APPS.XTR_MARKET_DATA_P dependencies on XTR_RM_MD_CURVES

Line 196: and ignore the value of DATA_SIDE from XTR_RM_MD_CURVES

192:
193: Assumptions:
194: Only consider the passed parameter, p_side,
195: to determine the data side (bid, ask, mid),
196: and ignore the value of DATA_SIDE from XTR_RM_MD_CURVES
197: table.
198:
199: The ordering priority of the interpolation method:
200: 1. Look at p_interpolation_method (passed parameter)

Line 202: at DEFAULT_INTERPOLATION from XTR_RM_MD_CURVES

198:
199: The ordering priority of the interpolation method:
200: 1. Look at p_interpolation_method (passed parameter)
201: 2. If p_interpolation_method = 'D'/'DEFAULT' then look
202: at DEFAULT_INTERPOLATION from XTR_RM_MD_CURVES
203:
204: p_curve_code = name of curve from which to extract data.
205: p_source = table source for calculation. 'C' for Current
206: System Rates table and 'R' for revaluation table.

Line 269: SELECT default_interpolation FROM xtr_rm_md_curves

265: GROUP BY unique_period_id)
266: AND nvl(t1.day_count_basis,'ACTUAL/ACTUAL')<>nvl(t2.day_count_basis,'ACTUAL/ACTUAL');
267:
268: CURSOR get_curve_interp_method IS
269: SELECT default_interpolation FROM xtr_rm_md_curves
270: WHERE curve_code = p_in_rec.p_curve_code;
271:
272: CURSOR get_rate_value_reval IS
273: SELECT nvl(r.number_of_days,0) period_code,

Line 303: FROM xtr_rm_md_curves

299: --this SQL statement implements the logic to find data side explained in the
300: --MD API doc.
301: CURSOR get_curve_side IS
302: SELECT DECODE(data_side, 'BID/ASK', p_in_rec.p_side, data_side) side
303: FROM xtr_rm_md_curves
304: WHERE curve_code = p_in_rec.p_curve_code;
305:
306: TYPE dcb_table IS TABLE OF VARCHAR2(15); -- day count basis table
307: v_in_rec xtr_rate_conversion.df_in_rec_type;

Line 1053: 'DEFAULT' then look at DATA_SIDE from XTR_RM_MD_CURVES

1049:
1050: The ordering priority of the data side (bid, ask, mid):
1051: 1. Look at DATA_SIDE from XTR_RM_MD_SET_CURVES
1052: 2. Case 1: If DATA_SIDE from XTR_RM_MD_SET_CURVES =
1053: 'DEFAULT' then look at DATA_SIDE from XTR_RM_MD_CURVES
1054: Case 2 : If the DATA_SIDE from XTR_RM_MD_SET_CURVES =
1055: 'BID/ASK' then look at p_side (passed parameter)
1056: 3. If in Case 1 the DATA_SIDE from XTR_RM_MD_CURVES =
1057: 'BID/ASK' then look at p_side (passed parameter).

Line 1056: 3. If in Case 1 the DATA_SIDE from XTR_RM_MD_CURVES =

1052: 2. Case 1: If DATA_SIDE from XTR_RM_MD_SET_CURVES =
1053: 'DEFAULT' then look at DATA_SIDE from XTR_RM_MD_CURVES
1054: Case 2 : If the DATA_SIDE from XTR_RM_MD_SET_CURVES =
1055: 'BID/ASK' then look at p_side (passed parameter)
1056: 3. If in Case 1 the DATA_SIDE from XTR_RM_MD_CURVES =
1057: 'BID/ASK' then look at p_side (passed parameter).
1058:
1059: p_ccy = currency.
1060: p_contra_ccy = contra currency. It is only required for

Line 1135: FROM xtr_rm_md_set_curves sc, xtr_rm_md_curves c

1131: CURSOR get_curve_code IS
1132: SELECT c.curve_code, DECODE(sc.data_side, 'DEFAULT', p_in_rec.p_side, 'BID/ASK', p_in_rec.p_side, sc.data_side) side,
1133: DECODE(sc.interpolation, 'DEFAULT', c.default_interpolation,
1134: sc.interpolation) interpolation
1135: FROM xtr_rm_md_set_curves sc, xtr_rm_md_curves c
1136: WHERE sc.set_code = p_in_rec.p_md_set_code
1137: AND c.type = DECODE(p_in_rec.p_indicator,'V','IRVOL', 'YIELD')
1138: AND c.ccy = p_in_rec.p_ccy
1139: AND sc.curve_code = c.curve_code;

Line 1148: FROM xtr_rm_md_set_curves sc, xtr_rm_md_curves c

1144: CURSOR get_curve_code_v IS
1145: SELECT c.curve_code, DECODE(sc.data_side, 'DEFAULT', p_in_rec.p_side, 'BID/ASK', p_in_rec.p_side, sc.data_side) side,
1146: DECODE(sc.interpolation, 'DEFAULT', c.default_interpolation,
1147: sc.interpolation) interpolation
1148: FROM xtr_rm_md_set_curves sc, xtr_rm_md_curves c
1149: WHERE sc.set_code = p_in_rec.p_md_set_code
1150: AND c.type = 'FXVOL'
1151: AND ((c.ccy = p_in_rec.p_ccy AND c.contra_ccy = p_in_rec.p_contra_ccy)
1152: OR (c.ccy = p_in_rec.p_contra_ccy AND c.contra_ccy = p_in_rec.p_ccy))