APPS.XTR_FX_FORMULAS dependencies on XTR_RATE_CONVERSION

Line 186: Call XTR_RATE_CONVERSION.rate_conversion to convert day counts and/or between compounded and simple interest rates.

182: procedure is accurate up to 6 decimal places.
183:
184: Currently used in xtrrevlb.pld
185:
186: Call XTR_RATE_CONVERSION.rate_conversion to convert day counts and/or between compounded and simple interest rates.
187:
188: * l_days = time left to maturity in days (assuming Actual/365 day count basis).
189: * l_base_int_rate = annual risk free interest rate for base currency.
190: * l_contra_int_rate = annual risk free interest rate for contra currency.

Line 350: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;

346: v_rate_type_dom VARCHAR2(1):='S';
347: v_rate_type_for VARCHAR2(1):='S';
348:
349: v_dummy NUMBER;
350: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;
351: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;
352:
353: BEGIN
354: IF xtr_risk_debug_pkg.g_Debug THEN

Line 351: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;

347: v_rate_type_for VARCHAR2(1):='S';
348:
349: v_dummy NUMBER;
350: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;
351: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;
352:
353: BEGIN
354: IF xtr_risk_debug_pkg.g_Debug THEN
355: xtr_risk_debug_pkg.dpush('FX_SPOT_RATE: ' || 'XTR_MM_FORMULAS.FX_GK_OPTION_PRICE_CV');

Line 383: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);

379: v_rc_in.p_compound_freq_in := p_in_rec.p_compound_freq_dom;
380: IF xtr_risk_debug_pkg.g_Debug THEN
381: xtr_risk_debug_pkg.dlog('FX_SPOT_RATE: ' || 'Rate Type Dom',p_in_rec.p_rate_type_dom);
382: END IF;
383: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);
384: v_contra_int_rate := v_rc_out.p_rate_out;
385: ELSE
386: v_contra_int_rate := p_in_rec.p_rate_dom;
387: END IF;

Line 398: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);

394: v_rc_in.p_rate_in := p_in_rec.p_rate_for;
395: v_rc_in.p_start_date := p_in_rec.p_spot_date;
396: v_rc_in.p_end_date := p_in_rec.p_maturity_date;
397: v_rc_in.p_compound_freq_in := p_in_rec.p_compound_freq_for;
398: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);
399: v_base_int_rate := v_rc_out.p_rate_out;
400: ELSE
401: v_base_int_rate := p_in_rec.p_rate_for;
402: END IF;