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APPS.QRM_CALCULATORS_P dependencies on QRM_CALCULATORS_P

Line 1: PACKAGE BODY QRM_CALCULATORS_P AS

1: PACKAGE BODY QRM_CALCULATORS_P AS
2: /* $Header: qrmcalcb.pls 120.5 2004/07/02 16:19:21 jhung ship $ */
3:
4: PROCEDURE ni_calculator (p_settlement_date DATE,
5: p_maturity_date DATE,

Line 42: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.NI_CALCULATOR');

38:
39: BEGIN
40: --call the debug package
41: IF (g_proc_level>=g_debug_level) THEN
42: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.NI_CALCULATOR');
43: xtr_risk_debug_pkg.dlog('ni_calculator: ' || 'p_settlement_date',p_settlement_date);
44: xtr_risk_debug_pkg.dlog('ni_calculator: ' || 'p_maturity_date',p_maturity_date);
45: xtr_risk_debug_pkg.dlog('ni_calculator: ' || 'p_day_count_basis',p_day_count_basis);
46: xtr_risk_debug_pkg.dlog('ni_calculator: ' || 'p_indicator',p_indicator);

Line 119: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.NI_CALCULATOR');

115: FROM xtr_pro_param WHERE param_name = 'SYSTEM_FUNCTIONAL_CCY';
116: END IF;
117:
118: IF (g_proc_level>=g_debug_level) THEN
119: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.NI_CALCULATOR');
120: END IF;
121:
122: END ni_calculator;
123:

Line 238: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fx_calculator');

234: p_rho xtr_md_num_table;
235:
236: BEGIN
237: IF (g_proc_level>=g_debug_level) THEN
238: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fx_calculator');
239: END IF;
240:
241: IF fnd_msg_pub.count_msg > 0 THEN
242: fnd_msg_pub.Initialize;

Line 1249: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fx_calculator');

1245: p_num_args(31) := p_rho_contra_ask;
1246:
1247:
1248: IF (g_proc_level>=g_debug_level) THEN--bug3236479
1249: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fx_calculator');
1250: END IF;
1251: EXCEPTION
1252: WHEN e_no_int_rates THEN
1253: fnd_msg_pub.add;

Line 1256: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);

1252: WHEN e_no_int_rates THEN
1253: fnd_msg_pub.add;
1254: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
1255: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_INT_RATES',
1256: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);
1257: END IF;
1258: WHEN e_no_rate_curve THEN
1259: fnd_msg_pub.add;
1260: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 1262: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);

1258: WHEN e_no_rate_curve THEN
1259: fnd_msg_pub.add;
1260: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
1261: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_RATE_CURVE',
1262: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);
1263: END IF;
1264: WHEN e_no_spot_rates THEN
1265: fnd_msg_pub.add;
1266: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 1268: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);

1264: WHEN e_no_spot_rates THEN
1265: fnd_msg_pub.add;
1266: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
1267: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_SPOT_RATES',
1268: 'QRM_CALCULATORS_P.FX_CALCULATOR',G_ERROR_LEVEL);
1269: END IF;
1270:
1271: END fx_calculator;
1272:

Line 1306: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_curves_from_base');

1302:
1303:
1304: BEGIN
1305: IF (g_proc_level>=g_debug_level) THEN
1306: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_curves_from_base');
1307: END IF;
1308: if ((p_curve_types.count <> p_base_currencies.count) OR
1309: ((p_contra_currencies IS NOT null) AND
1310: ((p_base_currencies.count <> p_contra_currencies.count) OR

Line 1355: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_curves_from_base');

1351: CLOSE get_default_curve;
1352: end if;
1353: END LOOP;
1354: IF (g_proc_level>=g_debug_level) THEN
1355: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_curves_from_base');
1356: END IF;
1357: return v_curve_codes_table;
1358: end if;
1359: END get_curves_from_base;

Line 1414: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_rates_from_curves');

1410: GROUP BY currency);
1411:
1412: BEGIN
1413: IF (g_proc_level>=g_debug_level) THEN
1414: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_rates_from_curves');
1415: END IF;
1416: IF (((p_curve_codes IS NOT null) AND
1417: (p_curve_codes.count <> v_table_size)) OR
1418: (p_rate_types.count <> v_table_size) OR

