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APPS.QRM_CALCULATORS_P dependencies on XTR_MM_COVERS

Line 32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;

28:
29: v_yield NUMBER;
30: v_day_count NUMBER;
31: v_ann_basis NUMBER;
32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;
33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();

Line 33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;

29: v_yield NUMBER;
30: v_day_count NUMBER;
31: v_ann_basis NUMBER;
32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;
33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();
37: v_days xtr_md_num_table := xtr_md_num_table();

Line 34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;

30: v_day_count NUMBER;
31: v_ann_basis NUMBER;
32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;
33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();
37: v_days xtr_md_num_table := xtr_md_num_table();
38:

Line 35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;

31: v_ann_basis NUMBER;
32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;
33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();
37: v_days xtr_md_num_table := xtr_md_num_table();
38:
39: BEGIN

Line 65: xtr_mm_covers.present_value(v_in_pv, v_out_pv);

61: v_in_pv.p_future_val := p_ref_amt;
62: v_in_pv.p_rate := p_rate;
63: v_in_pv.p_day_count := v_day_count;
64: v_in_pv.p_annual_basis := v_ann_basis;
65: xtr_mm_covers.present_value(v_in_pv, v_out_pv);
66: p_consideration := v_out_pv.p_present_val;
67: ELSE
68: p_consideration := p_ref_amt;
69: v_in_fv.p_indicator := p_rate_type;

Line 74: xtr_mm_covers.future_value(v_in_fv, v_out_fv);

70: v_in_fv.p_present_val := p_ref_amt;
71: v_in_fv.p_rate := p_rate;
72: v_in_fv.p_day_count := v_day_count;
73: v_in_fv.p_annual_basis := v_ann_basis;
74: xtr_mm_covers.future_value(v_in_fv, v_out_fv);
75: p_mat_amt := v_out_fv.p_future_val;
76: END IF;
77: p_int_amt := p_mat_amt - p_consideration;
78: p_price := (p_consideration/p_mat_amt)*100;

Line 1851: v_fra_rec_in XTR_MM_COVERS.INT_FORW_RATE_IN_REC_TYPE;

1847: v_ss_bid NUMBER :=p_ss_bid;
1848: v_ss_ask NUMBER :=p_ss_ask;
1849: v_sm_bid NUMBER :=p_sm_bid;
1850: v_sm_ask NUMBER :=p_sm_ask;
1851: v_fra_rec_in XTR_MM_COVERS.INT_FORW_RATE_IN_REC_TYPE;
1852: v_fra_rec_out XTR_MM_COVERS.INT_FORW_RATE_OUT_REC_TYPE;
1853: CURSOR default_currency_cursor is
1854: select param_value from xtr_pro_param
1855: where param_name = 'SYSTEM_FUNCTIONAL_CCY';

Line 1852: v_fra_rec_out XTR_MM_COVERS.INT_FORW_RATE_OUT_REC_TYPE;

1848: v_ss_ask NUMBER :=p_ss_ask;
1849: v_sm_bid NUMBER :=p_sm_bid;
1850: v_sm_ask NUMBER :=p_sm_ask;
1851: v_fra_rec_in XTR_MM_COVERS.INT_FORW_RATE_IN_REC_TYPE;
1852: v_fra_rec_out XTR_MM_COVERS.INT_FORW_RATE_OUT_REC_TYPE;
1853: CURSOR default_currency_cursor is
1854: select param_value from xtr_pro_param
1855: where param_name = 'SYSTEM_FUNCTIONAL_CCY';
1856: v_curve_type SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE('YIELD');

Line 2004: XTR_MM_COVERS.interest_forward_rate(v_fra_rec_in,v_fra_rec_out);

2000: v_fra_rec_in.p_RT1:= p_sm_bid;
2001: v_fra_rec_in.p_year_basis:= v_year_count;
2002:
2003:
2004: XTR_MM_COVERS.interest_forward_rate(v_fra_rec_in,v_fra_rec_out);
2005: p_contract_rate_bid:=v_fra_rec_out.p_fra_rate;
2006:
2007: v_fra_rec_in.p_indicator:= 'Y';
2008: v_fra_rec_in.p_t:=v_spot_settlement;

Line 2016: XTR_MM_COVERS.interest_forward_rate(v_fra_rec_in,v_fra_rec_out);

2012: v_fra_rec_in.p_year_basis:= v_year_count;
2013:
2014:
2015:
2016: XTR_MM_COVERS.interest_forward_rate(v_fra_rec_in,v_fra_rec_out);
2017: p_contract_rate_ask:=v_fra_rec_out.p_fra_rate;
2018: IF (g_proc_level>=g_debug_level) THEN
2019: xtr_risk_debug_pkg.dlog('fra_pricing: ' || 'ss bid',p_ss_bid);
2020: xtr_risk_debug_pkg.dlog('fra_pricing: ' || 'ss ask',p_ss_ask);

Line 2089: v_fra_rec_in XTR_MM_COVERS.FRA_SETTLEMENT_IN_REC_TYPE;

2085: --number of days from settlement to maturity
2086: v_year_count NUMBER;
2087: --variable for year basis
2088: v_settlement_rate NUMBER :=p_settlement_rate;
2089: v_fra_rec_in XTR_MM_COVERS.FRA_SETTLEMENT_IN_REC_TYPE;
2090: v_fra_rec_out XTR_MM_COVERS.FRA_SETTLEMENT_OUT_REC_TYPE;
2091: CURSOR default_currency_cursor is
2092: select param_value from xtr_pro_param
2093: where param_name = 'SYSTEM_FUNCTIONAL_CCY';

Line 2090: v_fra_rec_out XTR_MM_COVERS.FRA_SETTLEMENT_OUT_REC_TYPE;

2086: v_year_count NUMBER;
2087: --variable for year basis
2088: v_settlement_rate NUMBER :=p_settlement_rate;
2089: v_fra_rec_in XTR_MM_COVERS.FRA_SETTLEMENT_IN_REC_TYPE;
2090: v_fra_rec_out XTR_MM_COVERS.FRA_SETTLEMENT_OUT_REC_TYPE;
2091: CURSOR default_currency_cursor is
2092: select param_value from xtr_pro_param
2093: where param_name = 'SYSTEM_FUNCTIONAL_CCY';
2094: v_curve_type SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE('YIELD');

Line 2267: XTR_MM_COVERS.fra_settlement_amount(v_fra_rec_in,v_fra_rec_out);

2263: v_fra_rec_in.p_deal_subtype:= null;
2264:
2265:
2266:
2267: XTR_MM_COVERS.fra_settlement_amount(v_fra_rec_in,v_fra_rec_out);
2268: p_settlement_amount:=v_fra_rec_out.p_settlement_amount;
2269: IF (g_proc_level>=g_debug_level) THEN
2270: xtr_risk_debug_pkg.dlog('fra_settlement: ' || 'settle amount',p_settlement_amount);
2271: END IF;

Line 2301: XTR_MM_COVERS.fra_settlement_amount(v_fra_rec_in,v_fra_rec_out);

2297: END IF;
2298: -- lastly, calculate bpv
2299: --calculate shifted settlement
2300: v_fra_rec_in.p_settlement_rate:=p_settlement_rate+0.01;
2301: XTR_MM_COVERS.fra_settlement_amount(v_fra_rec_in,v_fra_rec_out);
2302: p_basis_point_value:=QRM_MM_FORMULAS.bpv(p_settlement_amount,
2303: v_fra_rec_out.p_settlement_amount);
2304: IF (g_proc_level>=g_debug_level) THEN
2305: xtr_risk_debug_pkg.dlog('fra_settlement: ' || 'shifted',v_fra_rec_out.p_settlement_amount);