588: FUNCTION previous_bus_day(p_date IN DATE,
589: p_ccy IN VARCHAR2) RETURN DATE IS
590: v_date_out DATE;
591: BEGIN
592: xtr_market_data_p.Modified_Following_Holiday(p_ccy,
593: p_date,
594: v_date_out);
595: return v_date_out;
596: END previous_bus_day;
635: --month, in which case the value date is moved back to the previous business
636: --day.
637: FUNCTION mod_following_bus_day(p_date IN DATE,
638: p_ccy IN VARCHAR2) RETURN DATE IS
639: v_in_rec xtr_market_data_p.following_holiday_in_rec_type;
640: v_out_rec xtr_market_data_p.following_holiday_out_rec_type;
641: v_date_out DATE;
642: BEGIN
643: v_in_rec.p_term_type := 'M';
636: --day.
637: FUNCTION mod_following_bus_day(p_date IN DATE,
638: p_ccy IN VARCHAR2) RETURN DATE IS
639: v_in_rec xtr_market_data_p.following_holiday_in_rec_type;
640: v_out_rec xtr_market_data_p.following_holiday_out_rec_type;
641: v_date_out DATE;
642: BEGIN
643: v_in_rec.p_term_type := 'M';
644: v_in_rec.p_currency := p_ccy;
643: v_in_rec.p_term_type := 'M';
644: v_in_rec.p_currency := p_ccy;
645: v_in_rec.p_future_date := p_date;
646: v_in_rec.p_period_code := 1;
647: xtr_market_data_p.Following_Holiday(v_in_rec,v_out_rec);
648: if v_out_rec.p_date_out is null then
649: v_date_out := p_date;
650: else
651: v_date_out := v_out_rec.p_date_out;