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APPS.QRM_CALCULATORS_P dependencies on XTR_FX_FORMULAS

Line 939: p_spot_rates := xtr_fx_formulas.fx_spot_rate_cv(

935:
936: --cross spot rate
937: p_spot_rates.extend;
938: p_spot_rates.extend;
939: p_spot_rates := xtr_fx_formulas.fx_spot_rate_cv(
940: p_CURRENCY_CONTRA => p_contra_ccy,
941: p_CURRENCY_BASE => p_base_ccy,
942: p_RATE_CONTRA_BID => p_contra_spot_bid,
943: p_RATE_CONTRA_ASK => p_contra_spot_ask,

Line 959: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(

955: p_forward_rates.extend;
956: -- USD/Base Ccy or Base Ccy/USD
957: if (p_base_quote_usd = 'C') then
958: -- USD/Base Ccy
959: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(
960: p_SPOT_RATE_BASE_BID => null,
961: p_SPOT_RATE_BASE_ASK => null,
962: p_SPOT_RATE_CONTRA_BID => p_base_spot_bid,
963: p_SPOT_RATE_CONTRA_ASK => p_base_spot_ask,

Line 984: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(

980: p_res_first_base_ccy := 'USD';
981: p_res_first_contra_ccy := p_base_ccy;
982: else
983: -- Base Ccy/USD
984: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(
985: p_SPOT_RATE_BASE_BID => p_base_spot_bid,
986: p_SPOT_RATE_BASE_ASK => p_base_spot_ask,
987: p_SPOT_RATE_CONTRA_BID => null,
988: p_SPOT_RATE_CONTRA_ASK => null,

Line 1017: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(

1013: -- Contra Ccy/USD or USD/Contra Ccy
1014:
1015: if (p_contra_quote_usd = 'B') then
1016: -- Contra Ccy/USD
1017: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(
1018: p_SPOT_RATE_BASE_BID => p_contra_spot_bid,
1019: p_SPOT_RATE_BASE_ASK => p_contra_spot_ask,
1020: p_SPOT_RATE_CONTRA_BID => null,
1021: p_SPOT_RATE_CONTRA_ASK => null,

Line 1042: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(

1038: p_res_sec_base_ccy := p_contra_ccy;
1039: p_res_sec_contra_ccy := 'USD';
1040: else
1041: -- USD/Contra Ccy
1042: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(
1043: p_SPOT_RATE_BASE_BID => null,
1044: p_SPOT_RATE_BASE_ASK => null,
1045: p_SPOT_RATE_CONTRA_BID => p_contra_spot_bid,
1046: p_SPOT_RATE_CONTRA_ASK => p_contra_spot_ask,

Line 1072: p_forward_rates := xtr_fx_formulas.fx_spot_rate_cv(

1068: p_res_sec_points_bid := p_res_sec_rate_bid - p_contra_spot_bid;
1069: p_res_sec_points_ask := p_res_sec_rate_ask - p_contra_spot_ask;
1070:
1071: -- Base Ccy/Contra Ccy forward rate
1072: p_forward_rates := xtr_fx_formulas.fx_spot_rate_cv(
1073: p_CURRENCY_CONTRA => p_contra_ccy,
1074: p_CURRENCY_BASE => p_base_ccy,
1075: p_RATE_CONTRA_BID => p_res_sec_rate_bid,
1076: p_RATE_CONTRA_ASK => p_res_sec_rate_ask,

Line 1090: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(

1086: -- one currency is USD
1087: p_forward_rates.extend;
1088: p_forward_rates.extend;
1089:
1090: p_forward_rates := xtr_fx_formulas.fx_forward_rate_cv(
1091: p_SPOT_RATE_BASE_BID => p_base_spot_bid,
1092: p_SPOT_RATE_BASE_ASK => p_base_spot_ask,
1093: p_SPOT_RATE_CONTRA_BID => p_contra_spot_bid,
1094: p_SPOT_RATE_CONTRA_ASK => p_contra_spot_ask,

Line 2473: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;

