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TABLE: QRM.QRM_DEAL_CALCULATIONS

Object Details
Object Name: QRM_DEAL_CALCULATIONS
Object Type: TABLE
Owner: QRM
FND Design Data: TableQRM.QRM_DEAL_CALCULATIONS
Subobject Name:
Status: VALID


QRM_DEAL_CALCULATIONS contains calculated attributes for current deals that do not change over time. These attributes include fair values, sensitivities, accrued interest, and so on. Each row corresponds to a set of calculated attributes for a particular deal number, transaction number, and market data set combination.


Storage Details
Tablespace: TablespaceAPPS_TS_TX_DATA
PCT Free: 10
PCT Used:
Indexes
Index Type Uniqueness Tablespace Column
QRM_DEAL_CALCULATIONS_U1 NORMAL UNIQUE TablespaceAPPS_TS_TX_IDX ColumnDEAL_CALC_ID
QRM_DEAL_CALCULATIONS_U2 NORMAL UNIQUE TablespaceAPPS_TS_TX_IDX ColumnDEAL_NO
ColumnTRANSACTION_NO
ColumnMARKET_DATA_SET
Columns
Name Datatype Length Mandatory Comments
DEAL_CALC_ID NUMBER
Yes ID to identify unique deal number, transaction number, and market data set.
DEAL_NO NUMBER
Yes Deal number.
TRANSACTION_NO NUMBER
Yes Transaction number.
MARKET_DATA_SET VARCHAR2 (20) Yes Market data set used for calculation.
DEAL_CCY VARCHAR2 (15)
Currency of deal. For FX deals, this is set of books currency. For FXO deals, this is premium currency.
SOB_CCY VARCHAR2 (15)
Set of books currency.
BASE_CCY_AMOUNT_USD NUMBER

Base currency amount in USD currency.
BASE_CCY_AMOUNT_SOB NUMBER

Base currency amount in set of books currency.
CONTRA_CCY_AMOUNT_USD NUMBER

Contra currency amount in USD currency.
CONTRA_CCY_AMOUNT_SOB NUMBER

Contra currency amount in set of books currency.
FOREIGN_AMOUNT_USD NUMBER

Foreign currency amount in USD currency.
FOREIGN_AMOUNT_SOB NUMBER

Foreign currency amount in set of books currency.
DOMESTIC_AMOUNT_USD NUMBER

Domestic currency amount in USD currency.
DOMESTIC_AMOUNT_SOB NUMBER

Domestic currency amount in set of books currency.
BUY_AMOUNT_USD NUMBER

Buy currency amount in USD currency.
BUY_AMOUNT_SOB NUMBER

Buy currency amount in SOB currency.
SELL_AMOUNT_USD NUMBER

Sell currency amount in USD currency
SELL_AMOUNT_SOB NUMBER

Sell currency amount in set of books currency.
DAYS NUMBER
Yes Number of days from reference date to end date.
FX_REVAL_RATE NUMBER

Revaluation rate for foreign exchange deals.
MM_REVAL_RATE NUMBER

Revaluation rate for money market deals.
FX_TRANS_RATE NUMBER

Transaction rate for foreign exchange deals.
MM_TRANS_RATE NUMBER

Transaction rate for money market deals.
FAIR_VALUE NUMBER

Fair value of the deal.
FAIR_VALUE_USD NUMBER

Fair value in USD currency.
FAIR_VALUE_SOB NUMBER

Fair value in set of books currency.
GAP_AMOUNT NUMBER

Gap amount.
GAP_AMOUNT_USD NUMBER

Gap amount in USD currency.
GAP_AMOUNT_SOB NUMBER

Gap amount in set of books currency.
MATURITY_AMOUNT NUMBER

Maturity amount.
MATURITY_AMOUNT_USD NUMBER

Maturity amount in USD currency.
MATURITY_AMOUNT_SOB NUMBER

Maturity amount in set of books currency.
PREMIUM_AMOUNT_USD NUMBER

Premium currency amount in USD currency.
PREMIUM_AMOUNT_SOB NUMBER

Premium currency amount in set of books currency.
ACCRUED_INTEREST NUMBER

Accrued interest.
ACCRUED_INTEREST_USD NUMBER

Accrued interest in USD currency.
ACCRUED_INTEREST_SOB NUMBER

Accrued interest in set of books currency.
DURATION NUMBER

Duration
MODIFIED_DURATION NUMBER

Modified duration
CONVEXITY NUMBER

Convexity
DELTA NUMBER

Delta
GAMMA NUMBER

Gamma
THETA NUMBER

Theta
RHO_FOREIGN NUMBER

Rho or rho foreign
RHO_DOMESTIC NUMBER

Rho domestic
VEGA NUMBER

Vega
POS_BPV NUMBER

Position bpv
POS_DELTA NUMBER

Position delta
POS_GAMMA NUMBER

Position gamma
POS_RHO_FOREIGN NUMBER

Position rho or position rho foreign
POS_RHO_DOMESTIC NUMBER

Position domestic
POS_VEGA NUMBER

Position vega
VOLATILITY NUMBER

Volatility
GAP_DATE DATE

Gap date
CREATED_BY NUMBER (15) Yes Standard WHO column
CREATION_DATE DATE
Yes Standard WHO column
LAST_UPDATED_BY NUMBER (15) Yes Standard WHO column
LAST_UPDATE_DATE DATE
Yes Standard WHO column
LAST_UPDATE_LOGIN NUMBER (15)
Standard WHO column
REQUEST_ID NUMBER (15)
Concurrent program request id.
PROGRAM_APPLICATION_ID NUMBER (15)
Program application id.
PROGRAM_ID NUMBER (15)
Program id
PROGRAM_UPDATE_DATE DATE

Program id
RHO NUMBER

Rho
RHO_BASE NUMBER

Rho Base
RHO_CONTRA NUMBER

Rho Contra
POS_RHO NUMBER

Position Rho
POS_RHO_USD NUMBER

Position Rho in USD currency
POS_RHO_SOB NUMBER

Position Rho in set of books currency
POS_RHO_BASE NUMBER

Position Rho Base
POS_RHO_BASE_USD NUMBER

Position Rho Base in USD currency
POS_RHO_BASE_SOB NUMBER

Position Rho Base in set of books currency
POS_RHO_CONTRA NUMBER

Position Rho Contra
POS_RHO_CONTRA_USD NUMBER

Position Rho Contra in USD currency
POS_RHO_CONTRA_SOB NUMBER

Position Rho Contra in set of books currency
POS_RHO_FOREIGN_USD NUMBER

Position Rho Foreign in USD currency
POS_RHO_FOREIGN_SOB NUMBER

Position Rho Foreign in set of books currency
POS_RHO_DOMESTIC_USD NUMBER

Position Rho Domestic in USD currency
POS_RHO_DOMESTIC_SOB NUMBER

Position Rho Domestic in set of books currency
POS_BPV_USD NUMBER

Position BPV in USD currency
POS_BPV_SOB NUMBER

Position BPV in set of books currency
POS_DELTA_USD NUMBER

Position Delta in USD currency
POS_DELTA_SOB NUMBER

Position Delta in set of books currency
POS_GAMMA_USD NUMBER

Position Gamma in USD currency
POS_GAMMA_SOB NUMBER

Position Gamma in set of books currency
POS_THETA NUMBER

Position Theta
POS_THETA_USD NUMBER

Position Theta in USD currency
POS_THETA_SOB NUMBER

Position Theta in set of books currency
POS_VEGA_USD NUMBER

Position Vega in USD currency
POS_VEGA_SOB NUMBER

Position Vega in set of books currency
YIELD_TO_MATURITY NUMBER

Yield to maturity
LAST_MD_CALC_DATE DATE

Last calculation date for market-data dependent
TRANSACTION_PRICE NUMBER

Transaction Price Deal Currency
TRANSACTION_PRICE_USD NUMBER

Transaction Price USD
TRANSACTION_PRICE_SOB NUMBER

Transaction Price SOB
REVALUATION_PRICE NUMBER

Revaluation Price Deal Currency
REVALUATION_PRICE_USD NUMBER

Revaluation Price USD
REVALUATION_PRICE_SOB NUMBER

Revaluation Price SOB
Query Text

Cut, paste (and edit) the following text to query this object:


