APPS.XTR_REVAL_PROCESS_P dependencies on XTR_FX_FORMULAS

Line 5343: XTR_FX_FORMULAS.fx_forward_rate(

5339: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5340: END IF;
5341:
5342: -- get fx forward rate for SOB currency(r_fx_rate.fx_forward_rate)
5343: XTR_FX_FORMULAS.fx_forward_rate(
5344: p_spot_rate,
5345: p_contra_yield_rate,
5346: p_sob_yield_rate,
5347: l_num_days,

Line 5909: XTR_FX_FORMULAS.fx_forward_rate(

5905: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5906: END IF;
5907:
5908: -- set fx forward rate (r_fx_rate.fx_forward_rate)
5909: XTR_FX_FORMULAS.fx_forward_rate(
5910: r_fx_rate.spot_rate,
5911: r_fx_rate.base_yield_rate,
5912: r_fx_rate.contra_yield_rate,
5913: r_fx_rate.num_days,

Line 6648: XTR_FX_FORMULAS.fx_forward_rate(

6644: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6645: l_begin_contra_rate := r_md_out.p_md_out;
6646:
6647: -- Get forward-forward rate
6648: XTR_FX_FORMULAS.fx_forward_rate(
6649: l_begin_spot_rate,
6650: l_begin_base_rate,
6651: l_begin_contra_rate,
6652: l_no_of_days,

Line 6706: XTR_FX_FORMULAS.fx_forward_rate(

6702: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6703: l_contra_yield_rate := r_md_out.p_md_out;
6704:
6705: -- Get forward-forward rate
6706: XTR_FX_FORMULAS.fx_forward_rate(
6707: l_spot_rate,
6708: l_base_yield_rate,
6709: l_contra_yield_rate,
6710: l_no_of_days,

Line 6960: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;

6956: l_market_set VARCHAR2(30);
6957: l_fwd_rate NUMBER;
6958: l_base_rate NUMBER;
6959: l_contra_rate NUMBER;
6960: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
6961: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
6962: r_err_log err_log; -- record type
6963: retcode NUMBER;
6964:

Line 6961: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;

6957: l_fwd_rate NUMBER;
6958: l_base_rate NUMBER;
6959: l_contra_rate NUMBER;
6960: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
6961: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
6962: r_err_log err_log; -- record type
6963: retcode NUMBER;
6964:
6965: BEGIN

Line 7060: XTR_FX_FORMULAS.fx_gk_option_price_cv(r_fx_in, r_fx_out);

7056: r_fx_in.p_spot_rate := p_spot_rate;
7057: r_fx_in.p_strike_rate := rec.transaction_rate;
7058: r_fx_in.p_volatility := l_volatility;
7059:
7060: XTR_FX_FORMULAS.fx_gk_option_price_cv(r_fx_in, r_fx_out);
7061: p_call_price := r_fx_out.p_CALL_PRICE;
7062: p_put_price := r_fx_out.p_PUT_PRICE;
7063: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7064: /*