1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Option Market Value (OPTION_MARKET_VALUE_C)
  5. Module Usage

8.2.96.2 Module Usage

Static Deterministic processes where the Black 76 Option Market Valuation has been selected for calculation, Oracle ALM Cash Flow will write back the total net lifetime value of all interest rate options in the Base Forecast Rate scenario to this field.

Alternatively, institutions may also populate this value.

Note:

Any pre-populated values will be replaced by the Oracle ALM if the Options Market Valuation Approach is selected in a Static-Deterministic Process.