APPS.QRM_MM_FORMULAS dependencies on XTR_FX_FORMULAS

Line 618: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;

614: v_vol_high NUMBER := p_vol_first_guess;
615: v_price NUMBER;
616: v_count NUMBER;
617: v_test NUMBER;
618: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
619: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
620: iro_option_price_in XTR_MM_COVERS.BLACK_OPT_CV_IN_REC_TYPE;
621: iro_option_price_out XTR_MM_COVERS.BLACK_OPT_CV_OUT_REC_TYPE;
622:

Line 619: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;

615: v_price NUMBER;
616: v_count NUMBER;
617: v_test NUMBER;
618: fx_option_price_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
619: fx_option_price_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
620: iro_option_price_in XTR_MM_COVERS.BLACK_OPT_CV_IN_REC_TYPE;
621: iro_option_price_out XTR_MM_COVERS.BLACK_OPT_CV_OUT_REC_TYPE;
622:
623: BEGIN

Line 645: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

641:
642:
643:
644:
645: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
646:
647: if (p_option_type='C') THEN
648: v_price:=fx_option_price_out.p_CALL_PRICE;
649: elsif (p_option_type='P') THEN

Line 692: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

688: -- Binomial search
689: if (p_indicator='FXO') THEN
690: fx_option_price_in.p_VOLATILITY:= v_vol_high;
691:
692: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
693:
694: if (p_option_type='C') THEN
695: v_price:=fx_option_price_out.p_CALL_PRICE;
696: elsif (p_option_type='P') THEN

Line 720: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

716:
717: if (p_indicator='FXO') THEN
718: fx_option_price_in.p_VOLATILITY:= v_vol_high;
719:
720: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
721:
722: if (p_option_type='C') THEN
723: v_price:=fx_option_price_out.p_CALL_PRICE;
724: elsif (p_option_type='P') THEN

Line 751: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);

747: v_vol_mid := (v_vol_low + v_vol_high)/2;
748: if (p_indicator='FXO') THEN
749: fx_option_price_in.p_VOLATILITY:= v_vol_mid;
750:
751: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE_CV(fx_option_price_in, fx_option_price_out);
752:
753: if (p_option_type='C') THEN
754: v_price:=fx_option_price_out.p_CALL_PRICE;
755: elsif (p_option_type='P') THEN