View: QRM_ANALYSIS_DISC_V

Product:	QRM - Risk Management
Description:	Deals calculated by Risk Analysis, including date dependent attributes
Implementation/DBA Data:	APPS.QRM_ANALYSIS_DISC_V

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SELECT V.CALL_OR_PUT
, V.OPTION_STYLE
, V.COMPANY_CODE
, V.DEALER_CODE
, V.CLIENT_CODE
, V.CPARTY_CODE
, V.PORTFOLIO_CODE
, V.LINK_CODE
, V.PRICING_MODEL
, V.BUY_CCY
, V.SELL_CCY
, V.FOREIGN_CCY
, V.DOMESTIC_CCY
, V.BASE_CCY
, V.CONTRA_CCY
, V.BUY_AMOUNT
, V.SELL_AMOUNT
, V.FOREIGN_AMOUNT
, V.DOMESTIC_AMOUNT
, V.BASE_CCY_AMOUNT
, V.CONTRA_CCY_AMOUNT
, V.DEAL_DATE
, V.END_DATE
, DST.USER_DEAL_SUBTYPE
, DT.USER_DEAL_TYPE
, V.EXPIRATION_DATE
, V.MATURITY_DATE
, V.MARKET_TYPE
, V.INSTR_TYPE
, V.MM_FX_INSTR_TYPE
, V.VALUE_DATE
, V.PREMIUM_AMOUNT
, V.PRODUCT_TYPE
, V.START_DATE
, V.KNOCK_EXECUTE_DATE
, V.KNOCK_TYPE
, V.KNOCK_LEVEL
, V.INT_SWAP_REF
, V.INT_REF
, V.BOND_ISSUE_CODE
, V.SECURITY_ID
, V.REF_SPOT_RATE
, V.MARGIN
, V.COUPON_FREQUENCY
, V.DAY_COUNT_BASIS
, DC.DEAL_NO
, DECODE(DC.TRANSACTION_NO
, -4
, NULL
, DC.TRANSACTION_NO)
, DC.MARKET_DATA_SET
, DC.DEAL_CCY
, DC.SOB_CCY
, DC.BASE_CCY_AMOUNT_USD
, DC.BASE_CCY_AMOUNT_SOB
, DC.CONTRA_CCY_AMOUNT_USD
, DC.CONTRA_CCY_AMOUNT_SOB
, DC.FOREIGN_AMOUNT_USD
, DC.FOREIGN_AMOUNT_SOB
, DC.DOMESTIC_AMOUNT_USD
, DC.DOMESTIC_AMOUNT_SOB
, DC.BUY_AMOUNT_USD
, DC.BUY_AMOUNT_SOB
, DC.SELL_AMOUNT_USD
, DC.SELL_AMOUNT_SOB
, DC.DAYS
, DC.FX_REVAL_RATE
, DC.MM_REVAL_RATE
, DC.FX_TRANS_RATE
, DC.MM_TRANS_RATE
, DC.FAIR_VALUE
, DC.FAIR_VALUE_USD
, DC.FAIR_VALUE_SOB
, DC.GAP_AMOUNT
, DC.GAP_AMOUNT_USD
, DC.GAP_AMOUNT_SOB
, DC.MATURITY_AMOUNT
, DC.MATURITY_AMOUNT_USD
, DC.MATURITY_AMOUNT_SOB
, DC.PREMIUM_AMOUNT_USD
, DC.PREMIUM_AMOUNT_SOB
, DC.ACCRUED_INTEREST
, DC.ACCRUED_INTEREST_USD
, DC.ACCRUED_INTEREST_SOB
, DC.DURATION
, DC.MODIFIED_DURATION
, DC.CONVEXITY
, DC.DELTA
, DC.GAMMA
, DC.THETA
, DC.RHO_FOREIGN
, DC.RHO_DOMESTIC
, DC.VEGA
, DC.POS_BPV
, DC.POS_DELTA
, DC.POS_GAMMA
, DC.POS_RHO_FOREIGN
, DC.POS_RHO_DOMESTIC
, DC.POS_VEGA
, DC.VOLATILITY
, DC.GAP_DATE
, DC.RHO
, DC.RHO_BASE
, DC.RHO_CONTRA
, DC.POS_RHO
, DC.POS_RHO_USD
, DC.POS_RHO_SOB
, DC.POS_RHO_BASE
, DC.POS_RHO_BASE_USD
, DC.POS_RHO_BASE_SOB
, DC.POS_RHO_CONTRA
, DC.POS_RHO_CONTRA_USD
, DC.POS_RHO_CONTRA_SOB
, DC.POS_RHO_FOREIGN_USD
, DC.POS_RHO_FOREIGN_SOB
, DC.POS_RHO_DOMESTIC_USD
, DC.POS_RHO_DOMESTIC_SOB
, DC.POS_BPV_USD
, DC.POS_BPV_SOB
, DC.POS_DELTA_USD
, DC.POS_DELTA_SOB
, DC.POS_GAMMA_USD
, DC.POS_GAMMA_SOB
, DC.POS_VEGA_USD
, DC.POS_VEGA_SOB
, DC.POS_THETA
, DC.POS_THETA_USD
, DC.POS_THETA_SOB
, DC.YIELD_TO_MATURITY
, T.INTEREST_BASIS
, T.OUTSTANDING_AMOUNT
, T.COUPON_RATE
, T.NEXT_COUPON_DATE
FROM QRM_CURRENT_DEALS_V V
, QRM_DEAL_CALCULATIONS DC
, XTR_DEAL_SUBTYPES DST
, XTR_DEAL_TYPES DT
, QRM_TB_CALCULATIONS T
WHERE DC.DEAL_NO = V.DEAL_NO
AND V.DEAL_NO = T.DEAL_NO
AND V.TRANSACTION_NO = T.TRANSACTION_NO
AND DC.MARKET_DATA_SET = T.MARKET_DATA_SET
AND T.END_DATE = (SELECT MIN(END_DATE)
FROM QRM_TB_CALCULATIONS B
WHERE B.DEAL_NO = T.DEAL_NO
AND B.TRANSACTION_NO = T.TRANSACTION_NO
AND B.MARKET_DATA_SET = T.MARKET_DATA_SET GROUP BY B.DEAL_NO
, B.TRANSACTION_NO
, B.MARKET_DATA_SET)
AND DC.TRANSACTION_NO = V.TRANSACTION_NO
AND (DST.DEAL_SUBTYPE = V.DEAL_SUBTYPE
AND DST.DEAL_TYPE=V.DEAL_TYPE)
AND DT.DEAL_TYPE = V.DEAL_TYPE

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