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380: Raise e_batch_been_run;
381: End If;
382: Close CHK_BATCH_RUN;
383:
384: xtr_risk_debug_pkg.start_conc_prog;
385: t_log_init; -- initial the temp error log table
386: xtr_revl_main(p_batch_id, rec, r_rd, l_rc);
387: if g_status = 1 then
388: retcode := 1;
386: xtr_revl_main(p_batch_id, rec, r_rd, l_rc);
387: if g_status = 1 then
388: retcode := 1;
389: end if;
390: xtr_risk_debug_pkg.stop_conc_debug;
391:
392: -------------------------------------
393: /* For local debugging purpose only
394: -------------------------------------
396: into l_dirname
397: from v$parameter
398: where name = 'utl_file_dir';
399:
400: xtr_risk_debug_pkg.start_debug(l_dirname, 'reval.log');
401: t_log_init; -- initial the temp error log table
402: xtr_revl_main(p_batch_id, rec, r_rd, retcode);
403: xtr_risk_debug_pkg.stop_debug;
404: */
399:
400: xtr_risk_debug_pkg.start_debug(l_dirname, 'reval.log');
401: t_log_init; -- initial the temp error log table
402: xtr_revl_main(p_batch_id, rec, r_rd, retcode);
403: xtr_risk_debug_pkg.stop_debug;
404: */
405:
406: EXCEPTION
407: When e_no_pre_batch then
2285: l_deno, l_numer, rec.deal_ex_rate_one);
2286: rec.deal_ex_rate_two := null;
2287: End If;
2288:
2289: IF xtr_risk_debug_pkg.g_Debug THEN
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2286: rec.deal_ex_rate_two := null;
2287: End If;
2288:
2289: IF xtr_risk_debug_pkg.g_Debug THEN
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2287: End If;
2288:
2289: IF xtr_risk_debug_pkg.g_Debug THEN
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2288:
2289: IF xtr_risk_debug_pkg.g_Debug THEN
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2289: IF xtr_risk_debug_pkg.g_Debug THEN
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2297: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2290: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2297: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2298: END IF;
2291: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2297: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2298: END IF;
2299:
2292: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2297: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2298: END IF;
2299:
2300: -- Get XTR_REVALUATION_DETAILS table exchange_rate_one, exchange_rate_two, and Fx forwad rate
2293: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2294: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2295: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2296: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2297: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2298: END IF;
2299:
2300: -- Get XTR_REVALUATION_DETAILS table exchange_rate_one, exchange_rate_two, and Fx forwad rate
2301: If rec.effective_date <= rec.revldate then -- deal is realized. Used maturity date rate
2310: GL_CURRENCY_API.get_triangulation_rate
2311: (rec.reval_ccy, rec.sob_ccy, rec.effective_date, rec.ex_rate_type,
2312: l_deno, l_numer, rec.reval_ex_rate_one);
2313: rec.reval_ex_rate_two := null;
2314: IF xtr_risk_debug_pkg.g_Debug THEN
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: (rec.reval_ccy, rec.sob_ccy, rec.effective_date, rec.ex_rate_type,
2312: l_deno, l_numer, rec.reval_ex_rate_one);
2313: rec.reval_ex_rate_two := null;
2314: IF xtr_risk_debug_pkg.g_Debug THEN
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2312: l_deno, l_numer, rec.reval_ex_rate_one);
2313: rec.reval_ex_rate_two := null;
2314: IF xtr_risk_debug_pkg.g_Debug THEN
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2313: rec.reval_ex_rate_two := null;
2314: IF xtr_risk_debug_pkg.g_Debug THEN
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2314: IF xtr_risk_debug_pkg.g_Debug THEN
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2315: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2323: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2316: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2323: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2324: END IF;
2317: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2323: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2324: END IF;
2325:
2318: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2323: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2324: END IF;
2325:
2326: End If;
2319: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2320: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2321: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2322: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2323: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2324: END IF;
2325:
2326: End If;
2327: Else -- deal is unrealized. Use reval date's G/L rate
2339: rec.reval_ex_rate_two := null;
2340: End If;
2341: End If;
2342:
2343: IF xtr_risk_debug_pkg.g_Debug THEN
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2340: End If;
2341: End If;
2342:
2343: IF xtr_risk_debug_pkg.g_Debug THEN
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2341: End If;
2342:
2343: IF xtr_risk_debug_pkg.g_Debug THEN
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2342:
2343: IF xtr_risk_debug_pkg.g_Debug THEN
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2343: IF xtr_risk_debug_pkg.g_Debug THEN
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2351: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2344: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2351: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2352: END IF;
2345: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2351: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2352: END IF;
2353:
2346: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2351: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2352: END IF;
2353:
2354: EXCEPTION
2347: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2348: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2349: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2350: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2351: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2352: END IF;
2353:
2354: EXCEPTION
2355: when GL_CURRENCY_API.no_rate then
2953: if l_first_batch_id is null then
2954:
2955: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2956: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2957: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2958: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2959: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2960:
2961: l_last_unrel_date := l_bal_date0;
2954:
2955: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2956: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2957: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2958: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2959: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2960:
2961: l_last_unrel_date := l_bal_date0;
2962: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2955: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2956: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2957: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2958: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2959: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2960:
2961: l_last_unrel_date := l_bal_date0;
2962: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2963: l_unrel_start_rate:= l_ex_rate0;
2981: CLOSE c_last_ca_avg_rate;
2982: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2983: ---------------------------------------------
2984:
2985: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2982: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2983: ---------------------------------------------
2984:
2985: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2990: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
2983: ---------------------------------------------
2984:
2985: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2990: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
2991:
2984:
2985: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2990: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
2991:
2992: else
2985: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2990: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
2991:
2992: else
2993: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2986: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2987: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
2988: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
2989: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2990: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
2991:
2992: else
2993: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2994: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2994: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2995: l_last_unrel_date := l_bal_date0;
2996: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2997: l_unrel_start_rate:= l_ex_rate0;
2998: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
2999: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3000: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3001:
3002: end if;
2995: l_last_unrel_date := l_bal_date0;
2996: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2997: l_unrel_start_rate:= l_ex_rate0;
2998: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
2999: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3000: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3001:
3002: end if;
3003: end if;
2996: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2997: l_unrel_start_rate:= l_ex_rate0;
2998: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
2999: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3000: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3001:
3002: end if;
3003: end if;
3004:
3075: -- rec.reval_ex_rate_one := l_ex_rate0;
3076: --------------------------------------
3077: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3078:
3079: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3076: --------------------------------------
3077: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3078:
3079: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3077: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3078:
3079: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3078:
3079: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3079: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3087: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3080: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3087: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3088:
3081: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3087: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3088:
3089: if l_decrease <> 0 then
3082: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3087: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3088:
3089: if l_decrease <> 0 then
3090: ----------------------------------------------------------------------
3083: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3084: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3085: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3086: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3087: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3088:
3089: if l_decrease <> 0 then
3090: ----------------------------------------------------------------------
3091: -- Calculate realized G/L for the second record of the pair and insert
3110: end if;
3111:
3112: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3113:
3114: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3111:
3112: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3113:
3114: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3112: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3113:
3114: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3113:
3114: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3114: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3122: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3115: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3122: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3123:
3116: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3122: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3123:
3124: end if;
3117: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3122: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3123:
3124: end if;
3125:
3118: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3119: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3120: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3121: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3122: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3123:
3124: end if;
3125:
3126: l_last_batch_id := rec.batch_id;
3228: rec.deal_subtype := 'FUND';
3229: end if;
3230: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3231:
3232: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3233: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3234: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3235: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3236: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3229: end if;
3230: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3231:
3232: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3233: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3234: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3235: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3236: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3237:
3230: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3231:
3232: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3233: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3234: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3235: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3236: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3237:
3238: ----------------------------------------------------------------------
3231:
3232: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3233: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3234: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3235: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3236: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3237:
3238: ----------------------------------------------------------------------
3239: -- Update the last row into XTR_BANK_BALANCES table
3232: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3233: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3234: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3235: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3236: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3237:
3238: ----------------------------------------------------------------------
3239: -- Update the last row into XTR_BANK_BALANCES table
3240: ----------------------------------------------------------------------
