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APPS.XTR_ACCRUAL_PROCESS_P dependencies on XTR_FPS2_P

Line 473: l_prv_effective_value := xtr_fps2_p.interest_round(bond_det.maturity_amount*bond_det.capital_price/100,

469: l_year_calc_type := bond_det.year_calc_type;
470: end if;
471:
472: if l_first_accrual_indic ='Y' then
473: l_prv_effective_value := xtr_fps2_p.interest_round(bond_det.maturity_amount*bond_det.capital_price/100,
474: l_yield_rounding, bond_det.rounding_type);
475: else
476:
477: l_prv_effective_value :=0;

Line 523: xtr_fps2_p.PRESENT_VALUE_COMPOUND(days_in_year => l_yr_basis/bond_det.frequency,

519: calc_days :=0;
520: l_yr_basis :=365;
521: end if;
522:
523: xtr_fps2_p.PRESENT_VALUE_COMPOUND(days_in_year => l_yr_basis/bond_det.frequency,
524: amount => bond_det.maturity_amount,
525: rate => bond_det.interest_rate/bond_det.frequency,
526: no_of_days => calc_days,
527: round_factor => l_yield_rounding,

Line 555: l_accr_interest := nvl(l_accr_interest,0) + xtr_fps2_p.interest_round(abs((bond_cpn.interest /

551: null, -- AW Japan Project
552: bond_cpn.day_count_type, -- AW Japan Project
553: bond_cpn.first_trans_flag); -- AW Japan Project
554:
555: l_accr_interest := nvl(l_accr_interest,0) + xtr_fps2_p.interest_round(abs((bond_cpn.interest /
556: l_no_of_days) * calc_days),l_yield_rounding,
557: bond_cpn.rounding_type);
558:
559: end if;

Line 577: xtr_fps2_p.PRESENT_VALUE_COMPOUND(days_in_year => l_yr_basis/bond_det.frequency,

573: calc_days :=0;
574: l_yr_basis :=365;
575: end if;
576:
577: xtr_fps2_p.PRESENT_VALUE_COMPOUND(days_in_year => l_yr_basis/bond_det.frequency,
578: amount => bond_cpn.interest,
579: rate => bond_det.interest_rate/bond_det.frequency,
580: no_of_days => calc_days,
581: round_factor => l_yield_rounding,

Line 2163: l_adj_coupon_amt := xtr_fps2_p.interest_round(l_adj_coupon_amt,l_rounding,onc_det.rounding_type);

2159: -- Bug 2422480 additions.
2160: -- In an attempt to minimize rounding issues, round the coupon amount
2161: -- based on the interest rounding of the bond issue.
2162:
2163: l_adj_coupon_amt := xtr_fps2_p.interest_round(l_adj_coupon_amt,l_rounding,onc_det.rounding_type);
2164:
2165: -- End 2422480 additions.
2166: end if;
2167:

Line 2413: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.main_amount * onc_det.rate /

2409: -- 2781438 (3450474) separate for ONC without maturity date
2410: ----------------------------------------------------------------
2411: -- ONC deal without maturity date: always calculate Accrual Amt.
2412: ----------------------------------------------------------------
2413: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.main_amount * onc_det.rate /
2414: (deal_yr_basis * 100) * l_no_of_days),l_rounding,onc_det.rounding_type);
2415:
2416: elsif onc_det.date_to > p_end_date then
2417: ----------------------------------------------------------------

Line 2426: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.override_amount * l_no_of_days/

2422: l_amount_to_accrue_amort := onc_det.override_amount;
2423: elsif l_accrls_amount_bal = onc_det.override_amount then -- Override amount fully accrued
2424: Goto NEXT_ACCRUAL_DEALS;
2425: else -- May have over-accrued, but not the full amount
2426: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.override_amount * l_no_of_days/
2427: l_length_of_deal),l_rounding,onc_det.rounding_type);
2428: end if;
2429:
2430: else

Line 2446: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.main_amount* l_length_of_deal *

2442: else
2443: l_amount_to_accrue_amort := onc_det.override_amount; -- Final accrual should be Override Amount
2444: end if;
2445: else
2446: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(onc_det.main_amount* l_length_of_deal *
2447: onc_det.rate / (l_yr_basis * 100)),l_rounding,onc_det.rounding_type);
2448: end if;
2449: end if;
2450:

Line 2457: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amountl_no_of_daysonc_det.rate/

