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APPS.QRM_CALCULATORS_P dependencies on XTR_CALC_P

Line 53: xtr_calc_p.calc_days_run_c(p_settlement_date, p_maturity_date,

49: xtr_risk_debug_pkg.dlog('ni_calculator: ' || 'p_rate',p_rate);
50: END IF;
51:
52: --need to find day count and ann basis first
53: xtr_calc_p.calc_days_run_c(p_settlement_date, p_maturity_date,
54: p_day_count_basis, null, v_day_count, v_ann_basis);
55: p_hold_prd := p_maturity_date - p_settlement_date;
56: p_adj_hold_prd := v_day_count;
57: --calc the mat. or cons depending on the indicator

Line 910: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,

906:
907: -- ***END OF DEFAULTING SECTION ***--
908: -- ***RESULTS ***--
909: -- now on to calculating results
910: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
911: p_usd_day_count, null, p_day_count_usd, p_year_basis_usd);
912: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
913: p_base_day_count, null, p_day_count_base, p_year_basis_base);
914: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,

Line 912: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,

908: -- ***RESULTS ***--
909: -- now on to calculating results
910: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
911: p_usd_day_count, null, p_day_count_usd, p_year_basis_usd);
912: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
913: p_base_day_count, null, p_day_count_base, p_year_basis_base);
914: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
915: p_contra_day_count, null, p_day_count_contra,
916: p_year_basis_contra);

Line 914: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,

910: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
911: p_usd_day_count, null, p_day_count_usd, p_year_basis_usd);
912: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
913: p_base_day_count, null, p_day_count_base, p_year_basis_base);
914: XTR_CALC_P.calc_days_run_c(p_spot_date, p_forward_date,
915: p_contra_day_count, null, p_day_count_contra,
916: p_year_basis_contra);
917:
918: if (NOT p_neither_usd) then

Line 1976: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',null,

1972: p_sm_ask:=v_rates(2);
1973: END IF;
1974: END IF;
1975: --calculate holding period
1976: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',null,
1977: p_holding_period,v_year_count);
1978: --calculate adjusted holding period
1979: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,p_day_count_basis,
1980: null,p_adjusted_holding_period,v_year_count);

Line 1979: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,p_day_count_basis,

1975: --calculate holding period
1976: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',null,
1977: p_holding_period,v_year_count);
1978: --calculate adjusted holding period
1979: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,p_day_count_basis,
1980: null,p_adjusted_holding_period,v_year_count);
1981: --calculate contract rates
1982: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,null,
1983: v_spot_settlement,v_year_count);

Line 1982: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,null,

1978: --calculate adjusted holding period
1979: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,p_day_count_basis,
1980: null,p_adjusted_holding_period,v_year_count);
1981: --calculate contract rates
1982: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,null,
1983: v_spot_settlement,v_year_count);
1984: XTR_CALC_P.calc_days_run_c(v_spot_date,v_maturity_date,p_day_count_basis,null
1985: ,v_spot_maturity,v_year_count);
1986: IF (g_proc_level>=g_debug_level) THEN

Line 1984: XTR_CALC_P.calc_days_run_c(v_spot_date,v_maturity_date,p_day_count_basis,null

1980: null,p_adjusted_holding_period,v_year_count);
1981: --calculate contract rates
1982: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,null,
1983: v_spot_settlement,v_year_count);
1984: XTR_CALC_P.calc_days_run_c(v_spot_date,v_maturity_date,p_day_count_basis,null
1985: ,v_spot_maturity,v_year_count);
1986: IF (g_proc_level>=g_debug_level) THEN
1987: xtr_risk_debug_pkg.dlog('fra_pricing: ' || 'ss bid',p_ss_bid);
1988: xtr_risk_debug_pkg.dlog('fra_pricing: ' || 'ss ask',p_ss_ask);

Line 2241: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',

2237: END IF;
2238: END IF;
2239: END IF;
2240: --calculate holding period
2241: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',
2242: null,p_holding_period,v_year_count);
2243: --calculate adjusted holding period
2244: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,
2245: p_day_count_basis,null,p_adjusted_holding_period,v_year_count);

Line 2244: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,

2240: --calculate holding period
2241: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,'ACTUAL/ACTUAL',
2242: null,p_holding_period,v_year_count);
2243: --calculate adjusted holding period
2244: XTR_CALC_P.calc_days_run_c(v_settlement_date,v_maturity_date,
2245: p_day_count_basis,null,p_adjusted_holding_period,v_year_count);
2246: --calculate settlement amount
2247: v_settlement_maturity:= p_adjusted_holding_period;
2248: IF (g_proc_level>=g_debug_level) THEN

Line 2275: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,

2271: END IF;
2272: --calculate sensitivities of fra
2273: IF v_spot_date< v_settlement_date THEN
2274: -- first, calculate duration
2275: XTR_CALC_P.calc_days_run_c(v_spot_date,v_settlement_date,p_day_count_basis,
2276: null,v_spot_settlement,v_year_count);
2277: IF (g_proc_level>=g_debug_level) THEN
2278: xtr_risk_debug_pkg.dlog('fra_settlement: ' || 'spot_date',v_spot_date);
2279: xtr_risk_debug_pkg.dlog('fra_settlement: ' || 'settlement_date',v_settlement_date);

Line 3819: XTR_CALC_P.calc_days_run_c(p_spot_date,p_exp_date,p_foreign_day_count,

3815: p_res_put_fair_value_ask:=p_res_put_ask*p_foreign_ccy_amt;
3816:
3817: --Get number of days for sensitivities function
3818: --p_days := p_exp_date- p_spot_date;
3819: XTR_CALC_P.calc_days_run_c(p_spot_date,p_exp_date,p_foreign_day_count,
3820: null,p_days,p_years);
3821: --Gets number of years
3822: p_years:=p_days/p_years;
3823: