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1312: where BOND_ISSUE_CODE = l_bond_issue
1313: and COUPON_DATE > p_end_date;
1314:
1315: l_dummy_date DATE;
1316: l_bond_rec XTR_MM_COVERS.BOND_INFO_REC_TYPE;
1317: l_comp_coupon XTR_MM_COVERS.COMPOUND_CPN_REC_TYPE;
1318: l_no_quasi_coupon NUMBER;
1319: l_bond_commence DATE;
1320: l_bond_maturity DATE;
1313: and COUPON_DATE > p_end_date;
1314:
1315: l_dummy_date DATE;
1316: l_bond_rec XTR_MM_COVERS.BOND_INFO_REC_TYPE;
1317: l_comp_coupon XTR_MM_COVERS.COMPOUND_CPN_REC_TYPE;
1318: l_no_quasi_coupon NUMBER;
1319: l_bond_commence DATE;
1320: l_bond_maturity DATE;
1321: l_odd_coupon_start DATE;
1361: l_sum_prev_accrls NUMBER;
1362: l_sum_backend_int NUMBER;
1363:
1364: --bug 2804548
1365: v_ChkCpnRateReset_out xtr_mm_covers.ChkCpnRateReset_out_rec;
1366: v_ChkCpnRateReset_in xtr_mm_covers.ChkCpnRateReset_in_rec;
1367:
1368: -----------------------------------------------------------------------------------------
1369: -- Bug 2781438 (3450474) - To log reversal amount for TMM, IRS, ONC.
1362: l_sum_backend_int NUMBER;
1363:
1364: --bug 2804548
1365: v_ChkCpnRateReset_out xtr_mm_covers.ChkCpnRateReset_out_rec;
1366: v_ChkCpnRateReset_in xtr_mm_covers.ChkCpnRateReset_in_rec;
1367:
1368: -----------------------------------------------------------------------------------------
1369: -- Bug 2781438 (3450474) - To log reversal amount for TMM, IRS, ONC.
1370: -----------------------------------------------------------------------------------------
1606: if l_next_coupon_date is null then
1607: l_next_coupon_date := l_coupon_end; -- ????????????????????????????????
1608: end if;
1609:
1610: l_odd_coupon_start := XTR_MM_COVERS.ODD_COUPON_DATE(l_bond_commence,l_bond_maturity, l_frequency,'S');
1611:
1612: FND_CURRENCY.Get_Info ( l_ccy,
1613: l_precision,
1614: l_ext_precision,
1638: l_first_accrual_indic='Y' then
1639: v_ChkCpnRateReset_in.deal_type:=l_deal_type;
1640: v_ChkCpnRateReset_in.transaction_no:=l_trans_nos;
1641: v_ChkCpnRateReset_in.deal_no:=l_deal_nos;
1642: xtr_mm_covers.check_coupon_rate_reset(v_ChkCpnRateReset_in,
1643: v_ChkCpnRateReset_out);
1644: --if the coupon or its tax comp has not been reset
1645: --print out a warning message.
1646: if not v_ChkCpnRateReset_out.yes then
2149: l_comp_coupon.p_frequency := l_frequency;
2150: l_comp_coupon.p_day_count_type := onc_det.day_count_type;
2151: l_comp_coupon.p_amount_redemption_ind := 'A';
2152:
2153: l_adj_coupon_amt := XTR_MM_COVERS.CALC_COMPOUND_COUPON_AMT(l_comp_coupon);
2154:
2155: else
2156: l_adj_coupon_amt := l_face_value_bal * (l_coupon_rate/100)*(l_length_of_deal/l_yr_basis);
2157: end if;
2592: l_bond_rec.p_prv_full_coupon := l_num_full_cpn_previous;
2593: l_bond_rec.p_day_count_type := onc_det.day_count_type;
2594: l_prv_quasi_coupon := 0;
2595:
2596: l_prv_quasi_coupon := XTR_MM_COVERS.CALC_TOTAL_PREVIOUS_COUPON(l_bond_rec);
2597:
2598: l_calc_period_accrl_int :=(POWER(1+((l_coupon_rate/100)/l_frequency),l_prv_quasi_coupon)-1)*l_face_value_bal;
2599:
2600: else
2718: l_comp_coupon.p_frequency := l_frequency;
2719: l_comp_coupon.p_day_count_type := onc_det.day_count_type;
2720: l_comp_coupon.p_amount_redemption_ind := 'A';
2721:
2722: l_adj_coupon_amt := XTR_MM_COVERS.CALC_COMPOUND_COUPON_AMT(l_comp_coupon);
2723:
2724: else
2725: l_adj_coupon_amt := l_face_value_bal * (l_coupon_rate/100)*(l_length_of_deal/l_yr_basis);
2726: end if;
2996: l_bond_rec.p_prv_full_coupon := l_num_full_cpn_previous;
2997: l_bond_rec.p_day_count_type := onc_det.day_count_type;
2998: l_prv_quasi_coupon := 0;
2999:
3000: l_prv_quasi_coupon := XTR_MM_COVERS.CALC_TOTAL_PREVIOUS_COUPON(l_bond_rec);
3001:
3002: l_calc_period_accrl_int :=(POWER(1+((l_coupon_rate/100)/l_frequency),l_prv_quasi_coupon)-1)*l_face_value_bal;
3003:
3004: else