4861: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4862: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4863: l_rt2 := r_md_out.p_md_out;
4864:
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4862: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4863: l_rt2 := r_md_out.p_md_out;
4864:
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4863: l_rt2 := r_md_out.p_md_out;
4864:
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4864:
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4867: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4868: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4876: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4869: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4876: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4877: END IF;
4870: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4876: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4877: END IF;
4878:
4871: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4876: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4877: END IF;
4878:
4879:
4872: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4873: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4874: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4875: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4876: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4877: END IF;
4878:
4879:
4880: -- Calculate FWD price
5052: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5053:
5054: fair_value := r_mm_out.P_PRESENT_VAL;
5055: /*
5056: IF xtr_risk_debug_pkg.g_Debug THEN
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5053:
5054: fair_value := r_mm_out.P_PRESENT_VAL;
5055: /*
5056: IF xtr_risk_debug_pkg.g_Debug THEN
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5054: fair_value := r_mm_out.P_PRESENT_VAL;
5055: /*
5056: IF xtr_risk_debug_pkg.g_Debug THEN
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5055: /*
5056: IF xtr_risk_debug_pkg.g_Debug THEN
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5056: IF xtr_risk_debug_pkg.g_Debug THEN
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5057: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5058: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5059: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5060: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5061: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5062: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5070: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5063: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5070: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5071: END IF;
5064: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5070: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5071: END IF;
5072: */
5065: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5070: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5071: END IF;
5072: */
5073: else
5066: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5067: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5068: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5069: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5070: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5071: END IF;
5072: */
5073: else
5074: fair_value := l_settle_amt;
5247: -- Fair value in Contra ccy without discount
5248: fair_value := round((l_base_amt * r_fx_rate.fx_forward_rate +
5249: l_contra_amt), l_round);
5250: /*
5251: IF xtr_risk_debug_pkg.g_Debug THEN
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5248: fair_value := round((l_base_amt * r_fx_rate.fx_forward_rate +
5249: l_contra_amt), l_round);
5250: /*
5251: IF xtr_risk_debug_pkg.g_Debug THEN
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5249: l_contra_amt), l_round);
5250: /*
5251: IF xtr_risk_debug_pkg.g_Debug THEN
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5250: /*
5251: IF xtr_risk_debug_pkg.g_Debug THEN
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5258: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5251: IF xtr_risk_debug_pkg.g_Debug THEN
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5258: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5259: END IF;
5252: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5258: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5259: END IF;
5260: */
5253: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5258: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5259: END IF;
5260: */
5261:
5254: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5255: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5256: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5257: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5258: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5259: END IF;
5260: */
5261:
5262: /***********************************************************/
5291: NULL, l_contra_sob_side, rec.batch_id, NULL);
5292: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5293: p_spot_rate := r_md_out.p_md_out;
5294: /*
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5292: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5293: p_spot_rate := r_md_out.p_md_out;
5294: /*
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5293: p_spot_rate := r_md_out.p_md_out;
5294: /*
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5294: /*
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5297: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5305: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5298: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5305: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5306: END IF; */
5299: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5305: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5306: END IF; */
5307:
5300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5305: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5306: END IF; */
5307:
5308: if l_mature = 'Y' then
5301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5305: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5306: END IF; */
5307:
5308: if l_mature = 'Y' then
5309: p_sob_curr_rate := p_spot_rate;
5323: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5324: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5325: p_sob_yield_rate := r_md_out.p_md_out;
5326:
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5324: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5325: p_sob_yield_rate := r_md_out.p_md_out;
5326:
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5325: p_sob_yield_rate := r_md_out.p_md_out;
5326:
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5326:
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5329: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5330: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5331: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5332: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5340: END IF;
5333: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5340: END IF;
5341:
5334: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5340: END IF;
5341:
5342: -- get fx forward rate for SOB currency(r_fx_rate.fx_forward_rate)
5335: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5336: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5337: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5338: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5340: END IF;
5341:
5342: -- get fx forward rate for SOB currency(r_fx_rate.fx_forward_rate)
