Instrument Table Writeback for Average Life and Duration

For the Average Life and Duration methods, users can select a checkbox that writes the calculated Average Life or Duration results back to the source Instrument table. The option is available for both Transfer Rate and Add-On Rate calculations, enabling the calculated output to be retained with the instrument record for review, validation, and subsequent use in configured processing. If this UI flag is checked, it will populate Average life or duration in respective column, which will be used as it is; without re-generating same cash flows if same account is processed with avg life or duration method again. In case, users want to do fresh calculations for average life or duration; they must make sure these values are not populated in source data records.

Makes calculated term outputs readily available at the instrument level, improving transparency and helping user to verify intermediate calculations for average life or duration.

Steps to enable and configure

NA

Key resources

  • https://docs.oracle.com/en/industries/financial-services/ofs-analytical-applications/profitability-balance-sheet-base/index.html