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20: day_count_type IN VARCHAR2,
21: first_trans_flag IN VARCHAR2) is
22: --
23: begin
24: XTR_MM_COVERS.CALC_DAYS_RUN_C(start_date,end_date,method,frequency,num_days,year_basis,fwd_adjust,day_count_type,first_trans_flag);
25: end CALC_DAYS_RUN_C;
26:
27:
28: -- This calculates the number of days and year basis for bond only day count
40: frequency IN NUMBER,
41: num_days IN OUT NOCOPY NUMBER,
42: year_basis IN OUT NOCOPY NUMBER) is
43: begin
44: XTR_MM_COVERS.CALC_DAYS_RUN_B(start_date,end_date,method,frequency,num_days,year_basis);
45: end CALC_DAYS_RUN_B;
46:
47:
48: -- Calculate over a Year Basis and Number of Days ased on different calc
57: fwd_adjust IN NUMBER,
58: day_count_type IN VARCHAR2,
59: first_trans_flag IN VARCHAR2) is
60: begin
61: XTR_MM_COVERS.CALC_DAYS_RUN(start_date,end_date,method,num_days,year_basis,fwd_adjust,day_count_type,first_trans_flag);
62: end CALC_DAYS_RUN;
63: -----------
64: /**************************************************/
65: /* New procedure added to handle IG calc_days_run */
250:
251: end CALC_DAYS_RUN_IG;
252: -------------
253:
254: /* Bug 2358592 - this procedure is now a stub function for the similar procedure found in xtr_mm_covers */
255: PROCEDURE CALCULATE_BOND_PRICE_YIELD(p_bond_issue_code IN VARCHAR2,
256: p_settlement_date IN DATE,
257: p_ex_cum_next_coupon IN VARCHAR2,-- EX,CUM
258: p_calculate_yield_or_price IN VARCHAR2,-- Y,P
283: p_face_value IN NUMBER,
284: p_consideration IN NUMBER,
285: p_rounding_type IN VARCHAR2) IS
286:
287: p_py_in XTR_MM_COVERS.BOND_PRICE_YIELD_IN_REC_TYPE;
288: p_py_out XTR_MM_COVERS.BOND_PRICE_YIELD_OUT_REC_TYPE;
289:
290: BEGIN
291: p_py_in.p_bond_issue_code:= p_bond_issue_code;
284: p_consideration IN NUMBER,
285: p_rounding_type IN VARCHAR2) IS
286:
287: p_py_in XTR_MM_COVERS.BOND_PRICE_YIELD_IN_REC_TYPE;
288: p_py_out XTR_MM_COVERS.BOND_PRICE_YIELD_OUT_REC_TYPE;
289:
290: BEGIN
291: p_py_in.p_bond_issue_code:= p_bond_issue_code;
292: p_py_in.p_settlement_date:= p_settlement_date;
321: p_py_in.p_face_value := p_face_value; -- COMPOUND COUPON
322: p_py_in.p_consideration := p_consideration; -- COMPOUND COUPON
323: p_py_in.p_rounding_type := p_rounding_type; -- COMPOUND COUPON
324:
325: XTR_MM_COVERS.CALCULATE_BOND_PRICE_YIELD(p_py_in,p_py_out);
326:
327: p_yield:= p_py_out.p_yield;
328: p_accrued_interest:= p_py_out.p_accrued_interest;
329: p_clean_price:= p_py_out.p_clean_price;
452: l_no_quasi_coupon NUMBER;
453: l_total_coupon_days NUMBER;
454: l_odd_coupon_start DATE;
455: l_odd_coupon_maturity DATE;
456: l_comp_coupon XTR_MM_COVERS.COMPOUND_CPN_REC_TYPE;
457:
458: --bug 2804548
459: cursor get_cpn_info(p_cpn_date DATE,
460: p_bond_issue_code VARCHAR2) is
599: open TOTAL_FULL_COUPONS (p_bond_issue_code);
600: fetch TOTAL_FULL_COUPONS into l_no_quasi_coupon, l_odd_coupon_maturity;
601: close TOTAL_FULL_COUPONS;
602:
603: l_odd_coupon_start := XTR_MM_COVERS.ODD_COUPON_DATE(l_bond_start_date,l_coupon_date,l_frequency,'S');
604:
605: l_comp_coupon.p_bond_start_date := l_bond_start_date;
606: l_comp_coupon.p_odd_coupon_start := l_odd_coupon_start;
607: l_comp_coupon.p_odd_coupon_maturity := l_odd_coupon_maturity;
614: l_comp_coupon.p_frequency := l_frequency;
615: l_comp_coupon.p_day_count_type := p_day_count_type;
616: l_comp_coupon.p_amount_redemption_ind := 'A';
617:
618: l_original_amount := XTR_MM_COVERS.CALC_COMPOUND_COUPON_AMT(l_comp_coupon);
619:
620: l_coupon_amt := l_original_amount;
621:
622: Else