5343: XTR_FX_FORMULAS.fx_forward_rate(
5371: fair_value := round((fair_value * p_sob_curr_rate), l_round);
5372: end if;
5373:
5374: /*
5375: IF xtr_risk_debug_pkg.g_Debug THEN
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5372: end if;
5373:
5374: /*
5375: IF xtr_risk_debug_pkg.g_Debug THEN
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5373:
5374: /*
5375: IF xtr_risk_debug_pkg.g_Debug THEN
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5374: /*
5375: IF xtr_risk_debug_pkg.g_Debug THEN
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5375: IF xtr_risk_debug_pkg.g_Debug THEN
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5376: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5384: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5377: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5384: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5385: END IF; */
5378: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5384: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5385: END IF; */
5386:
5379: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5384: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5385: END IF; */
5386:
5387: -- If company parameter set to 'REVAL', then we should get discount fair value
5380: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5381: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5382: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5383: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5384: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5385: END IF; */
5386:
5387: -- If company parameter set to 'REVAL', then we should get discount fair value
5388: if (l_discount_date_method = 'REVAL') and (rec.effective_date > rec.revldate)
5394: r_mm_in.P_ANNUAL_BASIS:= l_year_basis;
5395: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5396: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5397: /*
5398: IF xtr_risk_debug_pkg.g_Debug THEN
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5395: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5396: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5397: /*
5398: IF xtr_risk_debug_pkg.g_Debug THEN
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5396: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5397: /*
5398: IF xtr_risk_debug_pkg.g_Debug THEN
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5397: /*
5398: IF xtr_risk_debug_pkg.g_Debug THEN
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5398: IF xtr_risk_debug_pkg.g_Debug THEN
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5399: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5407: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5407: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5408: END IF; */
5401: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5407: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5408: END IF; */
5409: end if;
5402: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5407: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5408: END IF; */
5409: end if;
5410:
5403: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5404: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5405: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5406: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5407: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5408: END IF; */
5409: end if;
5410:
5411: EXCEPTION
5636: * l_begin_contra_sob_rate), l_round);
5637:
5638: currency_gl := l_end_fv - l_begin_fv;
5639:
5640: IF xtr_risk_debug_pkg.g_Debug THEN
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5637:
5638: currency_gl := l_end_fv - l_begin_fv;
5639:
5640: IF xtr_risk_debug_pkg.g_Debug THEN
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5638: currency_gl := l_end_fv - l_begin_fv;
5639:
5640: IF xtr_risk_debug_pkg.g_Debug THEN
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5639:
5640: IF xtr_risk_debug_pkg.g_Debug THEN
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5640: IF xtr_risk_debug_pkg.g_Debug THEN
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5641: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5642: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5643: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5644: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5645: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5646: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5647: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5648: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5649: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5657: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5650: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5657: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5658: END IF;
5651: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5657: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5658: END IF;
5659:
5652: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5657: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5658: END IF;
5659:
5660: EXCEPTION
5653: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5654: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5655: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5656: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5657: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5658: END IF;
5659:
5660: EXCEPTION
5661: when GL_CURRENCY_API.no_rate then
5841: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5842: r_fx_rate.spot_rate := r_md_out.p_md_out;
5843:
5844: /*
5845: IF xtr_risk_debug_pkg.g_Debug THEN
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5842: r_fx_rate.spot_rate := r_md_out.p_md_out;
5843:
5844: /*
5845: IF xtr_risk_debug_pkg.g_Debug THEN
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5843:
5844: /*
5845: IF xtr_risk_debug_pkg.g_Debug THEN
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5844: /*
5845: IF xtr_risk_debug_pkg.g_Debug THEN
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5845: IF xtr_risk_debug_pkg.g_Debug THEN
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5846: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5847: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5855: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5848: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5855: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5856: END IF; */
5849: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5855: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5856: END IF; */
5857:
5850: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5855: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5856: END IF; */
5857:
5858: if l_mature = 'Y' then
5851: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5852: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5853: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5854: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5855: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5856: END IF; */
5857:
5858: if l_mature = 'Y' then
5859: r_fx_rate.fx_forward_rate := r_fx_rate.spot_rate;
5866: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
5867: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5868: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5869:
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5867: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5868: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5869:
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5869:
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5869:
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5872: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5873: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5874: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5882: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5875: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5882: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5883: END IF;
5876: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5882: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5883: END IF;
5884:
5877: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5882: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5883: END IF;
5884:
5885: -- get contra currency yield rate from market data set
5878: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5879: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5880: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5881: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5882: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5883: END IF;
5884:
5885: -- get contra currency yield rate from market data set
5886: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5889: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
5890: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5891: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5892:
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5890: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5891: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5892:
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5891: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5892:
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5892:
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5906: END IF;
5899: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5906: END IF;
5907:
5900: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5906: END IF;
5907:
5908: -- set fx forward rate (r_fx_rate.fx_forward_rate)
5901: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5902: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5903: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5904: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5906: END IF;
5907:
5908: -- set fx forward rate (r_fx_rate.fx_forward_rate)
5909: XTR_FX_FORMULAS.fx_forward_rate(
5915: r_fx_rate.year_basis,
5916: r_fx_rate.year_basis,
5917: r_fx_rate.fx_forward_rate);
5918: end if;
5919: IF xtr_risk_debug_pkg.g_Debug THEN
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5916: r_fx_rate.year_basis,
5917: r_fx_rate.fx_forward_rate);
5918: end if;
5919: IF xtr_risk_debug_pkg.g_Debug THEN
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5917: r_fx_rate.fx_forward_rate);
5918: end if;
5919: IF xtr_risk_debug_pkg.g_Debug THEN
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5918: end if;
5919: IF xtr_risk_debug_pkg.g_Debug THEN
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5919: IF xtr_risk_debug_pkg.g_Debug THEN
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5920: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5928: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5928: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5929: END IF;
5922: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5928: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5929: END IF;
5930:
5923: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5928: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5929: END IF;
5930:
5931: end if;
5924: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5925: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5926: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5927: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5928: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5929: END IF;
5930:
5931: end if;
5932:
7061: p_call_price := r_fx_out.p_CALL_PRICE;
7062: p_put_price := r_fx_out.p_PUT_PRICE;
7063: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7064: /*
7065: IF xtr_risk_debug_pkg.g_Debug THEN
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7062: p_put_price := r_fx_out.p_PUT_PRICE;
7063: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7064: /*
7065: IF xtr_risk_debug_pkg.g_Debug THEN
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7063: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7064: /*
7065: IF xtr_risk_debug_pkg.g_Debug THEN
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7064: /*
7065: IF xtr_risk_debug_pkg.g_Debug THEN
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7065: IF xtr_risk_debug_pkg.g_Debug THEN
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7066: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7067: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7068: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7069: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7070: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7078: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7071: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7078: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7079: END IF; */
7072: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7078: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7079: END IF; */
7080:
7073: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7078: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7079: END IF; */
7080:
7081: End If;
7074: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7075: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7076: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7077: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7078: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7079: END IF; */
7080:
7081: End If;
7082: rec.reval_rate := l_fwd_rate;
7450: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7451: p_bond_clean_price := r_md_out.p_md_out;
7452:
7453: /*
7454: IF xtr_risk_debug_pkg.g_Debug THEN
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7451: p_bond_clean_price := r_md_out.p_md_out;
7452:
7453: /*
7454: IF xtr_risk_debug_pkg.g_Debug THEN
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7452:
7453: /*
7454: IF xtr_risk_debug_pkg.g_Debug THEN
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7453: /*
7454: IF xtr_risk_debug_pkg.g_Debug THEN
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7461: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7454: IF xtr_risk_debug_pkg.g_Debug THEN
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7461: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7462: END IF;
7455: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7461: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7462: END IF;
7463: */
7456: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7461: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7462: END IF;
7463: */
7464: If l_margin is not null then
7457: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7458: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7459: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7460: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7461: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7462: END IF;
7463: */
7464: If l_margin is not null then
7465: -- margin involved, convert bond price to YTM. Add margin to result.
