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PACKAGE: APPS.QRM_CALCULATORS_P

Source


1 PACKAGE QRM_CALCULATORS_P AUTHID CURRENT_USER AS
2 /* $Header: qrmcalcs.pls 115.18 2003/11/22 00:36:17 prafiuly ship $ */
3 
4 
5 e_no_rate_curve EXCEPTION;
6 e_no_int_rates EXCEPTION;
7 e_no_spot_rates EXCEPTION;
8 e_no_vol_rates EXCEPTION;
9 
10 --bug 3236479
11 g_debug_level NUMBER := FND_LOG.G_CURRENT_RUNTIME_LEVEL;
12 g_proc_level NUMBER := FND_LOG.LEVEL_PROCEDURE;
13 g_error_level NUMBER := FND_LOG.LEVEL_ERROR;
14 
15 /*
16 NI_CALCULATOR
17 Cover procedure for the Discounted Securities Calculator
18 p_indicator = 'C'=to calculate consideration,'M'=to calculate maturity
19 p_rate_type = 'DR'=discount rate,'Y'=yield rate
20 */
21 PROCEDURE ni_calculator (p_settlement_date DATE,
22 			 p_maturity_date DATE,
23 			 p_day_count_basis VARCHAR2,
24 
25 			 p_indicator VARCHAR2,
26 			 p_ref_amt NUMBER,
27 			 p_rate_type VARCHAR2,
28 
29 			 p_rate NUMBER,
30 			 p_consideration OUT NOCOPY NUMBER,
31 			 p_int_amt OUT NOCOPY NUMBER,
32 			 p_mat_amt OUT NOCOPY NUMBER,
33 			 p_price OUT NOCOPY NUMBER,
34 			 p_hold_prd OUT NOCOPY NUMBER,
35 			 p_adj_hold_prd OUT NOCOPY NUMBER,
36 			 p_conv_rate OUT NOCOPY NUMBER,
37 			 p_duration OUT NOCOPY NUMBER,
38 			 p_mod_dur OUT NOCOPY NUMBER,
39 			 p_bpv_y OUT NOCOPY NUMBER,
40 			 p_bpv_d OUT NOCOPY NUMBER,
41 			 p_dol_dur_y OUT NOCOPY NUMBER,
42 			 p_dol_dur_d OUT NOCOPY NUMBER,
43 			 p_convexity OUT NOCOPY NUMBER,
44 			 p_ccy IN OUT NOCOPY VARCHAR2);
45 
46 PROCEDURE fx_calculator(p_date_args    IN     SYSTEM.QRM_DATE_TABLE,
47 			p_varchar_args IN OUT NOCOPY SYSTEM.QRM_VARCHAR_TABLE,
48 			p_num_args     IN OUT NOCOPY xtr_md_num_table);
49 
50 
51 FUNCTION get_curves_from_base 	  (p_curve_types SYSTEM.QRM_VARCHAR_TABLE,
52 				   p_base_currencies SYSTEM.QRM_VARCHAR_TABLE,
53 				   p_contra_currencies SYSTEM.QRM_VARCHAR_TABLE)
54 	RETURN SYSTEM.QRM_VARCHAR_TABLE;
55 
56 
57 FUNCTION get_rates_from_curves 	(p_rate_types SYSTEM.QRM_VARCHAR_TABLE,
58 				 p_curve_codes SYSTEM.QRM_VARCHAR_TABLE,
59 				 p_base_currencies SYSTEM.QRM_VARCHAR_TABLE,
60 				 p_contra_currencies SYSTEM.QRM_VARCHAR_TABLE,
61 				 p_quote_bases SYSTEM.QRM_VARCHAR_TABLE,
62 				 p_interp_methods SYSTEM.QRM_VARCHAR_TABLE,
63 				 p_data_sides SYSTEM.QRM_VARCHAR_TABLE,
64 				 p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE,
65 				 p_interest_quote_basis VARCHAR2,
66 			         p_currency_quote_basis VARCHAR2,
67 				 p_spot_date DATE,
68 				 p_future_date DATE)
69 	RETURN xtr_md_num_table;
70 
71 
72 FUNCTION get_rates_from_base  	  (p_rate_types SYSTEM.QRM_VARCHAR_TABLE,
73 				   p_base_currencies SYSTEM.QRM_VARCHAR_TABLE,
74 				   p_contra_currencies SYSTEM.QRM_VARCHAR_TABLE,
75 				   p_quote_bases  SYSTEM.QRM_VARCHAR_TABLE,
76 				   p_interp_methods SYSTEM.QRM_VARCHAR_TABLE,
77 				   p_data_sides SYSTEM.QRM_VARCHAR_TABLE,
78 				   p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE,
79 				   p_interest_quote_basis VARCHAR2,
80 				   p_currency_quote_basis VARCHAR2,
81 			    	   p_spot_date DATE,
82 				   p_future_date DATE)
83 	RETURN xtr_md_num_table;
84 
85 
86 FUNCTION get_spot_quotation_basis(p_base_currency IN VARCHAR2,
87                                   p_contra_currency IN VARCHAR2,
88                                   p_overwrite_sys IN BOOLEAN)
89         RETURN SYSTEM.QRM_VARCHAR_TABLE;
90 
91 
92 
93 --added by sankim 10/2/01
94 PROCEDURE fra_pricing(p_indicator IN VARCHAR2,
95 		      p_settlement_date IN DATE,
96                       p_maturity_date IN DATE,
97                       p_day_count_basis IN VARCHAR2,
98                       p_spot_date IN DATE,
99                       p_rate_curve IN OUT NOCOPY VARCHAR2,
100                       p_quote_basis IN VARCHAR2,
101                       p_interpolation IN VARCHAR2,
102                       p_ss_bid IN OUT NOCOPY NUMBER,
103                       p_ss_ask IN OUT NOCOPY NUMBER,
104                       p_sm_bid IN OUT NOCOPY NUMBER,
105                       p_sm_ask IN OUT NOCOPY NUMBER,
106                       p_holding_period OUT NOCOPY NUMBER,
107                       p_adjusted_holding_period OUT NOCOPY NUMBER,
108 	              p_contract_rate_bid OUT NOCOPY NUMBER,
109 		      p_contract_rate_ask OUT NOCOPY NUMBER);
110 
111 --added by sankim 10/16/01
112 PROCEDURE fra_settlement(p_indicator IN VARCHAR2,
113 			 p_settlement_date IN DATE,
114                          p_maturity_date IN DATE,
115                          p_face_value IN NUMBER,
116 			 p_currency IN OUT NOCOPY VARCHAR2,
117 			 p_contract_rate IN OUT NOCOPY NUMBER,
118 			 p_day_count_basis IN VARCHAR2,
119 			 p_deal_subtype IN VARCHAR2,
120 			 p_calculation_method IN VARCHAR2,
121                          p_rate_curve IN OUT NOCOPY VARCHAR2,
122                          p_quote_basis IN VARCHAR2,
123                          p_interpolation IN VARCHAR2,
124                          p_settlement_rate IN OUT NOCOPY NUMBER,
125                          p_holding_period OUT NOCOPY NUMBER,
126                          p_adjusted_holding_period OUT NOCOPY NUMBER,
127 			 p_action OUT NOCOPY VARCHAR2,
128 			 p_settlement_amount OUT NOCOPY NUMBER,
129 			 p_duration OUT NOCOPY NUMBER,
130 			 p_convexity OUT NOCOPY NUMBER,
131 			 p_basis_point_value OUT NOCOPY NUMBER);
132 
133 --added by jbrodsky 11/02/01
134 PROCEDURE fxo_calculator(p_date_args    IN     SYSTEM.QRM_DATE_TABLE,
135 			p_varchar_args IN OUT NOCOPY SYSTEM.QRM_VARCHAR_TABLE,
136 			p_num_args     IN OUT NOCOPY xtr_md_num_table);
137 
138 
139 END QRM_CALCULATORS_P;