8.2.76.2 Module Usage

Oracle ALM

Both the Static Deterministic and Dynamic Deterministic ALM processes will calculate and output Market Value when the Market Value option is selected from the Calculation Elements block. This result is written to the FSI_O_RESULT_MASTER and FSI_O_CONSOLIDATED_MASTER tables for each scenario defined in Forecast Rates. Additionally, users can choose to update the instrument data with Market Value for each record if the related option is selected on the Output Preferences block. The instrument record will be updated for scenario 1 result only.

Refer Cash Flow Calculations chapter for detail on how this is calculated by Cash Flow Engine.

Transfer Pricing

Oracle Funds Transfer Pricing does not use MARKET_VALUE_C (from the instrument record), except in Option Costing. When Remaining Term Calculation Mode is selected in the TP Process, and the Target Balance for the subject product leaf is Market Value, Oracle Funds Transfer Pricing Option Cost calculations use the product of CUR_PAR_BAL and MARKET_ VALUE_C as the target balance to which the sum of future discounted cash flows is set equal.