1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Max Index Value (MAX_INDEX_VALUE)
  5. Module Usage

8.2.82.2 Module Usage

Oracle ALM Reference MAX_INDEX_VALUE for the inflation-indexed instrument when CAP_PROTECTION_CATEGORY is Max during Life (CD=2).

When CAP_PROTECTION_CATEGORY= Max during life, Max Index Value from Origination is used to determine the Index Factor. The engine would not be able to go back to obtain historical index value for calculation of maximum index value from the origination date till as of date. Hence max index value from origination to as of date needs to be provided in this field.