1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Option Volatility Surface (OPTION_VOL_IRC_CD)
  5. Module Usage

8.2.95.2 Module Usage

Oracle ALM Cash Flow Methodologies reference OPTION_VOL_IRC_CD as one of the inputs required for the Black 76 options market valuation.Currently only supports adjustable-rate options (e.g. caps and floors).