SELECT DEAL_CALC_ID
,      DEAL_NO
,      TRANSACTION_NO
,      MARKET_DATA_SET
,      DEAL_CCY
,      SOB_CCY
,      BASE_CCY_AMOUNT_USD
,      BASE_CCY_AMOUNT_SOB
,      CONTRA_CCY_AMOUNT_USD
,      CONTRA_CCY_AMOUNT_SOB
,      FOREIGN_AMOUNT_USD
,      FOREIGN_AMOUNT_SOB
,      DOMESTIC_AMOUNT_USD
,      DOMESTIC_AMOUNT_SOB
,      BUY_AMOUNT_USD
,      BUY_AMOUNT_SOB
,      SELL_AMOUNT_USD
,      SELL_AMOUNT_SOB
,      DAYS
,      FX_REVAL_RATE
,      MM_REVAL_RATE
,      FX_TRANS_RATE
,      MM_TRANS_RATE
,      FAIR_VALUE
,      FAIR_VALUE_USD
,      FAIR_VALUE_SOB
,      GAP_AMOUNT
,      GAP_AMOUNT_USD
,      GAP_AMOUNT_SOB
,      MATURITY_AMOUNT
,      MATURITY_AMOUNT_USD
,      MATURITY_AMOUNT_SOB
,      PREMIUM_AMOUNT_USD
,      PREMIUM_AMOUNT_SOB
,      ACCRUED_INTEREST
,      ACCRUED_INTEREST_USD
,      ACCRUED_INTEREST_SOB
,      DURATION
,      MODIFIED_DURATION
,      CONVEXITY
,      DELTA
,      GAMMA
,      THETA
,      RHO_FOREIGN
,      RHO_DOMESTIC
,      VEGA
,      POS_BPV
,      POS_DELTA
,      POS_GAMMA
,      POS_RHO_FOREIGN
,      POS_RHO_DOMESTIC
,      POS_VEGA
,      VOLATILITY
,      GAP_DATE
,      CREATED_BY
,      CREATION_DATE
,      LAST_UPDATED_BY
,      LAST_UPDATE_DATE
,      LAST_UPDATE_LOGIN
,      REQUEST_ID
,      PROGRAM_APPLICATION_ID
,      PROGRAM_ID
,      PROGRAM_UPDATE_DATE
,      RHO
,      RHO_BASE
,      RHO_CONTRA
,      POS_RHO
,      POS_RHO_USD
,      POS_RHO_SOB
,      POS_RHO_BASE
,      POS_RHO_BASE_USD
,      POS_RHO_BASE_SOB
,      POS_RHO_CONTRA
,      POS_RHO_CONTRA_USD
,      POS_RHO_CONTRA_SOB
,      POS_RHO_FOREIGN_USD
,      POS_RHO_FOREIGN_SOB
,      POS_RHO_DOMESTIC_USD
,      POS_RHO_DOMESTIC_SOB
,      POS_BPV_USD
,      POS_BPV_SOB
,      POS_DELTA_USD
,      POS_DELTA_SOB
,      POS_GAMMA_USD
,      POS_GAMMA_SOB
,      POS_THETA
,      POS_THETA_USD
,      POS_THETA_SOB
,      POS_VEGA_USD
,      POS_VEGA_SOB
,      YIELD_TO_MATURITY
,      LAST_MD_CALC_DATE
,      TRANSACTION_PRICE
,      TRANSACTION_PRICE_USD
,      TRANSACTION_PRICE_SOB
,      REVALUATION_PRICE
,      REVALUATION_PRICE_USD
,      REVALUATION_PRICE_SOB
FROM QRM.QRM_DEAL_CALCULATIONS;

Dependencies

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QRM.QRM_DEAL_CALCULATIONS does not reference any database object

QRM.QRM_DEAL_CALCULATIONS is referenced by following:

SchemaAPPS
SynonymQRM_DEAL_CALCULATIONS