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APPS.QRM_CALCULATORS_P dependencies on XTR_MARKET_DATA_P

Line 221: md_in_rec XTR_MARKET_DATA_P.md_from_curve_in_rec_type;

217: -- overwrite system quotation basis against usd when one currency is 'USD'
218: -- want to overwrite for FX Forward
219: p_ow_spot_rates boolean := true;
220:
221: md_in_rec XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
222: md_out_rec XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
223:
224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();

Line 222: md_out_rec XTR_MARKET_DATA_P.md_from_curve_out_rec_type;

218: -- want to overwrite for FX Forward
219: p_ow_spot_rates boolean := true;
220:
221: md_in_rec XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
222: md_out_rec XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
223:
224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:

Line 1385: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;

1381:
1382: v_rates_table xtr_md_num_table := xtr_md_num_table();
1383: v_sides_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1384:
1385: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
1386: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
1387:
1388: v_bid_rate_comm number;
1389: v_ask_rate_comm number;

Line 1386: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;

1382: v_rates_table xtr_md_num_table := xtr_md_num_table();
1383: v_sides_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1384:
1385: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
1386: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
1387:
1388: v_bid_rate_comm number;
1389: v_ask_rate_comm number;
1390: v_bid_rate_base number;

Line 1601: XTR_MARKET_DATA_P.get_md_from_curve(v_in_rec_type,

1597: v_in_rec_type.p_batch_id := null;
1598: IF (g_proc_level>=g_debug_level) THEN
1599: xtr_risk_debug_pkg.dpush('get_rates_from_curves: ' || 'get md from curve');
1600: END IF;
1601: XTR_MARKET_DATA_P.get_md_from_curve(v_in_rec_type,
1602: v_out_rec_type);
1603: v_rates_table(i) := round(v_out_rec_type.p_md_out, v_rounding_factor);
1604: IF (g_proc_level>=g_debug_level) THEN
1605: xtr_risk_debug_pkg.dlog('get_rates_from_curves: ' || 'got rate', v_rates_table(i));

Line 1616: WHEN xtr_market_data_p.e_mdcs_no_data_found THEN

1612: return v_rates_table;
1613: END IF;
1614:
1615: EXCEPTION
1616: WHEN xtr_market_data_p.e_mdcs_no_data_found THEN
1617: if (v_rate_type = 'Y') then
1618: FND_MESSAGE.SET_NAME('QRM','QRM_CALC_NO_DEFAULT_INT_ERR');
1619: FND_MESSAGE.SET_TOKEN('CURVE',v_curve);
1620: IF (g_ERROR_level>=g_debug_level) THEN --BUG 3236479

Line 1659: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;

1655: v_base_ccy SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1656: v_contra_ccy SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1657: v_curve SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1658:
1659: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
1660: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
1661:
1662: v_table_size number := p_rate_types.count;
1663: BEGIN

Line 1660: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;

1656: v_contra_ccy SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1657: v_curve SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1658:
1659: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
1660: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
1661:
1662: v_table_size number := p_rate_types.count;
1663: BEGIN
1664: IF (g_proc_level>=g_debug_level) THEN