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APPS.QRM_PA_CALCULATION_P dependencies on XTR_RATE_CONVERSION

Line 356: p_df_in XTR_RATE_CONVERSION.df_in_rec_type;

352: p_fx_day_count_basis VARCHAR2(15) := 'ACTUAL/ACTUAL';
353: p_interpolation_method VARCHAR2(20) := 'DEFAULT';
354: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;
355: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
356: p_df_in XTR_RATE_CONVERSION.df_in_rec_type;
357: p_df_out XTR_RATE_CONVERSION.df_out_rec_type;
358: p_rc_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
359: p_rc_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
360: p_pv_in XTR_MM_COVERS.presentvalue_in_rec_type;

Line 357: p_df_out XTR_RATE_CONVERSION.df_out_rec_type;

353: p_interpolation_method VARCHAR2(20) := 'DEFAULT';
354: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;
355: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
356: p_df_in XTR_RATE_CONVERSION.df_in_rec_type;
357: p_df_out XTR_RATE_CONVERSION.df_out_rec_type;
358: p_rc_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
359: p_rc_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
360: p_pv_in XTR_MM_COVERS.presentvalue_in_rec_type;
361: p_pv_out XTR_MM_COVERS.presentvalue_out_rec_type;

Line 358: p_rc_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;

354: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;
355: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
356: p_df_in XTR_RATE_CONVERSION.df_in_rec_type;
357: p_df_out XTR_RATE_CONVERSION.df_out_rec_type;
358: p_rc_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
359: p_rc_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
360: p_pv_in XTR_MM_COVERS.presentvalue_in_rec_type;
361: p_pv_out XTR_MM_COVERS.presentvalue_out_rec_type;
362: p_gk_in QRM_FX_FORMULAS.gk_option_sens_in_rec_type;

Line 359: p_rc_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;

355: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
356: p_df_in XTR_RATE_CONVERSION.df_in_rec_type;
357: p_df_out XTR_RATE_CONVERSION.df_out_rec_type;
358: p_rc_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
359: p_rc_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
360: p_pv_in XTR_MM_COVERS.presentvalue_in_rec_type;
361: p_pv_out XTR_MM_COVERS.presentvalue_out_rec_type;
362: p_gk_in QRM_FX_FORMULAS.gk_option_sens_in_rec_type;
363: p_gk_out QRM_FX_FORMULAS.gk_option_sens_out_rec_type;

Line 925: PROCEDURE rate_conversion (p_in_rec IN XTR_RATE_CONVERSION.rate_conv_in_rec_type,

921:
922: END;
923:
924:
925: PROCEDURE rate_conversion (p_in_rec IN XTR_RATE_CONVERSION.rate_conv_in_rec_type,
926: p_out_rec IN OUT NOCOPY XTR_RATE_CONVERSION.rate_conv_out_rec_type) is
927: BEGIN
928: IF p_in_rec.p_start_date IS NOT NULL AND p_in_rec.p_end_date IS NOT NULL AND p_in_rec.p_day_count_basis_in IS NOT NULL THEN
929: IF p_in_rec.p_end_date < p_in_rec.p_start_date THEN

Line 926: p_out_rec IN OUT NOCOPY XTR_RATE_CONVERSION.rate_conv_out_rec_type) is

922: END;
923:
924:
925: PROCEDURE rate_conversion (p_in_rec IN XTR_RATE_CONVERSION.rate_conv_in_rec_type,
926: p_out_rec IN OUT NOCOPY XTR_RATE_CONVERSION.rate_conv_out_rec_type) is
927: BEGIN
928: IF p_in_rec.p_start_date IS NOT NULL AND p_in_rec.p_end_date IS NOT NULL AND p_in_rec.p_day_count_basis_in IS NOT NULL THEN
929: IF p_in_rec.p_end_date < p_in_rec.p_start_date THEN
930: raise e_invalid_date;

Line 934: XTR_RATE_CONVERSION.rate_conversion(p_in_rec,

930: raise e_invalid_date;
931: END IF;
932: END IF;
933:
934: XTR_RATE_CONVERSION.rate_conversion(p_in_rec,
935: p_out_rec);
936: END;
937:
938:

Line 2469: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2465: p_df_in.p_rate := p_int_rate_a_bid;
2466: p_df_in.p_spot_date := p_ref_date;
2467: p_df_in.p_future_date := p_end_dates(i);
2468: p_df_in.p_day_count_basis := p_fx_day_count_basis;
2469: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2470: p_df_a_bid := p_df_out.p_result;
2471: -- base ccy discount factor ask
2472: p_df_in.p_indicator := 'T';
2473: p_df_in.p_rate := p_int_rate_a_ask;

Line 2477: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2473: p_df_in.p_rate := p_int_rate_a_ask;
2474: p_df_in.p_spot_date := p_ref_date;
2475: p_df_in.p_future_date := p_end_dates(i);
2476: p_df_in.p_day_count_basis := p_fx_day_count_basis;
2477: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2478: p_df_a_ask := p_df_out.p_result;
2479: -- contra ccy discount factor bid
2480: p_df_in.p_rate := p_int_rate_b_bid;
2481: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

Line 2481: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2477: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2478: p_df_a_ask := p_df_out.p_result;
2479: -- contra ccy discount factor bid
2480: p_df_in.p_rate := p_int_rate_b_bid;
2481: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2482: p_df_b_bid := p_df_out.p_result;
2483: -- base ccy discount factor ask
2484: p_df_in.p_rate := p_int_rate_b_ask;
2485: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

Line 2485: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2481: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2482: p_df_b_bid := p_df_out.p_result;
2483: -- base ccy discount factor ask
2484: p_df_in.p_rate := p_int_rate_b_ask;
2485: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2486: p_df_b_ask := p_df_out.p_result;
2487: -- usd ccy discount factor bid
2488: p_df_in.p_rate := p_int_rate_c_bid;
2489: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

Line 2489: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2485: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2486: p_df_b_ask := p_df_out.p_result;
2487: -- usd ccy discount factor bid
2488: p_df_in.p_rate := p_int_rate_c_bid;
2489: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2490: p_df_c_bid := p_df_out.p_result;
2491: -- usd ccy discount factor ask
2492: p_df_in.p_rate := p_int_rate_c_ask;
2493: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

Line 2493: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);

2489: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2490: p_df_c_bid := p_df_out.p_result;
2491: -- usd ccy discount factor ask
2492: p_df_in.p_rate := p_int_rate_c_ask;
2493: XTR_RATE_CONVERSION.discount_factor_conv(p_df_in,p_df_out);
2494: p_df_c_ask := p_df_out.p_result;
2495:
2496: -- spot rate: base ccy vs. usd
2497: IF (p_base_ccys(i) = 'USD') THEN

Line 2898: XTR_RATE_CONVERSION.yield_to_discount_factor_long(

2894: XTR_RISK_DEBUG_PKG.dlog('run_analysis: ' || 'effective yield rate: '||p_yield_rate);
2895: END IF;
2896: -- convert YTM to a long discount factor
2897: p_discount_factors.EXTEND;
2898: XTR_RATE_CONVERSION.yield_to_discount_factor_long(
2899: p_yield_rate, p_days(p_counter), p_annual_basis,
2900: p_discount_factors(p_counter));
2901:
2902: IF (g_proc_level>=g_debug_level) THEN

Line 2926: XTR_RATE_CONVERSION.yield_to_discount_factor_long(

2922: p_yield_rate_add1bp := p_bond_ytm+p_1bp;
2923: END IF;
2924: -- convert YTM+1BP to a long discount factor
2925: p_discount_factors_add1bp.EXTEND;
2926: XTR_RATE_CONVERSION.yield_to_discount_factor_long(
2927: p_yield_rate_add1bp, p_days(p_counter), p_annual_basis,
2928: p_discount_factors_add1bp(p_counter));
2929:
2930: --find Next Coupon Reset Date

Line 2973: XTR_RATE_CONVERSION.yield_to_discount_factor_long(

2969: XTR_RISK_DEBUG_PKG.dlog('run_analysis: ' || 'last days: '||p_days(p_counter));
2970: END IF;
2971:
2972: p_discount_factors.EXTEND;
2973: XTR_RATE_CONVERSION.yield_to_discount_factor_long(
2974: p_yield_rate, p_days(p_counter), p_annual_basis,
2975: p_discount_factors(p_counter));
2976:
2977: --bug 2804548 calc discount factor for Prn Payment

Line 2980: XTR_RATE_CONVERSION.yield_to_discount_factor_long(

2976:
2977: --bug 2804548 calc discount factor for Prn Payment
2978: IF nvl(p_initial_bases(i),'FIXED')='FLOAT' THEN
2979: p_discount_factors_add1bp.EXTEND;
2980: XTR_RATE_CONVERSION.yield_to_discount_factor_long(
2981: p_yield_rate_add1bp, p_days(p_counter), p_annual_basis,
2982: p_discount_factors_add1bp(p_counter));
2983: END IF;
2984:

Line 3301: XTR_RATE_CONVERSION.discount_to_yield_rate(

3297: IF (p_discount_yields(i) = 'Y') THEN -- discount basis
3298: days_run_helper(p_start_dates(i),
3299: p_maturity_dates(i), p_day_count_bases(i), null,
3300: p_days_mature, p_annual_basis);
3301: XTR_RATE_CONVERSION.discount_to_yield_rate(
3302: p_transaction_rates(i), p_days_mature,
3303: p_annual_basis, p_transaction_rates(i));
3304: END IF;
3305: -- transaction rate, converted to Act/365