7490: p_coupon_rate => null,
7491: p_num_coupons_remain => null
7492: );
7493: /*
7494: IF xtr_risk_debug_pkg.g_Debug THEN
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7491: p_num_coupons_remain => null
7492: );
7493: /*
7494: IF xtr_risk_debug_pkg.g_Debug THEN
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7492: );
7493: /*
7494: IF xtr_risk_debug_pkg.g_Debug THEN
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7493: /*
7494: IF xtr_risk_debug_pkg.g_Debug THEN
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7494: IF xtr_risk_debug_pkg.g_Debug THEN
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7495: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7503: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7496: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7503: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7504: END IF;
7497: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7503: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7504: END IF;
7505: */
7498: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7503: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7504: END IF;
7505: */
7506: /* Add in margin */
7499: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7500: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7501: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7502: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7503: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7504: END IF;
7505: */
7506: /* Add in margin */
7507: l_bond_yield_m := l_yield + nvl(l_margin,0)/100;
8075: else
8076: l_rate0 := bo_rec.pre_gl_rate;
8077: end if;
8078: l_rate1 := rec.reval_ex_rate_one;
8079: IF xtr_risk_debug_pkg.g_Debug THEN
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8076: l_rate0 := bo_rec.pre_gl_rate;
8077: end if;
8078: l_rate1 := rec.reval_ex_rate_one;
8079: IF xtr_risk_debug_pkg.g_Debug THEN
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8077: end if;
8078: l_rate1 := rec.reval_ex_rate_one;
8079: IF xtr_risk_debug_pkg.g_Debug THEN
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8085: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8078: l_rate1 := rec.reval_ex_rate_one;
8079: IF xtr_risk_debug_pkg.g_Debug THEN
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8085: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8086: END IF;
8079: IF xtr_risk_debug_pkg.g_Debug THEN
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8085: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8086: END IF;
8087:
8080: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8085: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8086: END IF;
8087:
8088: elsif p_resale = TRUE then
8081: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8082: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8083: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8084: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8085: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8086: END IF;
8087:
8088: elsif p_resale = TRUE then
8089: l_rate1 := rec.reval_ex_rate_one;
8275: end if;
8276: l_principal := round(l_principal, l_round);
8277: end if;
8278:
8279: IF xtr_risk_debug_pkg.g_Debug THEN
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8276: l_principal := round(l_principal, l_round);
8277: end if;
8278:
8279: IF xtr_risk_debug_pkg.g_Debug THEN
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8277: end if;
8278:
8279: IF xtr_risk_debug_pkg.g_Debug THEN
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8278:
8279: IF xtr_risk_debug_pkg.g_Debug THEN
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8279: IF xtr_risk_debug_pkg.g_Debug THEN
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8280: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8281: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8282: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8290: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8283: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8290: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8291: END IF;
8284: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8290: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8291: END IF;
8292:
8285: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8290: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8291: END IF;
8292:
8293: if(rec.deal_subtype = 'FUND') then
8286: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8287: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8288: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8289: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8290: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8291: END IF;
8292:
8293: if(rec.deal_subtype = 'FUND') then
8294: l_side := 'A';
8359: l_coupon_int := l_interest;
8360: end if;
8361:
8362:
8363: IF xtr_risk_debug_pkg.g_Debug THEN
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8360: end if;
8361:
8362:
8363: IF xtr_risk_debug_pkg.g_Debug THEN
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8361:
8362:
8363: IF xtr_risk_debug_pkg.g_Debug THEN
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8362:
8363: IF xtr_risk_debug_pkg.g_Debug THEN
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8363: IF xtr_risk_debug_pkg.g_Debug THEN
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8364: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8372: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8365: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8372: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8373: END IF;
8366: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8372: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8373: END IF;
8374:
8367: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8372: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8373: END IF;
8374:
8375:
8368: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8369: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8370: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8371: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8372: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8373: END IF;
8374:
8375:
8376: /* for Interest Overwrite project
8419: l_coupon_cf := round(l_coupon_cf, l_round);
8420: end if;
8421: end if;
8422:
8423: IF xtr_risk_debug_pkg.g_Debug THEN
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8420: end if;
8421: end if;
8422:
8423: IF xtr_risk_debug_pkg.g_Debug THEN
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8421: end if;
8422:
8423: IF xtr_risk_debug_pkg.g_Debug THEN
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8422:
8423: IF xtr_risk_debug_pkg.g_Debug THEN
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8423: IF xtr_risk_debug_pkg.g_Debug THEN
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8424: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8425: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8426: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8427: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8435: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8435: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8436: END IF;
8429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8435: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8436: END IF;
8437:
8430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8435: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8436: END IF;
8437:
8438: /*********************************************/
8431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8435: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8436: END IF;
8437:
8438: /*********************************************/
8439: /* Calculate the Accrued Interest */
8477: l_accrued_int := round(l_accrued_int, l_round);
8478: end if;
8479: end if;
8480:
8481: IF xtr_risk_debug_pkg.g_Debug THEN
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8478: end if;
8479: end if;
8480:
8481: IF xtr_risk_debug_pkg.g_Debug THEN
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8479: end if;
8480:
8481: IF xtr_risk_debug_pkg.g_Debug THEN
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8480:
8481: IF xtr_risk_debug_pkg.g_Debug THEN
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8481: IF xtr_risk_debug_pkg.g_Debug THEN
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8482: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8491: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8484: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8491: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8492: END IF;
8485: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8491: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8492: END IF;
8493:
8486: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8491: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8492: END IF;
8493:
8494: /***** Prepaid Interest *******/
8487: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8488: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8489: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8490: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8491: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8492: END IF;
8493:
8494: /***** Prepaid Interest *******/
8495: if nvl(l_pre_int, 'N') = 'Y' and rec.deal_type = 'TMM' then
8569: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
8570: p_present_value := r_mm_out.p_present_val;
8571: end if;
8572:
8573: IF xtr_risk_debug_pkg.g_Debug THEN
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8570: p_present_value := r_mm_out.p_present_val;
8571: end if;
8572:
8573: IF xtr_risk_debug_pkg.g_Debug THEN
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8571: end if;
8572:
8573: IF xtr_risk_debug_pkg.g_Debug THEN
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8572:
8573: IF xtr_risk_debug_pkg.g_Debug THEN
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8573: IF xtr_risk_debug_pkg.g_Debug THEN
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8574: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8575: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8576: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8577: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8578: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8579: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8587: END IF;
8580: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8587: END IF;
8588:
8581: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8587: END IF;
8588:
8589: EXCEPTION
8582: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8583: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8584: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8585: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8587: END IF;
8588:
8589: EXCEPTION
8590: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
8909: fv_sob_amt := round((rec.fair_value * rec.reval_ex_rate_one), l_round);
8910: currency_gl:= round((rec.fair_value * (rec.reval_ex_rate_one - rec.deal_ex_rate_one)), l_round);
8911: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8912: /*
8913: IF xtr_risk_debug_pkg.g_Debug THEN
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8910: currency_gl:= round((rec.fair_value * (rec.reval_ex_rate_one - rec.deal_ex_rate_one)), l_round);
8911: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8912: /*
8913: IF xtr_risk_debug_pkg.g_Debug THEN
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8911: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8912: /*
8913: IF xtr_risk_debug_pkg.g_Debug THEN
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8912: /*
8913: IF xtr_risk_debug_pkg.g_Debug THEN
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8920: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8913: IF xtr_risk_debug_pkg.g_Debug THEN
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8920: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8921: END IF;
8914: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8920: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8921: END IF;
8922: */
8915: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8920: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8921: END IF;
8922: */
8923:
8916: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8917: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8918: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8919: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8920: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8921: END IF;
8922: */
8923:
8924: End if;
9422: l_principal := round(l_principal, l_round);
9423: end if;
9424: end if;
9425:
9426: IF xtr_risk_debug_pkg.g_Debug THEN
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9423: end if;
9424: end if;
9425:
9426: IF xtr_risk_debug_pkg.g_Debug THEN
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9424: end if;
9425:
9426: IF xtr_risk_debug_pkg.g_Debug THEN
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9425:
9426: IF xtr_risk_debug_pkg.g_Debug THEN
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9426: IF xtr_risk_debug_pkg.g_Debug THEN
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9427: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9428: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9429: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9437: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9430: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9437: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9438: END IF;
9431: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9437: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9438: END IF;
9439:
9432: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9437: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9438: END IF;
9439:
9440: if(rec.deal_subtype = 'FUND') then
9433: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9434: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9435: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9436: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9437: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9438: END IF;
9439:
9440: if(rec.deal_subtype = 'FUND') then
9441: l_side := 'A';
9471: else -- 'DISC_CASHSTA' take user overwriten interest from IRS deal
9472: l_coupon_int := l_interest;
9473: end if;
9474:
9475: IF xtr_risk_debug_pkg.g_Debug THEN
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9472: l_coupon_int := l_interest;
9473: end if;
9474:
9475: IF xtr_risk_debug_pkg.g_Debug THEN
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9473: end if;
9474:
9475: IF xtr_risk_debug_pkg.g_Debug THEN
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9474:
9475: IF xtr_risk_debug_pkg.g_Debug THEN
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9475: IF xtr_risk_debug_pkg.g_Debug THEN
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9476: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9484: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9477: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9484: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9485: END IF;
9478: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9484: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9485: END IF;
9486:
9479: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9484: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9485: END IF;
9486:
9487: /* for Interest Overwrite project
9480: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9481: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9482: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9483: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9484: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9485: END IF;
9486:
9487: /* for Interest Overwrite project
9488: l_coupon_int := xtr_calc_interest(l_balance_out,
9509: l_coupon_cf := round(l_coupon_cf, l_round);
9510: end if;
9511: end if;
9512:
9513: IF xtr_risk_debug_pkg.g_Debug THEN
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9510: end if;
9511: end if;
9512:
9513: IF xtr_risk_debug_pkg.g_Debug THEN
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9511: end if;
9512:
9513: IF xtr_risk_debug_pkg.g_Debug THEN
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9512:
9513: IF xtr_risk_debug_pkg.g_Debug THEN
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9513: IF xtr_risk_debug_pkg.g_Debug THEN
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9514: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9515: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9516: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9517: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9525: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9518: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9525: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9526: END IF;
9519: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9525: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9526: END IF;
9527:
9520: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9525: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9526: END IF;
9527:
9528: -- for Interest Overwrite project
9521: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9522: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9523: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9524: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9525: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9526: END IF;
9527:
9528: -- for Interest Overwrite project
9529: if rec.revldate > l_start_date then
9673: l_no_of_days, l_year_basis, disc_amount, eff_interest);
9674:
9675: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9676:
9677: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9674:
9675: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9676:
9677: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9675: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9676:
9677: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9676:
9677: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9677: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9678: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9679: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9680: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9688: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9681: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9688: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9689:
9682: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9688: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9689:
9690: EXCEPTION
9683: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9688: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9689:
9690: EXCEPTION
9691: when others then
9684: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9685: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9686: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9687: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9688: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9689:
9690: EXCEPTION
9691: when others then
9692: if g_call_by_form = true then
10210: p_name IN VARCHAR2,
10211: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS
10212:
10213: begin
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10211: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS
10212:
10213: begin
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10212:
10213: begin
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10213: begin
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10216: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10217: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10218: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10219: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10220: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10228: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10221: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10228: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10229: END IF;
10222: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10228: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10229: END IF;
10230:
10223: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10228: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10229: END IF;
10230:
10231: end dump_xtr_mds_rec;
10224: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10225: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10226: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10227: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10228: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10229: END IF;
10230:
10231: end dump_xtr_mds_rec;
10232:
10234: PROCEDURE dump_xtr_revl_rec(
10235: p_name IN VARCHAR2,
10236: rec IN xtr_revl_rec) is
10237: begin
10238: IF xtr_risk_debug_pkg.g_Debug THEN
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10235: p_name IN VARCHAR2,
10236: rec IN xtr_revl_rec) is
10237: begin
10238: IF xtr_risk_debug_pkg.g_Debug THEN
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10236: rec IN xtr_revl_rec) is
10237: begin
10238: IF xtr_risk_debug_pkg.g_Debug THEN
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10237: begin
10238: IF xtr_risk_debug_pkg.g_Debug THEN
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10238: IF xtr_risk_debug_pkg.g_Debug THEN
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10239: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10250: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10250: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10251: END IF;
10244: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10250: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10251: END IF;
10252:
10245: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10250: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10251: END IF;
10252:
10253: end dump_xtr_revl_rec;
10246: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10247: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10248: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10249: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10250: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10251: END IF;
10252:
10253: end dump_xtr_revl_rec;
10254:
10386: null;
10387: elsif l_flag = 'C' then
10388: fnd_file.put_line(1,p_text||' : '||p_value);
10389: else
10390: xtr_risk_debug_pkg.dlog(p_text, p_value);
10391: end if;
10392:
10393: END LOG_MSG;
10394: -------------------------------