APPS.QRM_CALCULATORS_P dependencies on XTR_RATE_CONVERSION

Line 82: xtr_rate_conversion.discount_to_yield_rate(p_rate,v_day_count,v_ann_basis,

78: p_price := (p_consideration/p_mat_amt)*100;
79:
80: --calculate Converted Rate
81: IF (p_rate_type <> 'Y') THEN
82: xtr_rate_conversion.discount_to_yield_rate(p_rate,v_day_count,v_ann_basis,
83: p_conv_rate);
84: ELSE
85: xtr_rate_conversion.yield_to_discount_rate(p_rate,v_day_count,v_ann_basis,
86: p_conv_rate);

Line 85: xtr_rate_conversion.yield_to_discount_rate(p_rate,v_day_count,v_ann_basis,

81: IF (p_rate_type <> 'Y') THEN
82: xtr_rate_conversion.discount_to_yield_rate(p_rate,v_day_count,v_ann_basis,
83: p_conv_rate);
84: ELSE
85: xtr_rate_conversion.yield_to_discount_rate(p_rate,v_day_count,v_ann_basis,
86: p_conv_rate);
87: END IF;
88:
89: --calculate sensitivities, first Duration

Line 227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;

223:
224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:
227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;
229: p_int_rates xtr_md_num_table;
230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();

Line 228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;

224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:
227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;
229: p_int_rates xtr_md_num_table;
230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();
232:

Line 1135: xtr_rate_conversion.discount_factor_conv(df_in_rec, df_out_rec);

1131: df_in_rec.p_rate := p_int_rates(i);
1132: df_in_rec.p_spot_date := p_spot_date;
1133: df_in_rec.p_future_date := p_forward_date;
1134: df_in_rec.p_day_count_basis := p_day_counts(i);
1135: xtr_rate_conversion.discount_factor_conv(df_in_rec, df_out_rec);
1136: p_dis_factors.extend;
1137: p_dis_factors(i) := df_out_rec.p_result;
1138: IF (g_proc_level>=g_debug_level) THEN
1139: xtr_risk_debug_pkg.dlog('fx_calculator: ' || 'int rate', p_int_rates(i));

Line 3829: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

3825:
3826: --Must convert interest rates into continuous for sensitivities calculations
3827:
3828: if (p_rate_type = 'P') THEN
3829: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3830: p_for_int_rate_bid, 1, p_for_cint_rate_bid);
3831: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3832: p_for_int_rate_ask, 1, p_for_cint_rate_ask);
3833: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

Line 3831: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

3827:
3828: if (p_rate_type = 'P') THEN
3829: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3830: p_for_int_rate_bid, 1, p_for_cint_rate_bid);
3831: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3832: p_for_int_rate_ask, 1, p_for_cint_rate_ask);
3833: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3834: p_dom_int_rate_bid, 1, p_dom_cint_rate_bid);
3835: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

Line 3833: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

3829: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3830: p_for_int_rate_bid, 1, p_for_cint_rate_bid);
3831: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3832: p_for_int_rate_ask, 1, p_for_cint_rate_ask);
3833: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3834: p_dom_int_rate_bid, 1, p_dom_cint_rate_bid);
3835: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3836: p_dom_int_rate_ask, 1, p_dom_cint_rate_ask);
3837: ELSE

Line 3835: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(

3831: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3832: p_for_int_rate_ask, 1, p_for_cint_rate_ask);
3833: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3834: p_dom_int_rate_bid, 1, p_dom_cint_rate_bid);
3835: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3836: p_dom_int_rate_ask, 1, p_dom_cint_rate_ask);
3837: ELSE
3838: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3839: p_for_int_rate_bid, p_years, p_for_cint_rate_bid);

Line 3838: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

3834: p_dom_int_rate_bid, 1, p_dom_cint_rate_bid);
3835: XTR_RATE_CONVERSION.COMPOUND_TO_CONTINUOUS_RATE(
3836: p_dom_int_rate_ask, 1, p_dom_cint_rate_ask);
3837: ELSE
3838: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3839: p_for_int_rate_bid, p_years, p_for_cint_rate_bid);
3840: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3841: p_for_int_rate_ask, p_years, p_for_cint_rate_ask);
3842: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

Line 3840: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

3836: p_dom_int_rate_ask, 1, p_dom_cint_rate_ask);
3837: ELSE
3838: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3839: p_for_int_rate_bid, p_years, p_for_cint_rate_bid);
3840: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3841: p_for_int_rate_ask, p_years, p_for_cint_rate_ask);
3842: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3843: p_dom_int_rate_bid, p_years, p_dom_cint_rate_bid);
3844: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

Line 3842: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

3838: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3839: p_for_int_rate_bid, p_years, p_for_cint_rate_bid);
3840: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3841: p_for_int_rate_ask, p_years, p_for_cint_rate_ask);
3842: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3843: p_dom_int_rate_bid, p_years, p_dom_cint_rate_bid);
3844: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3845: p_dom_int_rate_ask, p_years, p_dom_cint_rate_ask);
3846: END IF;

Line 3844: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(

3840: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3841: p_for_int_rate_ask, p_years, p_for_cint_rate_ask);
3842: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3843: p_dom_int_rate_bid, p_years, p_dom_cint_rate_bid);
3844: XTR_RATE_CONVERSION.SIMPLE_TO_CONTINUOUS_RATE(
3845: p_dom_int_rate_ask, p_years, p_dom_cint_rate_ask);
3846: END IF;
3847:
3848: