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APPS.XTR_REVAL_PROCESS_P dependencies on XTR_MM_COVERS

Line 4801: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;

4797: l_days_t2 NUMBER;
4798: l_year NUMBER;
4799: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4800: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4801: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4802: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4803: l_market_set VARCHAR2(30);
4804: l_rt1 NUMBER;
4805: l_rt2 NUMBER;

Line 4802: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;

4798: l_year NUMBER;
4799: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4800: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4801: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4802: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4803: l_market_set VARCHAR2(30);
4804: l_rt1 NUMBER;
4805: l_rt2 NUMBER;
4806: retcode NUMBER;

Line 4890: XTR_MM_COVERS.interest_forward_rate(r_mm_in, r_mm_out);

4886: r_mm_in.p_T1 := l_days_t2;
4887: r_mm_in.p_Rt := l_rt1;
4888: r_mm_in.p_Rt1 := l_rt2;
4889: r_mm_in.p_year_basis:= l_year;
4890: XTR_MM_COVERS.interest_forward_rate(r_mm_in, r_mm_out);
4891: fwd_rate := r_mm_out.p_fra_rate;
4892: End If;
4893:
4894: End If;

Line 4959: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;

4955: l_settle_rate NUMBER;
4956: l_discount_rate NUMBER;
4957: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4958: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4959: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4961: l_dummy NUMBER;
4962: l_dummy1 NUMBER;
4963: l_reval_rate NUMBER;

Line 4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;

4956: l_discount_rate NUMBER;
4957: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4958: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4959: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4961: l_dummy NUMBER;
4962: l_dummy1 NUMBER;
4963: l_reval_rate NUMBER;
4964: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

Line 4964: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4961: l_dummy NUMBER;
4962: l_dummy1 NUMBER;
4963: l_reval_rate NUMBER;
4964: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
4965: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
4966: retcode NUMBER;
4967: r_err_log err_log; -- record type
4968:

Line 4965: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

4961: l_dummy NUMBER;
4962: l_dummy1 NUMBER;
4963: l_reval_rate NUMBER;
4964: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
4965: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
4966: retcode NUMBER;
4967: r_err_log err_log; -- record type
4968:
4969: begin

Line 5018: XTR_MM_COVERS.fra_settlement_amount(r_fra_in, r_fra_out);

5014: r_fra_in.p_face_value := rec.face_value; -- deal's face_value_amount
5015: r_fra_in.p_day_count := l_day;
5016: r_fra_in.p_annual_basis := l_year;
5017: r_fra_in.p_deal_subtype := rec.deal_subtype;
5018: XTR_MM_COVERS.fra_settlement_amount(r_fra_in, r_fra_out);
5019: l_settle_amt := r_fra_out.p_settlement_amount;
5020:
5021: if(l_discount_date_method = 'REVAL') then
5022: if rec.deal_subtype = 'FUND' then

Line 5052: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

5048: r_mm_in.P_FUTURE_VAL := l_settle_amt;
5049: r_mm_in.P_RATE := l_discount_rate;
5050: r_mm_in.P_DAY_COUNT := l_day;
5051: r_mm_in.P_ANNUAL_BASIS := l_year;
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

Line 5170: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

5166: l_mature VARCHAR2(1);
5167: l_source VARCHAR2(1);
5168: l_deno NUMBER;
5169: l_numer NUMBER;
5170: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
5171: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
5172: r_err_log err_log; -- record type
5173: l_fx_param VARCHAR2(50);
5174: retcode NUMBER;

Line 5171: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

5167: l_source VARCHAR2(1);
5168: l_deno NUMBER;
5169: l_numer NUMBER;
5170: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
5171: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
5172: r_err_log err_log; -- record type
5173: l_fx_param VARCHAR2(50);
5174: retcode NUMBER;
5175:

Line 5395: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

5391: r_mm_in.P_INDICATOR := C_YIELD_IND;
5392: r_mm_in.P_RATE := p_sob_yield_rate;
5393: r_mm_in.P_DAY_COUNT := l_num_days;
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');

Line 6544: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

6540: currency_gl NUMBER;
6541: unrel_pl_value NUMBER;
6542: l_hedge_flag VARCHAR2(1);
6543: r_prev_hedge XTR_PREV_HEDGE;
6544: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
6545: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
6546: l_first_call NUMBER; -- bug 4145664 issue 12
6547: BEGIN
6548: LOG_MSG('Entering xtr_hedge_fwd_rate');

Line 6545: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

6541: unrel_pl_value NUMBER;
6542: l_hedge_flag VARCHAR2(1);
6543: r_prev_hedge XTR_PREV_HEDGE;
6544: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
6545: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
6546: l_first_call NUMBER; -- bug 4145664 issue 12
6547: BEGIN
6548: LOG_MSG('Entering xtr_hedge_fwd_rate');
6549:

Line 6738: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

6734: r_mm_in.P_INDICATOR := C_YIELD_IND;
6735: r_mm_in.P_RATE := l_sob_yield_rate;
6736: r_mm_in.P_DAY_COUNT := l_no_of_days;
6737: r_mm_in.P_ANNUAL_BASIS:= l_year_basis;
6738: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
6739: l_end_fv := round(r_mm_out.P_PRESENT_VAL, l_round);
6740: end if;
6741:
6742: rec.fair_value := l_end_fv;

Line 7145: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;

7141: l_side VARCHAR2(5);
7142: l_rate_type VARCHAR2(1);
7143: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7144: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7145: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7146: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7147: l_day NUMBER;
7148: l_year NUMBER;
7149: l_int_rate NUMBER;

Line 7146: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;

7142: l_rate_type VARCHAR2(1);
7143: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7144: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7145: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7146: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7147: l_day NUMBER;
7148: l_year NUMBER;
7149: l_int_rate NUMBER;
7150: l_margin NUMBER;

Line 7227: XTR_MM_COVERS.present_value(r_present_in, r_present_out);

7223: r_present_in.p_future_val := l_parcel_amt;
7224: r_present_in.p_rate := p_revl_rate;
7225: r_present_in.p_day_count := l_day;
7226: r_present_in.p_annual_basis := l_year;
7227: XTR_MM_COVERS.present_value(r_present_in, r_present_out);
7228:
7229: fair_value := r_present_out.p_present_val;
7230:
7231: /* If trade date accounting is being used, the company parameter

Line 7261: XTR_MM_COVERS.present_value(r_present_in, r_present_out);

7257: r_present_in.p_future_val := l_parcel_amt;
7258: r_present_in.p_rate := p_revl_rate;
7259: r_present_in.p_day_count := l_day;
7260: r_present_in.p_annual_basis := l_year;
7261: XTR_MM_COVERS.present_value(r_present_in, r_present_out);
7262:
7263: fair_value := r_present_out.p_present_val;
7264: end if;
7265:

Line 8545: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;

8541: p_present_value OUT NOCOPY NUMBER) is
8542: l_buf Varchar2(500);
8543: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8544: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8545: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8546: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8547: l_day NUMBER;
8548: l_year NUMBER;
8549: r_err_log err_log; -- record type

Line 8546: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;

8542: l_buf Varchar2(500);
8543: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8544: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8545: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8546: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8547: l_day NUMBER;
8548: l_year NUMBER;
8549: r_err_log err_log; -- record type
8550: retcode NUMBER;

Line 8569: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

8565: r_mm_in.p_future_val:= p_future_val;
8566: r_mm_in.p_rate := r_md_out.p_md_out;
8567: r_mm_in.p_day_count := l_day;
8568: r_mm_in.p_annual_basis := l_year;
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

Line 9157: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;

9153: l_short_rate NUMBER;
9154: l_long_rate NUMBER;
9155: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9156: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9157: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9158: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9159: l_dummy NUMBER;
9160: l_dummy1 NUMBER;
9161: l_reval_rate NUMBER;

Line 9158: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;

9154: l_long_rate NUMBER;
9155: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9156: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9157: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9158: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9159: l_dummy NUMBER;
9160: l_dummy1 NUMBER;
9161: l_reval_rate NUMBER;
9162: r_err_log err_log; -- record type

Line 9229: XTR_MM_COVERS.black_option_price_cv(r_black_in, r_black_out);

9225: r_black_in.p_spot_date := rec.revldate;
9226: r_black_in.p_start_date := rec.start_date;
9227: r_black_in.p_maturity_date := rec.maturity_date;
9228: r_black_in.p_volatility := l_volatility;
9229: XTR_MM_COVERS.black_option_price_cv(r_black_in, r_black_out);
9230: rec.reval_rate := r_black_out.p_forward_forward_rate;
9231:
9232: if rec.deal_subtype in ('BCAP', 'SCAP') then
9233: fair_value := r_black_out.p_caplet_price;