2453: --------------------
2454: if onc_det.override_amount is null or (onc_det.deal_type = 'ONC' and onc_det.date_to is null) then
2455: -- AW Japan Project
2456: if onc_det.deal_type = 'ONC' then
2457: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amount*l_no_of_days*onc_det.rate/
2458: (l_yr_basis * 100)),l_rounding,onc_det.rounding_type);
2459: else
2460: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amount*l_length_of_deal*onc_det.rate/
2461: (l_yr_basis * 100)),l_rounding,onc_det.rounding_type);

Line 2460: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amountl_length_of_dealonc_det.rate/

2456: if onc_det.deal_type = 'ONC' then
2457: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amount*l_no_of_days*onc_det.rate/
2458: (l_yr_basis * 100)),l_rounding,onc_det.rounding_type);
2459: else
2460: onc_det.main_amount := xtr_fps2_p.interest_round(abs(onc_det.main_amount*l_length_of_deal*onc_det.rate/
2461: (l_yr_basis * 100)),l_rounding,onc_det.rounding_type);
2462: end if;
2463: else
2464: onc_det.main_amount := onc_det.override_amount;

Line 2483: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(l_maturity_face_value *

2479: elsif onc_det.deal_type = 'BOND' and l_amount_type in ('SLDISC','SLPREM') then
2480: -------------------------------------------------------------------
2481: -- Calculate Total Amortize Disc/Prem for the Remaining Face Value.
2482: -------------------------------------------------------------------
2483: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs(l_maturity_face_value *
2484: ((100-l_clean_price)/100)*(l_no_of_days/l_length_of_deal)),
2485: l_rounding,onc_det.rounding_type);
2486:
2487: -------------------------------------------------------------------

Line 2653: l_to_date_resale_accrl_int := xtr_fps2_p.interest_round(l_to_date_resale_accrl_int, l_rounding, onc_det.rounding_type);

2649: -- Calculate the accrued to date amount as calculated by the accrual process
2650: -- for the resold portion of the face value.
2651:
2652: l_to_date_resale_accrl_int := (resale_det.face_value/l_face_value_bal) * l_calc_period_accrl_int;
2653: l_to_date_resale_accrl_int := xtr_fps2_p.interest_round(l_to_date_resale_accrl_int, l_rounding, onc_det.rounding_type);
2654:
2655: -- Determine necessary adjustment amount between the amount accrued to date
2656: -- as calculated by the accrual process vs. the actual resale interest
2657: -- received by the buyer for the face value resold.

Line 2730: l_adj_coupon_amt := xtr_fps2_p.interest_round(l_adj_coupon_amt, l_rounding, onc_det.rounding_type);

2726: end if;
2727:
2728: -- Bug 2422480 addition.
2729:
2730: l_adj_coupon_amt := xtr_fps2_p.interest_round(l_adj_coupon_amt, l_rounding, onc_det.rounding_type);
2731:
2732: -- End bug 2422480 addition.
2733: End If;
2734:

Line 2753: if xtr_fps2_p.interest_round(l_group_period_accrual_amt,l_rounding,onc_det.rounding_type)<>0 and

2749: -- Bug 2422480.
2750: -- Changed the period_accrual_amt and period_start to use the "group" variables
2751: -- in both the conditions and insert statements.
2752:
2753: if xtr_fps2_p.interest_round(l_group_period_accrual_amt,l_rounding,onc_det.rounding_type)<>0 and
2754: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type)<>0 then
2755: if l_group_period_start <= l_calc_period_end then
2756:
2757: -- Bug 2422480. Fixes Testing Issue 2.

Line 2754: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type)<>0 then

2750: -- Changed the period_accrual_amt and period_start to use the "group" variables
2751: -- in both the conditions and insert statements.
2752:
2753: if xtr_fps2_p.interest_round(l_group_period_accrual_amt,l_rounding,onc_det.rounding_type)<>0 and
2754: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type)<>0 then
2755: if l_group_period_start <= l_calc_period_end then
2756:
2757: -- Bug 2422480. Fixes Testing Issue 2.
2758: -- Obtain accrued to-date amount for the entire coupon for purposes of displaying

Line 2773: l_group_period_accrual_amt := xtr_fps2_p.interest_round(l_group_period_accrual_amt,l_rounding,onc_det.rounding_type);

