3.1 New Features in this Release

The following new features are incorporated in this release. For more information on the usage of these features, see the OFS Funds Transfer Pricing User Guide Release 8.1.2.2.0.

1. Support for IBOR Transition: IBOR Transition is now supported to pick the compounded index for the last Payment Date, As-of-Date and do the calculate the reference period’s compounded rate.
2. Stratification Support for Partial Aggregation: Stratification Engine now supports Partial Aggregation. If Customers want to aggregate the accounts falling only under Tier criteria but want to move left over accounts as is from source to destination table without aggregation, they can do the same. Also, a new check-box (Apply Column Mapping for Non Aggregated Accounts) is introduced to choose to apply column mapping given in the Aggregation tab or not.
3. Non-Maturity Model: User selects a projection period over which current balance will be decaying and eventually become zero. Sometime, at the end of projection period there is some left over balance, calculations are enhanced to account for this left over balance as well, while calculating instrument's weighted average life.