2469: p_for_cint_rate_ask number;
2470: p_dom_cint_rate_bid number;
2471: p_dom_cint_rate_ask number;
2472:
2473: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
2474: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
2475:
2476: BEGIN
2477:

Line 2474: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;

2470: p_dom_cint_rate_bid number;
2471: p_dom_cint_rate_ask number;
2472:
2473: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
2474: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
2475:
2476: BEGIN
2477:
2478:

Line 3004: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3000:
3001:
3002: --Gets Spot rate
3003: if (p_domestic_ccy = 'USD') THEN
3004: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3005: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3006: p_for_spot_rate_ask, 'C', p_foreign_quote_usd);
3007: elsif (p_foreign_ccy = 'USD') THEN
3008: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

Line 3008: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3004: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3005: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3006: p_for_spot_rate_ask, 'C', p_foreign_quote_usd);
3007: elsif (p_foreign_ccy = 'USD') THEN
3008: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3009: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3010: p_for_spot_rate_ask, p_domestic_quote_usd, 'C');
3011: else
3012: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

Line 3012: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3008: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3009: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3010: p_for_spot_rate_ask, p_domestic_quote_usd, 'C');
3011: else
3012: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3013: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3014: p_for_spot_rate_ask, p_domestic_quote_usd, p_foreign_quote_usd);
3015: end if;
3016:

Line 3741: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3737:
3738:
3739: --Gets Spot rate
3740: if (p_domestic_ccy = 'USD') THEN
3741: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3742: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3743: p_for_spot_rate_ask, 'C', p_foreign_quote_usd);
3744: elsif (p_foreign_ccy = 'USD') THEN
3745: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

Line 3745: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3741: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3742: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3743: p_for_spot_rate_ask, 'C', p_foreign_quote_usd);
3744: elsif (p_foreign_ccy = 'USD') THEN
3745: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3746: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3747: p_for_spot_rate_ask, p_domestic_quote_usd, 'C');
3748: else
3749: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

Line 3749: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,

3745: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3746: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3747: p_for_spot_rate_ask, p_domestic_quote_usd, 'C');
3748: else
3749: p_spot_rates:=XTR_FX_FORMULAS.FX_SPOT_RATE_CV(p_domestic_ccy, p_foreign_ccy,
3750: p_dom_spot_rate_bid, p_dom_spot_rate_ask, p_for_spot_rate_bid,
3751: p_for_spot_rate_ask, p_domestic_quote_usd, p_foreign_quote_usd);
3752: end if;
3753:

Line 3776: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

3772:
3773:
3774:
3775:
3776: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
3777: p_res_call_bid:=fx_option_price_out.p_CALL_PRICE;
3778: p_res_fxforward_bid:=fx_option_price_out.p_FX_FWD_RATE;
3779:
3780:

Line 3784: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

3780:
3781: fx_option_price_in.p_SPOT_RATE:=p_spot_rates(2);
3782: fx_option_price_in.p_RATE_DOM:=p_dom_int_rate_ask;
3783: fx_option_price_in.p_RATE_FOR:=p_for_int_rate_bid;
3784: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
3785: p_res_put_bid:=fx_option_price_out.p_PUT_PRICE;
3786:
3787:
3788:

Line 3794: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

3790:
3791:
3792: /* need to find what bid/ask sides are needed to calculate different prices */
3793: fx_option_price_in.p_volatility:= p_vol_ask;
3794: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
3795: p_res_call_ask:=fx_option_price_out.p_CALL_PRICE;
3796: p_res_fxforward_ask:=fx_option_price_out.p_FX_FWD_RATE;
3797:
3798: fx_option_price_in.p_SPOT_RATE:=p_spot_rates(1);

Line 3801: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

3797:
3798: fx_option_price_in.p_SPOT_RATE:=p_spot_rates(1);
3799: fx_option_price_in.p_RATE_DOM:=p_dom_int_rate_bid;
3800: fx_option_price_in.p_RATE_FOR:=p_for_int_rate_ask;
3801: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
3802: p_res_put_ask:=fx_option_price_out.p_PUT_PRICE;
3803:
3804:
3805: