Payables and Cash Management - EBS (MOSC)

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R12 Mark-to-market Revaluation

edited Aug 20, 2021 7:35AM in Payables and Cash Management - EBS (MOSC) 4 commentsAnswered ✓

Hello

I would like to ask you if you can help me to review the following formula :

Mark-to-market Revaluation

Oracle treasury uses calculated FX Forward rates, which are derived from the respective yield curves, for revaluation of FX Forward Deals.

The following formula is used for calculation of FX Forward rates:

Forward Rate (bid) = Spot Rate, bid * (1 + (Interest Rate, quoted currency bid * Day Count) / (100*Annual Basis, quoted currency)) / (1 + (Interest Rate, base currency offer * Day Count) / (100*annual basis, base currency))

Forward Rate (offer) = Spot Rate, offer * (1 + (Interest Rate, quoted currency offer * Day Count) / (100*Annual Basis, quoted currency)) / (1 + (Interest Rate, base currency bid * Day Count) / (100*annual basis, base currency))

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