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APPS.XTR_FX_FORMULAS dependencies on XTR_FX_FORMULAS

Line 1: PACKAGE BODY XTR_FX_FORMULAS AS

1: PACKAGE BODY XTR_FX_FORMULAS AS
2: /* $Header: xtrfxflb.pls 120.5 2005/06/29 08:07:57 badiredd ship $ */
3:
4: /*************************FX FORWARD************************************/
5:

Line 575: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_usd_curr_int_rate_ask, p_base_curr_int_rate_bid, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_bid);

571: IF xtr_risk_debug_pkg.g_Debug THEN
572: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'right base bid');
573: END IF;
574: --bid
575: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_usd_curr_int_rate_ask, p_base_curr_int_rate_bid, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_bid);
576: --ask
577: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_usd_curr_int_rate_bid, p_base_curr_int_rate_ask, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_ask);
578: elsif p_quotation_basis_base = 'B' then
579: --bid

Line 577: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_usd_curr_int_rate_bid, p_base_curr_int_rate_ask, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_ask);

573: END IF;
574: --bid
575: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_usd_curr_int_rate_ask, p_base_curr_int_rate_bid, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_bid);
576: --ask
577: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_usd_curr_int_rate_bid, p_base_curr_int_rate_ask, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_ask);
578: elsif p_quotation_basis_base = 'B' then
579: --bid
580: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_bid);
581: --ask

Line 580: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_bid);

576: --ask
577: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_usd_curr_int_rate_bid, p_base_curr_int_rate_ask, p_day_count_usd, p_day_count_base, p_annual_basis_usd, p_annual_basis_base, v_forward_rate_base_ask);
578: elsif p_quotation_basis_base = 'B' then
579: --bid
580: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_bid);
581: --ask
582: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_ask);
583: else
584: RAISE_APPLICATION_ERROR

Line 582: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_ask);

578: elsif p_quotation_basis_base = 'B' then
579: --bid
580: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_bid);
581: --ask
582: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_forward_rate_base_ask);
583: else
584: RAISE_APPLICATION_ERROR
585: (-20001,'p_quotation_basis_base must be ''C'' or ''B''.');
586: end if;

Line 596: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_bid);

592: IF xtr_risk_debug_pkg.g_Debug THEN
593: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'wrong contra bid');
594: END IF;
595: --bid
596: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_bid);
597: --ask
598: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_ask);
599: elsif p_quotation_basis_contra = 'B' then
600: IF xtr_risk_debug_pkg.g_Debug THEN

Line 598: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_ask);

594: END IF;
595: --bid
596: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_bid);
597: --ask
598: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_forward_rate_contra_ask);
599: elsif p_quotation_basis_contra = 'B' then
600: IF xtr_risk_debug_pkg.g_Debug THEN
601: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'right contra bid');
602: END IF;

Line 604: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_contra_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_bid);

600: IF xtr_risk_debug_pkg.g_Debug THEN
601: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'right contra bid');
602: END IF;
603: --bid
604: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_contra_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_bid);
605: --ask
606: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_contra_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_ask);
607: else
608: RAISE_APPLICATION_ERROR

Line 606: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_contra_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_ask);

602: END IF;
603: --bid
604: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_contra_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_bid);
605: --ask
606: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_contra_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_contra, p_day_count_usd, p_annual_basis_contra, p_annual_basis_usd, v_forward_rate_contra_ask);
607: else
608: RAISE_APPLICATION_ERROR
609: (-20001,'p_quotation_basis_base must be ''C'' or ''B''.');
610: end if;

Line 618: return XTR_FX_FORMULAS.fx_spot_rate_cv(p_currency_contra,p_currency_base,v_forward_rate_contra_bid,v_forward_rate_contra_ask,v_forward_rate_base_bid,v_forward_rate_base_ask,p_quotation_basis_contra,p_quotation_basis_base);

