reflect description of Transaction Strategy after clicking Save. |
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57 |
31593994 |
Wrong validation message is displayed on copying Behavior Pattern with same code. |
Updated the wrong validation message displayed when copying the Behavior Pattern with the same code. |
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58 |
31593689 |
Backport of bug 31184413: IRC term is not coming in sorted order. |
Implemented sorting order in IRC Term. |
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59 |
31576987 |
Fields are not getting disabled in Product Characteristics window in Edit mode. |
Updated the code to display fields in the Product Characteristics window in Edit mode. |
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60 |
31485574 |
Backport of bug 31412419: ALM process: Effective interest rate is not populating output preferences correctly. |
Updated the code to populate the Effective Interest Rate in the Output Preferences block correctly in the ALM Process window. |
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61 |
31485540 |
Backport of bug 31412442: Description fields are not consistent in ALM windows. |
Updated the code to have consistent description in the Rate Dependency Pattern, Transactional Strategies, Stochastic Rate Index windows. |
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62 |
31485470 |
Backport of bug 31356938: Object Migration: getting failed for Payment Pattern, Prepayment and CFE. |
Updated the script to include the Online object migration-related latest APIs and also corrected the Payment pattern related changes. |
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63 |
31485430 |
Backport of bug 31304885: Default currency not populated as per Application Preference in ALM windows. |
Updated the ALM Assumption window Currency drop-down list to populate as per the selected Currency in the Application Preferences window, instead of Default Currency value. |
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64 |
31484797 |
Backport of bug 31335927: WebSphere: not able to create ALM process. |
Updated the code to create a new ALM process (Static and Dynamic) in WebSphere. |
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65 |
31484769 |
Backport of bug 31329671: Product Characteristics: Delete is not possible without saving. |
Corrected the code for Delete function to work in the Product Characteristics window, without saving the rule. |
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66 |
31484709 |
Backport of bug 31382773: Maturity Mix: Name and Description reflects the same after saving. |
Updated the code to reflect the correct Name and Description details. |
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67 |
31484693 |
Backport of bug 31302998: Maturity Mix window issues. |
Updated the message to be displayed when you define the product and click Save. If the description is modified, then it will be saved. |
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68 |
31484594 |
Backport of bug 31121712: in Behavior Pattern child screen delete and add multiple rows icon is getting overlapped. |
Updated the code to display the Delete and Add multiple rows icon in the Behavior Pattern child window. |
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69 |
31414030 |
Backport of bug 31330102: Forecast Rates: remains processing in Edit mode and issue related to Apply Defined Method To All Interest Rate Curves. |
Updated the Apply Method To All Interest Rate Curves option in the Forecast Rate window. |
Known Issues or Limitations in this Release
There are no known issues and limitations in this release.
Oracle Financial Services Asset Liability Management Analytics
This section includes the new enhancements, list of fixed bugs, known issues, and limitations of OFS ALMBI in this release.
New Features in This Release
Oracle Database 19c Server and Client is now supported in
addition to the continued support on Oracle Database 12c.
Bugs
Fixed in This Release
There are no fixed bugs in this release of OFS ALMBI.
Known Issues or Limitations in this Release
There are no known issues and limitations in this release.
Oracle Financial Services Analytical Applications Infrastructure
See the Oracle Financial Services Advanced Analytical Applications Infrastructure Application Pack Readme 8.0.7.4.0 for the details on the New Features, List of Bugs Fixed, Known Issues, and Limitations.
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