2769: OPEN GET_TOTAL_BOND_CPN_ACCRUAL;
2770: FETCH GET_TOTAL_BOND_CPN_ACCRUAL into l_to_date_amort_amt;
2771: CLOSE GET_TOTAL_BOND_CPN_ACCRUAL;
2772:
2773: l_group_period_accrual_amt := xtr_fps2_p.interest_round(l_group_period_accrual_amt,l_rounding,onc_det.rounding_type);
2774:
2775: l_to_date_amort_amt := nvl(l_to_date_amort_amt,0) + l_group_period_accrual_amt + nvl(l_dda_INT,0);
2776:
2777: insert into XTR_ACCRLS_AMORT (BATCH_ID, DEAL_NO, TRANS_NO,

Line 2803: xtr_fps2_p.interest_round(l_accrls_amount_bal,

2799: l_group_period_start,
2800: l_calc_period_end,
2801: l_no_of_days,
2802: l_to_date_amort_amt,
2803: xtr_fps2_p.interest_round(l_accrls_amount_bal,
2804: l_rounding,onc_det.rounding_type));
2805: end if; -- period_start <= l_calc_period_end.
2806: end if; -- both period accrual and accrual to-date <> 0.
2807:

Line 2823: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs((onc_det.main_amount/l_length_of_deal)*l_no_of_days),l_rounding,onc_det.rounding_type);

2819: if l_length_of_deal <> 0 then
2820: ----------------------------------------------------------------
2821: -- AW Japan Project - NI always use Overriden Amount for accrual
2822: ----------------------------------------------------------------
2823: l_amount_to_accrue_amort := xtr_fps2_p.interest_round(abs((onc_det.main_amount/l_length_of_deal)*l_no_of_days),l_rounding,onc_det.rounding_type);
2824: else
2825: l_amount_to_accrue_amort :=NULL;
2826: end if;
2827:

Line 3024: l_calc_period_accrl_int := xtr_fps2_p.interest_round(l_calc_period_accrl_int, l_rounding, onc_det.rounding_type);

3020: end if;
3021:
3022: -- Bug 2422480 additions.
3023:
3024: l_calc_period_accrl_int := xtr_fps2_p.interest_round(l_calc_period_accrl_int, l_rounding, onc_det.rounding_type);
3025:
3026: -- End 2422480 additions.
3027:
3028: end if;

Line 3031: l_period_accrual_amount := xtr_fps2_p.interest_round(l_period_accrual_amount,l_rounding,

3027:
3028: end if;
3029:
3030: l_period_accrual_amount := l_calc_period_accrl_int - l_accrls_amount_bal;
3031: l_period_accrual_amount := xtr_fps2_p.interest_round(l_period_accrual_amount,l_rounding,
3032: onc_det.rounding_type);
3033: ------------------------------------------------------------------------------------
3034: -- AW Japan Project - in case the overriden amount is less than system amount, need
3035: -- to adjust the balance to use the overriden amount on maturity

Line 3098: if xtr_fps2_p.interest_round(l_period_accrual_amount,l_rounding,onc_det.rounding_type) <> 0 and

3094: -----------------------------------
3095: -- Accrued Interest for the coupon.
3096: -----------------------------------
3097: -- AW 2113171 Do not display if both accrual amount and balance are zero.
3098: if xtr_fps2_p.interest_round(l_period_accrual_amount,l_rounding,onc_det.rounding_type) <> 0 and
3099: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type) <> 0 then
3100:
3101: -- Bug 2422480. Fixes Testing Issue 2.
3102: -- Calculate the total accrual to-date amount for the coupon to be displayed as 'Balance'.

Line 3099: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type) <> 0 then

3095: -- Accrued Interest for the coupon.
3096: -----------------------------------
3097: -- AW 2113171 Do not display if both accrual amount and balance are zero.
3098: if xtr_fps2_p.interest_round(l_period_accrual_amount,l_rounding,onc_det.rounding_type) <> 0 and
3099: xtr_fps2_p.interest_round(l_accrls_amount_bal,l_rounding,onc_det.rounding_type) <> 0 then
3100:
3101: -- Bug 2422480. Fixes Testing Issue 2.
3102: -- Calculate the total accrual to-date amount for the coupon to be displayed as 'Balance'.
3103:

Line 3130: abs(xtr_fps2_p.interest_round(abs(l_period_accrual_amount), -- AW Japan Project

3126: onc_det.cparty, onc_det.product, onc_det.portfolio,
3127: onc_det.rate, onc_det.main_amount, -- l_adj_coupon_amt, AW Japan
3128: 'CPMADJ',
3129: decode(sign(l_period_accrual_amount),-1,'REV','POS'), -- AW Japan Project
3130: abs(xtr_fps2_p.interest_round(abs(l_period_accrual_amount), -- AW Japan Project
3131: l_rounding,onc_det.rounding_type)),
3132: l_face_value_bal,
3133: l_yr_basis, l_first_accrual_indic,
3134: period_start,

Line 3138: xtr_fps2_p.interest_round(l_accrls_amount_bal,

3134: period_start,
3135: period_end,
3136: l_no_of_days,
3137: l_to_date_amort_amt,
3138: xtr_fps2_p.interest_round(l_accrls_amount_bal,
3139: l_rounding,onc_det.rounding_type));
3140: end if;
3141: End If; -- only if remaining face <> 0.
3142: else

Line 3560: xtr_fps2_p.interest_round(ig_det.bal_out * (ig_det.int_rate / 100) / l_year * calc_days,l_rounding,ig_det.rounding_type);

3556: ig_det.forward_adjust, -- AW Japan Project
3557: ig_det.day_count_type, -- AW Japan Project
3558: l_first_tran); -- AW Japan Project
3559: l_amount_to_accrue_amort := nvl(ig_det.main_amount,0) +
3560: xtr_fps2_p.interest_round(ig_det.bal_out * (ig_det.int_rate / 100) / l_year * calc_days,l_rounding,ig_det.rounding_type);
3561: else
3562: l_amount_to_accrue_amort:= nvl(ig_det.main_amount,0);
3563: end if;
3564: else

Line 3575: xtr_fps2_p.interest_round(ig_det.bal_out *

3571: ig_det.forward_adjust, -- AW Japan Project
3572: ig_det.day_count_type, -- AW Japan Project
3573: l_first_tran); -- AW Japan Project
3574: l_amount_to_accrue_amort := nvl(ig_det.main_amount,0) +
3575: xtr_fps2_p.interest_round(ig_det.bal_out *
3576: (ig_det.int_rate / 100) / l_year * calc_days,l_rounding,ig_det.rounding_type);
3577: end if;
3578:
3579: l_accrls_amount_bal :=0;

Line 3686: xtr_fps2_p.interest_round(bk_det.bal_out *

3682: bk_det.forward_adjust, -- AW Japan Project
3683: bk_det.day_count_type, -- AW Japan Project
3684: l_first_tran); -- AW Japan Project
3685: l_amount_to_accrue_amort := nvl(bk_det.main_amount,0) +
3686: xtr_fps2_p.interest_round(bk_det.bal_out *
3687: (bk_det.int_rate / 100) / l_year * calc_days,l_rounding,bk_det.rounding_type);
3688: --AW 2113171 Displays the Ref Amount similar to Arrear method
3689: --AW 2113171 if bk_det.main_amount = 0 or p_start_date = p_end_date then
3690: --AW 2113171 bk_det.main_amount := l_amount_to_accrue_amort;

Line 3707: xtr_fps2_p.interest_round(bk_det.bal_out *

3703: bk_det.day_count_type, -- AW Japan Project
3704: l_first_tran); -- AW Japan Project
3705:
3706: l_amount_to_accrue_amort := nvl(bk_det.main_amount,0) +
3707: xtr_fps2_p.interest_round(bk_det.bal_out *
3708: (bk_det.int_rate / 100) / l_year * calc_days,l_rounding,bk_det.rounding_type);
3709: --AW 2113171 Displays the Ref Amount similar to Arrear method -- Should this be here too ????
3710: --AW 2113171 if bk_det.main_amount = 0 or p_start_date = p_end_date then
3711: --AW 2113171 bk_det.main_amount := l_amount_to_accrue_amort;

Line 4150: l_period_accrual_amount := EFF.interest - nvl(l_accrl_to_date_amt,0)- xtr_fps2_p.interest_round( nvl(l_amount_to_accrue_amort,0), l_rounding, EFF.rounding_type);

4146:
4147:
4148: -- bug 4969194 changed the call to interest rounding
4149:
4150: l_period_accrual_amount := EFF.interest - nvl(l_accrl_to_date_amt,0)- xtr_fps2_p.interest_round( nvl(l_amount_to_accrue_amort,0), l_rounding, EFF.rounding_type);
4151:
4152: l_accrls_amt_bal := nvl(l_accrl_to_date_amt,0) + nvl(l_period_accrual_amount,0);
4153:
4154:

Line 4235: xtr_fps2_p.interest_round(l_REV_amt,l_rounding,EFF.rounding_type),

4231: --EFF.ccy, p_batch_start, p_batch_end,
4232: EFF.cparty, EFF.product, EFF.portfolio,
4233: EFF.all_in_rate, EFF.interest,
4234: EFF.EFFINT_amt_type, 'REV',
4235: xtr_fps2_p.interest_round(l_REV_amt,l_rounding,EFF.rounding_type),
4236: l_year_basis, l_first_accrual_indic,
4237: l_deal_start, EFF.deal_maturity,
4238: --l_actual_start, EFF.deal_maturity,
4239: nvl(l_no_of_days,0), 0,

Line 4255: if xtr_fps2_p.interest_round(l_accrls_amt_bal,l_rounding,EFF.rounding_type) <> 0 and

4251:
4252: -- AW 2113171 Do not display a row if Accrual Amt and Balance are zero.
4253: -- AW Japan Project
4254:
4255: if xtr_fps2_p.interest_round(l_accrls_amt_bal,l_rounding,EFF.rounding_type) <> 0 and
4256: xtr_fps2_p.interest_round(abs(l_period_accrual_amount),l_rounding,EFF.rounding_type) <> 0 then
4257:
4258: insert into XTR_ACCRLS_AMORT (BATCH_ID, DEAL_NO, TRANS_NO,
4259: COMPANY_CODE, DEAL_SUBTYPE, DEAL_TYPE,

Line 4256: xtr_fps2_p.interest_round(abs(l_period_accrual_amount),l_rounding,EFF.rounding_type) <> 0 then

4252: -- AW 2113171 Do not display a row if Accrual Amt and Balance are zero.
4253: -- AW Japan Project
4254:
4255: if xtr_fps2_p.interest_round(l_accrls_amt_bal,l_rounding,EFF.rounding_type) <> 0 and
4256: xtr_fps2_p.interest_round(abs(l_period_accrual_amount),l_rounding,EFF.rounding_type) <> 0 then
4257:
4258: insert into XTR_ACCRLS_AMORT (BATCH_ID, DEAL_NO, TRANS_NO,
4259: COMPANY_CODE, DEAL_SUBTYPE, DEAL_TYPE,
4260: CURRENCY, PERIOD_FROM, PERIOD_TO,

Line 4275: xtr_fps2_p.interest_round(abs(l_period_accrual_amount),

4271: --EFF.ccy, p_batch_start, p_batch_end,
4272: EFF.cparty, EFF.product, EFF.portfolio,
4273: EFF.all_in_rate, EFF.interest,
4274: EFF.EFFINT_amt_type, 'POS',
4275: xtr_fps2_p.interest_round(abs(l_period_accrual_amount),
4276: l_rounding,EFF.rounding_type),
4277: l_year_basis, l_first_accrual_indic,
4278: l_deal_start, EFF.deal_maturity,
4279: --l_actual_start, EFF.deal_maturity,

Line 4281: xtr_fps2_p.interest_round(abs(l_amount_to_accrue_amort),

4277: l_year_basis, l_first_accrual_indic,
4278: l_deal_start, EFF.deal_maturity,
4279: --l_actual_start, EFF.deal_maturity,
4280: nvl(l_no_of_days,0),
4281: xtr_fps2_p.interest_round(abs(l_amount_to_accrue_amort),
4282: l_rounding,EFF.rounding_type),
4283: xtr_fps2_p.interest_round( l_accrls_amt_bal,l_rounding,EFF.rounding_type));
4284: end if;
4285: end if;

Line 4283: xtr_fps2_p.interest_round( l_accrls_amt_bal,l_rounding,EFF.rounding_type));

4279: --l_actual_start, EFF.deal_maturity,
4280: nvl(l_no_of_days,0),
4281: xtr_fps2_p.interest_round(abs(l_amount_to_accrue_amort),
4282: l_rounding,EFF.rounding_type),
4283: xtr_fps2_p.interest_round( l_accrls_amt_bal,l_rounding,EFF.rounding_type));
4284: end if;
4285: end if;
4286:
4287: fetch EFFINT_DEALS INTO EFF;