614: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'base fwd ask',v_forward_rate_base_ask);
615: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'contra fwd bid',v_forward_rate_contra_bid);
616: xtr_risk_debug_pkg.dlog('FX_FORWARD_RATE_CV: ' || 'contra fwd ask',v_forward_rate_contra_ask);
617: END IF;
618: return XTR_FX_FORMULAS.fx_spot_rate_cv(p_currency_contra,p_currency_base,v_forward_rate_contra_bid,v_forward_rate_contra_ask,v_forward_rate_base_bid,v_forward_rate_base_ask,p_quotation_basis_contra,p_quotation_basis_base);
619: else
620: --simpler case where there is no cross currency involved
621: if (p_currency_base = 'USD') THEN --USD is base
622: v_results_array.extend;

Line 626: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));

622: v_results_array.extend;
623: v_results_array.extend;
624: if p_quotation_basis_contra = 'C' then
625: -- calculate bid forward rate
626: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));
627: --now ask
628: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));
629: RETURN v_results_array;
630: elsif p_quotation_basis_contra = 'B' then

Line 628: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));

624: if p_quotation_basis_contra = 'C' then
625: -- calculate bid forward rate
626: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_bid, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));
627: --now ask
628: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));
629: RETURN v_results_array;
630: elsif p_quotation_basis_contra = 'B' then
631: -- calculate bid forward rate
632: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_ask, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));

Line 632: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_ask, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));

628: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_contra_ask, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));
629: RETURN v_results_array;
630: elsif p_quotation_basis_contra = 'B' then
631: -- calculate bid forward rate
632: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_ask, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));
633: --now ask
634: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_bid, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));
635: RETURN v_results_array;
636: else

Line 634: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_bid, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));

630: elsif p_quotation_basis_contra = 'B' then
631: -- calculate bid forward rate
632: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_ask, p_usd_curr_int_rate_ask, p_contra_curr_int_rate_bid, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(1));
633: --now ask
634: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_contra_bid, p_usd_curr_int_rate_bid, p_contra_curr_int_rate_ask, p_day_count_usd, p_day_count_contra, p_annual_basis_usd, p_annual_basis_contra, v_results_array(2));
635: RETURN v_results_array;
636: else
637: RAISE_APPLICATION_ERROR
638: (-20001,'p_quotation_basis_contra must be ''C'' or ''B''.');

Line 645: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));

641: v_results_array.extend;
642: v_results_array.extend;
643: if p_quotation_basis_base = 'B' then
644: -- calculate bid forward rate
645: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));
646: -- calculate ask forward rate
647: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));
648: RETURN v_results_array;
649: elsif p_quotation_basis_base = 'C' then

Line 647: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));

643: if p_quotation_basis_base = 'B' then
644: -- calculate bid forward rate
645: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_bid, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));
646: -- calculate ask forward rate
647: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));
648: RETURN v_results_array;
649: elsif p_quotation_basis_base = 'C' then
650: -- calculate bid forward rate
651: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_ask, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));

Line 651: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_ask, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));

647: XTR_FX_FORMULAS.fx_forward_rate(p_spot_rate_base_ask, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));
648: RETURN v_results_array;
649: elsif p_quotation_basis_base = 'C' then
650: -- calculate bid forward rate
651: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_ask, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));
652: -- calculate ask forward rate
653: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_bid, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));
654: RETURN v_results_array;
655: else

Line 653: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_bid, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));

649: elsif p_quotation_basis_base = 'C' then
650: -- calculate bid forward rate
651: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_ask, p_base_curr_int_rate_ask, p_usd_curr_int_rate_bid, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(1));
652: -- calculate ask forward rate
653: XTR_FX_FORMULAS.fx_forward_rate(1/p_spot_rate_base_bid, p_base_curr_int_rate_bid, p_usd_curr_int_rate_ask, p_day_count_base, p_day_count_usd, p_annual_basis_base, p_annual_basis_usd, v_results_array(2));
654: RETURN v_results_array;
655: else
656: RAISE_APPLICATION_ERROR
657: (-20001,'p_quotation_basis_base must be ''C'' or ''B''.');

Line 667: END XTR_FX_FORMULAS;

663: xtr_risk_debug_pkg.dpop('FX_FORWARD_RATE_CV: ' || 'XTR_FORWARD_RATE_CV');
664: END IF;
665: END FX_FORWARD_RATE_CV;
666:
667: END XTR_FX_FORMULAS;