APPS.QRM_CALCULATORS_P dependencies on QRM_FX_FORMULAS

Line 1148: p_delta := qrm_fx_formulas.fx_forward_delta_spot(p_contra_ccy, p_base_ccy,

1144: IF (g_proc_level>=g_debug_level) THEN
1145: xtr_risk_debug_pkg.dlog('fx_calculator: ' || 'contra curr', p_contra_ccy);
1146: xtr_risk_debug_pkg.dlog('fx_calculator: ' || 'base curr', p_base_ccy);
1147: END IF;
1148: p_delta := qrm_fx_formulas.fx_forward_delta_spot(p_contra_ccy, p_base_ccy,
1149: p_dis_factors(1), p_dis_factors(2),
1150: p_dis_factors(3), p_dis_factors(4),
1151: p_dis_factors(5), p_dis_factors(6));
1152: p_delta_spot_bid := p_delta(1);

Line 1164: p_rho := qrm_fx_formulas.fx_forward_rho(p_OUT => 'D',

1160: -- fx forward rho
1161: IF (g_proc_level>=g_debug_level) THEN
1162: xtr_risk_debug_pkg.dpush('fx_calculator: ' || 'Calculating FX Rho');
1163: END IF;
1164: p_rho := qrm_fx_formulas.fx_forward_rho(p_OUT => 'D',
1165: p_SPOT_RATE_BASE_BID => p_base_spot_bid,
1166: p_SPOT_RATE_BASE_ASK => p_base_spot_ask,
1167: p_SPOT_RATE_CONTRA_BID => p_contra_spot_bid,
1168: p_SPOT_RATE_CONTRA_ASK => p_contra_spot_ask,

Line 3850: QRM_FX_FORMULAS.FX_GK_OPTION_SENS(p_days, p_for_cint_rate_bid, p_dom_cint_rate_bid,

3846: END IF;
3847:
3848:
3849:
3850: QRM_FX_FORMULAS.FX_GK_OPTION_SENS(p_days, p_for_cint_rate_bid, p_dom_cint_rate_bid,
3851: p_spot_rates(1), p_strike_price, p_vol_bid,
3852: p_res_delta_call_bid, p_res_delta_put_bid,
3853: p_res_theta_call_bid, p_res_theta_put_bid,
3854: p_res_rho_dom_call_bid, p_res_rho_dom_put_bid,

Line 3858: QRM_FX_FORMULAS.FX_GK_OPTION_SENS(p_days, p_for_cint_rate_ask, p_dom_cint_rate_ask,

3854: p_res_rho_dom_call_bid, p_res_rho_dom_put_bid,
3855: p_res_rho_for_call_bid, p_res_rho_for_put_bid,
3856: p_res_gamma_bid, p_res_vega_bid);
3857:
3858: QRM_FX_FORMULAS.FX_GK_OPTION_SENS(p_days, p_for_cint_rate_ask, p_dom_cint_rate_ask,
3859: p_spot_rates(2), p_strike_price, p_vol_ask,
3860: p_res_delta_call_ask, p_res_delta_put_ask,
3861: p_res_theta_call_ask, p_res_theta_put_ask,
3862: p_res_rho_dom_call_ask, p_res_rho_dom_put_ask,