Line 1610: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_rates_from_curves');

1606: END IF;
1607: end if;
1608: END LOOP;
1609: IF (g_proc_level>=g_debug_level) THEN
1610: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_rates_from_curves');
1611: END IF;
1612: return v_rates_table;
1613: END IF;
1614:

Line 1622: 'QRM_CALCULATORS_P.GET_RATES_FROM_CURVE',G_ERROR_LEVEL);

1618: FND_MESSAGE.SET_NAME('QRM','QRM_CALC_NO_DEFAULT_INT_ERR');
1619: FND_MESSAGE.SET_TOKEN('CURVE',v_curve);
1620: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
1621: xtr_risk_debug_pkg.dlog('EXCEPTION','QRM-CALC_NO_DEFAULT_INT_ERR',
1622: 'QRM_CALCULATORS_P.GET_RATES_FROM_CURVE',G_ERROR_LEVEL);
1623: END IF;
1624: raise e_no_int_rates;
1625: else
1626: FND_MESSAGE.SET_NAME('QRM','QRM_CALC_NO_DEFAULT_VOL_ERR');

Line 1630: 'QRM_CALCULATORS_P.GET_RATES_FROM_CURVES',G_ERROR_LEVEL);

1626: FND_MESSAGE.SET_NAME('QRM','QRM_CALC_NO_DEFAULT_VOL_ERR');
1627: FND_MESSAGE.SET_TOKEN('CURVE',v_curve);
1628: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
1629: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_VOL_RATES',
1630: 'QRM_CALCULATORS_P.GET_RATES_FROM_CURVES',G_ERROR_LEVEL);
1631: END IF;
1632: raise e_no_vol_rates;
1633: end if;
1634: END get_rates_from_curves;

Line 1665: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_rates_from_base');

1661:
1662: v_table_size number := p_rate_types.count;
1663: BEGIN
1664: IF (g_proc_level>=g_debug_level) THEN
1665: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.get_rates_from_base');
1666: END IF;
1667: if ((p_base_currencies.count <> v_table_size) OR
1668: ((p_contra_currencies IS NOT null) AND
1669: (p_contra_currencies.count <> v_table_size)) OR

Line 1736: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_rates_from_base');

1732: p_spot_date,
1733: p_future_date);
1734:
1735: IF (g_proc_level>=g_debug_level) THEN
1736: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.get_rates_from_base');
1737: END IF;
1738: return v_rates_table;
1739: end if;
1740: END get_rates_from_base;

Line 1870: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fra_pricing');

1866: BEGIN
1867: --xtr_risk_debug_pkg.start_debug('/sqlcom/out/findv11i','sktest.dbg');
1868: --xtr_risk_debug_pkg.start_debug;
1869: IF (g_proc_level>=g_debug_level) THEN
1870: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fra_pricing');
1871: END IF;
1872: --if any errors were added before, remove it
1873: IF fnd_msg_pub.count_msg > 0 THEN
1874: fnd_msg_pub.Initialize;

Line 2029: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fra_pricing');

2025: xtr_risk_debug_pkg.dpop('fra_pricing: ' || 'pricing cover');
2026: END IF;
2027: --xtr_risk_debug_pkg.stop_debug;
2028: IF (g_proc_level>=g_debug_level) THEN
2029: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fra_pricing');
2030: END IF;
2031: EXCEPTION
2032: WHEN e_no_rate_curve THEN
2033: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 2035: 'QRM_CALCULATORS_P.FRA_PRICING',G_ERROR_LEVEL);

2031: EXCEPTION
2032: WHEN e_no_rate_curve THEN
2033: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
2034: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_RATE_CURVE',
2035: 'QRM_CALCULATORS_P.FRA_PRICING',G_ERROR_LEVEL);
2036: END IF;
2037: fnd_msg_pub.add;
2038: WHEN e_no_int_rates THEN
2039: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 2041: 'QRM_CALCULATORS_P.FRA_PRICING',G_ERROR_LEVEL);

2037: fnd_msg_pub.add;
2038: WHEN e_no_int_rates THEN
2039: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
2040: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_INT_RATES',
2041: 'QRM_CALCULATORS_P.FRA_PRICING',G_ERROR_LEVEL);
2042: END IF;
2043: fnd_msg_pub.add;
2044: END fra_pricing;
2045:

Line 2119: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fra_settlement');

2115: BEGIN
2116: --xtr_risk_debug_pkg.start_debug('/sqlcom/out/findv11i','sktest.dbg');
2117: --xtr_risk_debug_pkg.start_debug;
2118: IF (g_proc_level>=g_debug_level) THEN
2119: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fra_settlement');
2120: END IF;
2121: --if any errors were added before, remove it
2122: IF fnd_msg_pub.count_msg > 0 THEN
2123: fnd_msg_pub.Initialize;

Line 2342: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fra_settlement');

2338: IF p_currency is NULL THEN
2339: p_currency:= v_base_currency(1);
2340: END IF;
2341: IF (g_proc_level>=g_debug_level) THEN
2342: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fra_settlement');
2343: END IF;
2344: EXCEPTION
2345: WHEN e_no_rate_curve THEN
2346: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 2348: 'QRM_CALCULATORS_P.FRA_SETTLEMENT',G_ERROR_LEVEL);

2344: EXCEPTION
2345: WHEN e_no_rate_curve THEN
2346: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
2347: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_RATE_CURVE',
2348: 'QRM_CALCULATORS_P.FRA_SETTLEMENT',G_ERROR_LEVEL);
2349: END IF;
2350: fnd_msg_pub.add;
2351: WHEN e_no_int_rates THEN
2352: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 2354: 'QRM_CALCULATORS_P.FRA_SETTLEMENT',G_ERROR_LEVEL);

2350: fnd_msg_pub.add;
2351: WHEN e_no_int_rates THEN
2352: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
2353: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_INT_RATES',
2354: 'QRM_CALCULATORS_P.FRA_SETTLEMENT',G_ERROR_LEVEL);
2355: END IF;
2356: fnd_msg_pub.add;
2357: END fra_settlement;
2358:

Line 2481: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fxo_calculator');

2477:
2478:
2479:
2480: IF (g_proc_level>=g_debug_level) THEN
2481: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fxo_calculator');
2482: END IF;
2483:
2484:
2485:

Line 3937: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);

3933: WHEN e_no_int_rates THEN
3934: fnd_msg_pub.add;
3935: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
3936: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_INT_RATES',
3937: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);
3938: END IF;
3939: WHEN e_no_rate_curve THEN
3940: fnd_msg_pub.add;
3941: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 3943: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);

3939: WHEN e_no_rate_curve THEN
3940: fnd_msg_pub.add;
3941: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
3942: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_RATE_CURVE',
3943: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);
3944: END IF;
3945: WHEN e_no_spot_rates THEN
3946: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
3947: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_SPOT_RATES',

Line 3948: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);

3944: END IF;
3945: WHEN e_no_spot_rates THEN
3946: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
3947: xtr_risk_debug_pkg.dlog('EXCEPTION','E_NO_SPOT_RATES',
3948: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);
3949: END IF;
3950: fnd_msg_pub.add;
3951: WHEN QRM_MM_FORMULAS.e_exceed_vol_upper_bound THEN
3952: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 3954: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);

3950: fnd_msg_pub.add;
3951: WHEN QRM_MM_FORMULAS.e_exceed_vol_upper_bound THEN
3952: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479
3953: xtr_risk_debug_pkg.dlog('EXCEPTION','E_EXCEED_VOL_UPPER_BOUND',
3954: 'QRM_CALCULATORS_P.FXO_CALCULATOR',G_ERROR_LEVEL);
3955: END IF;
3956: fnd_msg_pub.add;
3957:
3958: IF (g_proc_level>=g_debug_level) THEN

Line 3959: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fxo_calculator');

3955: END IF;
3956: fnd_msg_pub.add;
3957:
3958: IF (g_proc_level>=g_debug_level) THEN
3959: xtr_risk_debug_pkg.dpop(null,'QRM_CALCULATORS_P.fxo_calculator');
3960: END IF;
3961:
3962: END fxo_calculator;
3963: