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APPS.XTR_REVAL_PROCESS_P dependencies on XTR_MARKET_DATA_P

Line 1493: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

1489: l_clean_price NUMBER; -- out parameter for BOND
1490: l_stock_price NUMBER; -- out parameter for STOCK
1491: l_settle_date DATE;
1492: r_fx_rate xtr_revl_fx_rate; -- record type
1493: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
1494: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
1495: l_market_set VARCHAR2(30);
1496: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
1497: l_dummy NUMBER;

Line 1494: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

1490: l_stock_price NUMBER; -- out parameter for STOCK
1491: l_settle_date DATE;
1492: r_fx_rate xtr_revl_fx_rate; -- record type
1493: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
1494: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
1495: l_market_set VARCHAR2(30);
1496: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
1497: l_dummy NUMBER;
1498: l_dummy1 NUMBER;

Line 1547: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1543: where bond_issue_code = rec.contract_code;
1544: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
1545: C_BOND_IND, rec.expiry_date, null, rec.currencya, NULL,
1546: NULL, C_INTERPOL_LINER, 'M', rec.batch_id, l_ric_code);
1547: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1548: rec.reval_rate := r_md_out.p_md_out;
1549: else
1550: rec.reval_rate := null;
1551: end if;

Line 1658: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1654: -- get realized fair value
1655: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1656: rec.effective_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1657: rec.batch_id, NULL);
1658: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1659: rec.reval_rate := r_md_out.p_md_out;
1660:
1661: xtr_end_fv(rec, fair_value);
1662: elsif rec.effective_date > rec.revldate and rec.status_code = 'CURRENT' then -- unrealized

Line 1699: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1695: fair_value := 0;
1696: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1697: rec.expiry_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1698: rec.batch_id, NULL);
1699: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1700: rec.reval_rate := r_md_out.p_md_out;
1701: else -- 'FAIR_VALUE' other others
1702: fair_value := null;
1703: rec.reval_rate := null;

Line 1716: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1712: elsif rec.effective_date <= rec.revldate and rec.status_code = 'EXPIRED' then -- realized
1713: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1714: rec.expiry_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1715: rec.batch_id, NULL);
1716: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1717: rec.reval_rate := r_md_out.p_md_out;
1718: fair_value := 0;
1719: elsif rec.effective_date <= rec.revldate and rec.status_code = 'EXERCISED' then -- realized
1720: select base_rate

Line 1937: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

1933: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
1934: l_buf := FND_MESSAGE.GET;
1935: FND_FILE.put_line(fnd_file.log, l_buf);
1936: end if;
1937: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
1938: if g_call_by_form = true then
1939: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
1940: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
1941: APP_EXCEPTION.raise_exception;

Line 1951: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

1947: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
1948: l_buf := FND_MESSAGE.GET;
1949: FND_FILE.put_line(fnd_file.log, l_buf);
1950: end if;
1951: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
1952: if g_call_by_form = true then
1953: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
1954: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
1955: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 4562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4558: l_reverse BOOLEAN;
4559: l_round NUMBER;
4560: r_err_log err_log; -- record type
4561: l_market_set VARCHAR2(30);
4562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4564: l_buy_amt NUMBER;
4565: l_sell_amt NUMBER;
4566: retcode NUMBER;

Line 4563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4559: l_round NUMBER;
4560: r_err_log err_log; -- record type
4561: l_market_set VARCHAR2(30);
4562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4564: l_buy_amt NUMBER;
4565: l_sell_amt NUMBER;
4566: retcode NUMBER;
4567:

Line 4799: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4795: l_side VARCHAR2(5);
4796: l_days_t1 NUMBER;
4797: l_days_t2 NUMBER;
4798: l_year NUMBER;
4799: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4800: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4801: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4802: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4803: l_market_set VARCHAR2(30);

Line 4800: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4796: l_days_t1 NUMBER;
4797: l_days_t2 NUMBER;
4798: l_year NUMBER;
4799: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4800: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4801: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4802: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4803: l_market_set VARCHAR2(30);
4804: l_rt1 NUMBER;

Line 4853: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

4849: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
4850: C_YIELD_IND, rec.revldate, l_start_date,
4851: rec.currencya, NULL, rec.year_calc_type,
4852: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4853: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4854: l_rt1 := r_md_out.p_md_out;
4855:
4856: XTR_CALC_P.calc_days_run(rec.revldate, l_maturity_date,
4857: rec.year_calc_type, l_days_t2, l_year);

Line 4862: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

4858: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
4859: C_YIELD_IND, rec.revldate, l_maturity_date,
4860: rec.currencya, NULL, rec.year_calc_type,
4861: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4862: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4863: l_rt2 := r_md_out.p_md_out;
4864:
4865: IF xtr_risk_debug_pkg.g_Debug THEN
4866: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');

Line 4897: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

4893:
4894: End If;
4895:
4896: EXCEPTION
4897: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
4898: if g_call_by_form = true then
4899: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
4900: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
4901: APP_EXCEPTION.raise_exception;

Line 4911: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

4907: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
4908: l_buf := FND_MESSAGE.GET;
4909: FND_FILE.put_line(fnd_file.log, l_buf);
4910: end if;
4911: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
4912: if g_call_by_form = true then
4913: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
4914: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
4915: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 4957: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4953: l_year NUMBER;
4954: l_side VARCHAR2(5);
4955: l_settle_rate NUMBER;
4956: l_discount_rate NUMBER;
4957: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4958: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4959: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4961: l_dummy NUMBER;

Line 4958: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4954: l_side VARCHAR2(5);
4955: l_settle_rate NUMBER;
4956: l_discount_rate NUMBER;
4957: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4958: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4959: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4960: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4961: l_dummy NUMBER;
4962: l_dummy1 NUMBER;

Line 4998: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

4994: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
4995: C_YIELD_IND, rec.start_date, rec.maturity_date,
4996: rec.currencya, NULL, rec.year_calc_type,
4997: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4998: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4999: l_settle_rate := r_md_out.p_md_out;
5000:
5001: if(rec.pricing_model = C_P_MODEL_FRA_D) then -- 'FRA_DISC'
5002: r_fra_in.p_indicator := 'DR';

Line 5043: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5039: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5040: C_YIELD_IND, rec.revldate, rec.start_date,
5041: rec.currencya, NULL, rec.year_calc_type,
5042: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
5043: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5044:
5045: l_discount_rate := r_md_out.p_md_out;
5046:
5047: r_mm_in.P_INDICATOR := C_YIELD_IND;

Line 5079: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5075: end if;
5076: End If;
5077:
5078: EXCEPTION
5079: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5080: if g_call_by_form = true then
5081: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5082: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5083: APP_EXCEPTION.raise_exception;

Line 5093: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5089: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5090: l_buf := FND_MESSAGE.GET;
5091: FND_FILE.put_line(fnd_file.log, l_buf);
5092: end if;
5093: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5094: if g_call_by_form = true then
5095: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5096: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5097: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 5144: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

5140: l_contra_amt NUMBER;
5141: l_buf NUMBER;
5142: l_contra_sob_side VARCHAR2(5);
5143: l_reverse BOOLEAN;
5144: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5145: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5146: l_discount_date_method VARCHAR2(30);
5147: l_future_fv NUMBER;
5148: l_base_val NUMBER;

Line 5145: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

5141: l_buf NUMBER;
5142: l_contra_sob_side VARCHAR2(5);
5143: l_reverse BOOLEAN;
5144: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5145: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5146: l_discount_date_method VARCHAR2(30);
5147: l_future_fv NUMBER;
5148: l_base_val NUMBER;
5149: l_contra_val NUMBER;

Line 5279: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5275: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5276: C_YIELD_IND, l_spot_date, l_future_date,
5277: rec.sob_ccy, NULL, rec.year_calc_type,
5278: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5279: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5280: p_sob_yield_rate := r_md_out.p_md_out;
5281: else
5282: l_base1 := l_contra_ccy;
5283: l_contra1 := rec.sob_ccy;

Line 5292: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5288: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5289: C_SPOT_RATE_IND, l_spot_date, NULL,
5290: l_base1, l_contra1, NULL,
5291: NULL, l_contra_sob_side, rec.batch_id, NULL);
5292: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5293: p_spot_rate := r_md_out.p_md_out;
5294: /*
5295: IF xtr_risk_debug_pkg.g_Debug THEN
5296: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');

Line 5316: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5312: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5313: C_YIELD_IND, l_spot_date, l_future_date,
5314: l_base1, NULL, rec.year_calc_type,
5315: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5316: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5317: p_contra_yield_rate := r_md_out.p_md_out;
5318:
5319: -- get sob currency yield rate from market data set
5320: xtr_revl_mds_init(r_md_in, l_market_set, l_source,

Line 5324: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5320: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5321: C_YIELD_IND, l_spot_date, l_future_date,
5322: l_contra1, NULL, rec.year_calc_type,
5323: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5324: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5325: p_sob_yield_rate := r_md_out.p_md_out;
5326:
5327: IF xtr_risk_debug_pkg.g_Debug THEN
5328: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');

Line 5441: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5437: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5438: l_buff := FND_MESSAGE.GET;
5439: FND_FILE.put_line(fnd_file.log, l_buff);
5440: end if;
5441: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5442: if g_call_by_form = true then
5443: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5444: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5445: APP_EXCEPTION.raise_exception;

Line 5455: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5451: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5452: l_buff := FND_MESSAGE.GET;
5453: FND_FILE.put_line(fnd_file.log, l_buff);
5454: end if;
5455: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5456: if g_call_by_form = true then
5457: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5458: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5459: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 5727: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

5723: l_contra_side VARCHAR2(5);
5724: l_base_side VARCHAR2(5);
5725: l_indicator VARCHAR2(1);
5726: l_mature VARCHAR2(1);
5727: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5728: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5729: r_err_log err_log; -- record type
5730: retcode NUMBER;
5731: l_buff Varchar2(500);

Line 5728: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

5724: l_base_side VARCHAR2(5);
5725: l_indicator VARCHAR2(1);
5726: l_mature VARCHAR2(1);
5727: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5728: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5729: r_err_log err_log; -- record type
5730: retcode NUMBER;
5731: l_buff Varchar2(500);
5732: l_gl_rate NUMBER;

Line 5841: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5837: l_spot_side,
5838: rec.batch_id,
5839: NULL);
5840:
5841: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5842: r_fx_rate.spot_rate := r_md_out.p_md_out;
5843:
5844: /*
5845: IF xtr_risk_debug_pkg.g_Debug THEN

Line 5867: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5863: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5864: C_YIELD_IND, l_spot_date, l_future_date,
5865: l_base_ccy, NULL, rec.year_calc_type,
5866: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
5867: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5868: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5869:
5870: IF xtr_risk_debug_pkg.g_Debug THEN
5871: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');

Line 5890: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5886: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5887: C_YIELD_IND, l_spot_date, l_future_date,
5888: l_contra_ccy, NULL, rec.year_calc_type,
5889: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
5890: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5891: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5892:
5893: IF xtr_risk_debug_pkg.g_Debug THEN
5894: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');

Line 5963: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5959: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5960: l_buff := FND_MESSAGE.GET;
5961: FND_FILE.put_line(fnd_file.log, l_buff);
5962: end if;
5963: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5964: if g_call_by_form = true then
5965: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5966: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5967: APP_EXCEPTION.raise_exception;

Line 5977: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5973: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5974: l_buff := FND_MESSAGE.GET;
5975: FND_FILE.put_line(fnd_file.log, l_buff);
5976: end if;
5977: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5978: if g_call_by_form = true then
5979: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5980: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5981: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 6532: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

6528: l_contra_side VARCHAR2(1);
6529: l_spot_side VARCHAR2(1);
6530: l_spot_date DATE;
6531: l_future_date DATE;
6532: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6533: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6534: l_discount_date_method VARCHAR2(30);
6535: l_round NUMBER;
6536: l_deno NUMBER;

Line 6533: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

6529: l_spot_side VARCHAR2(1);
6530: l_spot_date DATE;
6531: l_future_date DATE;
6532: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6533: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6534: l_discount_date_method VARCHAR2(30);
6535: l_round NUMBER;
6536: l_deno NUMBER;
6537: l_no_of_days NUMBER;

Line 6628: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out, l_first_call);

6624: l_spot_side,
6625: rec.batch_id,
6626: NULL);
6627:
6628: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out, l_first_call);
6629: l_begin_spot_rate := r_md_out.p_md_out;
6630:
6631: -- get base currency yield rate from market data set
6632: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6636: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6632: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6633: C_YIELD_IND, l_begin_date, l_future_date,
6634: l_base_ccy, NULL, rec.year_calc_type,
6635: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
6636: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6637: l_begin_base_rate := r_md_out.p_md_out;
6638:
6639: -- get contra currency yield rate from market data set
6640: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6644: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6640: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6641: C_YIELD_IND, l_begin_date, l_future_date,
6642: l_contra_ccy, NULL, rec.year_calc_type,
6643: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
6644: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6645: l_begin_contra_rate := r_md_out.p_md_out;
6646:
6647: -- Get forward-forward rate
6648: XTR_FX_FORMULAS.fx_forward_rate(

Line 6686: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6682: l_spot_side,
6683: rec.batch_id,
6684: NULL);
6685:
6686: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6687: l_spot_rate := r_md_out.p_md_out;
6688:
6689: -- get base currency yield rate from market data set
6690: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6694: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6690: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6691: C_YIELD_IND, l_spot_date, l_future_date,
6692: l_base_ccy, NULL, rec.year_calc_type,
6693: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
6694: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6695: l_base_yield_rate := r_md_out.p_md_out;
6696:
6697: -- get contra currency yield rate from market data set
6698: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6702: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6698: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6699: C_YIELD_IND, l_spot_date, l_future_date,
6700: l_contra_ccy, NULL, rec.year_calc_type,
6701: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
6702: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6703: l_contra_yield_rate := r_md_out.p_md_out;
6704:
6705: -- Get forward-forward rate
6706: XTR_FX_FORMULAS.fx_forward_rate(

Line 6754: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

6750: currency_gl, r_rd, retcode, l_hedge_flag);
6751:
6752:
6753: EXCEPTION
6754: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
6755: if g_call_by_form = true then
6756: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
6757: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
6758: APP_EXCEPTION.raise_exception;

Line 6768: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

6764: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
6765: l_buff := FND_MESSAGE.GET;
6766: FND_FILE.put_line(fnd_file.log, l_buff);
6767: end if;
6768: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
6769: if g_call_by_form = true then
6770: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
6771: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
6772: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 6949: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

6945: l_base_ccy VARCHAR2(15);
6946: l_contra_ccy VARCHAR2(15);
6947: l_side VARCHAR2(5);
6948: l_dummy BOOLEAN;
6949: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6950: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6951: l_volatility NUMBER;
6952: l_trans_rate_buy NUMBER;
6953: l_trans_rate_sell NUMBER;

Line 6950: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

6946: l_contra_ccy VARCHAR2(15);
6947: l_side VARCHAR2(5);
6948: l_dummy BOOLEAN;
6949: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6950: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6951: l_volatility NUMBER;
6952: l_trans_rate_buy NUMBER;
6953: l_trans_rate_sell NUMBER;
6954: l_trans_rate NUMBER;

Line 7006: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7002: C_VOLATILITY_IND, rec.revldate, rec.expiry_date,
7003: l_base_ccy, l_contra_ccy, rec.year_calc_type,
7004: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7005:
7006: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7007: l_volatility := r_md_out.p_md_out;
7008:
7009: -- return a interest rate for Buy currency
7010: l_side := 'A';

Line 7015: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7011: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7012: C_YIELD_IND, rec.revldate, rec.expiry_date,
7013: rec.currencya, l_contra_ccy, rec.year_calc_type,
7014: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7015: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7016: l_trans_rate_buy := r_md_out.p_md_out;
7017:
7018: -- return a interest rate for Sell currency
7019: l_side := 'B';

Line 7025: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7021: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7022: C_YIELD_IND, rec.revldate, rec.expiry_date,
7023: rec.currencyb, l_contra_ccy, rec.year_calc_type,
7024: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7025: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7026: l_trans_rate_sell := r_md_out.p_md_out;
7027:
7028: -- get FX spot rate
7029: if(rec.currencyb = l_base_ccy) then

Line 7039: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7035: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7036: C_SPOT_RATE_IND, rec.start_date, NULL,
7037: l_base_ccy, l_contra_ccy, rec.year_calc_type,
7038: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7039: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7040: p_spot_rate := r_md_out.p_md_out;
7041:
7042: if (l_base_ccy = rec.currencya) then
7043: l_base_rate := l_trans_rate_buy;

Line 7085: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7081: End If;
7082: rec.reval_rate := l_fwd_rate;
7083:
7084: EXCEPTION
7085: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7086: if g_call_by_form = true then
7087: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7088: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7089: APP_EXCEPTION.raise_exception;

Line 7099: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7095: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7096: l_buf := FND_MESSAGE.GET;
7097: FND_FILE.put_line(fnd_file.log, l_buf);
7098: end if;
7099: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7100: if g_call_by_form = true then
7101: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7102: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7103: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 7143: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7139: l_market_set VARCHAR2(30);
7140: l_discount_date_method VARCHAR2(30);
7141: l_side VARCHAR2(5);
7142: l_rate_type VARCHAR2(1);
7143: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7144: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7145: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7146: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7147: l_day NUMBER;

Line 7144: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7140: l_discount_date_method VARCHAR2(30);
7141: l_side VARCHAR2(5);
7142: l_rate_type VARCHAR2(1);
7143: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7144: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7145: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7146: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7147: l_day NUMBER;
7148: l_year NUMBER;

Line 7306: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7302: p_year OUT NOCOPY NUMBER) IS
7303: l_buf Varchar2(500);
7304: l_ind VARCHAR2(1);
7305: l_date DATE;
7306: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7307: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7308: r_err_log err_log; -- record type
7309: retcode NUMBER;
7310:

Line 7307: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7303: l_buf Varchar2(500);
7304: l_ind VARCHAR2(1);
7305: l_date DATE;
7306: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7307: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7308: r_err_log err_log; -- record type
7309: retcode NUMBER;
7310:
7311: begin

Line 7329: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7325: l_ind, l_date, p_end_date,
7326: p_ccy, NULL, p_day_count,
7327: C_INTERPOL_LINER, p_side, p_batch_id, NULL);
7328: if l_ind is not NULL then
7329: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7330: p_int_rate := r_md_out.p_md_out;
7331: else
7332: xtr_revl_getprice_fwd(rec, FALSE, p_int_rate); -- get forward forward rate
7333: end if;

Line 7344: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7340: p_int_rate, p_day, p_year, p_int_rate);
7341: end if;
7342:
7343: EXCEPTION
7344: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7345: if g_call_by_form = true then
7346: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7347: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7348: APP_EXCEPTION.raise_exception;

Line 7358: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7354: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7355: l_buf := FND_MESSAGE.GET;
7356: FND_FILE.put_line(fnd_file.log, l_buf);
7357: end if;
7358: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7359: if g_call_by_form = true then
7360: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7361: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7362: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 7406: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7402: l_settle_date DATE;
7403: l_dirty_price NUMBER;
7404: l_market_set VARCHAR2(30);
7405: l_clean_price NUMBER;
7406: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7407: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7408: r_err_log err_log; -- record type
7409: retcode NUMBER;
7410: l_buf VARCHAR2(300);

Line 7407: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7403: l_dirty_price NUMBER;
7404: l_market_set VARCHAR2(30);
7405: l_clean_price NUMBER;
7406: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7407: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7408: r_err_log err_log; -- record type
7409: retcode NUMBER;
7410: l_buf VARCHAR2(300);
7411: l_buff Varchar2(500);

Line 7450: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7446: /*** Get clean price from market data set ***/
7447: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7448: C_BOND_IND, rec.revldate, rec.revldate, rec.currencya, NULL,
7449: NULL, NULL, l_side, rec.batch_id, l_ric_code);
7450: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7451: p_bond_clean_price := r_md_out.p_md_out;
7452:
7453: /*
7454: IF xtr_risk_debug_pkg.g_Debug THEN

Line 7540: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7536: p_bond_clean_price := l_clean_price;
7537: End If;
7538:
7539: EXCEPTION
7540: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7541: if g_call_by_form = true then
7542: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7543: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7544: APP_EXCEPTION.raise_exception;

Line 7554: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7550: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7551: l_buff := FND_MESSAGE.GET;
7552: FND_FILE.put_line(fnd_file.log, l_buff);
7553: end if;
7554: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7555: if g_call_by_form = true then
7556: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7557: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7558: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 8543: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

8539: p_market_set IN VARCHAR2,
8540: p_side IN VARCHAR2,
8541: p_present_value OUT NOCOPY NUMBER) is
8542: l_buf Varchar2(500);
8543: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8544: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8545: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8546: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8547: l_day NUMBER;

Line 8544: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

8540: p_side IN VARCHAR2,
8541: p_present_value OUT NOCOPY NUMBER) is
8542: l_buf Varchar2(500);
8543: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8544: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8545: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8546: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8547: l_day NUMBER;
8548: l_year NUMBER;

Line 8563: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

8559: xtr_revl_mds_init(r_md_in, p_market_set, C_SOURCE,
8560: C_DISCOUNT_FAC, p_revl_date, p_start_date,
8561: p_ccy, NULL, p_day_count,
8562: C_INTERPOL_LINER, p_side, p_batch_id, NULL);
8563: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
8564: r_mm_in.p_indicator := C_DISCOUNT_FAC;
8565: r_mm_in.p_future_val:= p_future_val;
8566: r_mm_in.p_rate := r_md_out.p_md_out;
8567: r_mm_in.p_day_count := l_day;

Line 8590: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

8586: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8587: END IF;
8588:
8589: EXCEPTION
8590: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
8591: if g_call_by_form = true then
8592: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
8593: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
8594: APP_EXCEPTION.raise_exception;

Line 8604: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

8600: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
8601: l_buf := FND_MESSAGE.GET;
8602: FND_FILE.put_line(fnd_file.log, l_buf);
8603: end if;
8604: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
8605: if g_call_by_form = true then
8606: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
8607: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
8608: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9060: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

9056:
9057: l_stock_issue XTR_DEALS.bond_issue%TYPE;
9058: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
9059: l_side VARCHAR2(1);
9060: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9061: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9062: r_err_log err_log; -- record type
9063: retcode NUMBER;
9064: l_market_set VARCHAR2(30);

Line 9061: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

9057: l_stock_issue XTR_DEALS.bond_issue%TYPE;
9058: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
9059: l_side VARCHAR2(1);
9060: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9061: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9062: r_err_log err_log; -- record type
9063: retcode NUMBER;
9064: l_market_set VARCHAR2(30);
9065: l_buf VARCHAR2(300);

Line 9087: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9083: /*** Get stock price from market data set ***/
9084: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9085: C_STOCK_IND, rec.revldate, rec.revldate, rec.currencya, NULL,
9086: NULL, NULL, l_side, rec.batch_id, l_ric_code);
9087: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9088: p_stock_price := r_md_out.p_md_out;
9089:
9090: EXCEPTION
9091: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

Line 9091: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

9087: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9088: p_stock_price := r_md_out.p_md_out;
9089:
9090: EXCEPTION
9091: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
9092: if g_call_by_form = true then
9093: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
9094: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
9095: APP_EXCEPTION.raise_exception;

Line 9105: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

9101: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
9102: l_buff := FND_MESSAGE.GET;
9103: FND_FILE.put_line(fnd_file.log, l_buff);
9104: end if;
9105: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
9106: if g_call_by_form = true then
9107: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
9108: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
9109: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9155: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

9151: l_fwd_rate NUMBER;
9152: l_volatility NUMBER;
9153: l_short_rate NUMBER;
9154: l_long_rate NUMBER;
9155: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9156: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9157: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9158: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9159: l_dummy NUMBER;

Line 9156: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

9152: l_volatility NUMBER;
9153: l_short_rate NUMBER;
9154: l_long_rate NUMBER;
9155: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9156: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9157: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9158: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9159: l_dummy NUMBER;
9160: l_dummy1 NUMBER;

Line 9192: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9188: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9189: C_VOLATILITY_IND, rec.revldate, rec.maturity_date,
9190: rec.currencya, NULL, rec.year_calc_type,
9191: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9192: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9193: l_volatility := r_md_out.p_md_out;
9194:
9195: if rec.deal_subtype in ('BCAP', 'SCAP') then
9196: l_side := 'A';

Line 9206: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9202: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9203: C_YIELD_IND, rec.revldate, rec.start_date,
9204: rec.currencya, NULL, 'ACTUAL365', -- bug 3509267
9205: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9206: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9207: l_short_rate := r_md_out.p_md_out;
9208:
9209: -- get int rate between reval date and maturity date based on Actual/365
9210: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 9214: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9210: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9211: C_YIELD_IND, rec.revldate, rec.maturity_date,
9212: rec.currencya, NULL, 'ACTUAL365', -- bug 3509267
9213: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9214: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9215: l_long_rate := r_md_out.p_md_out;
9216:
9217: if rec.pricing_model = C_P_MODEL_BLACK then
9218: r_black_in.p_principal := rec.face_value; -- deal face_value_amount

Line 9252: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

9248: end if;
9249: End If;
9250:
9251: EXCEPTION
9252: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
9253: if g_call_by_form = true then
9254: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
9255: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
9256: APP_EXCEPTION.raise_exception;

Line 9266: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

9262: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
9263: l_buf := FND_MESSAGE.GET;
9264: FND_FILE.put_line(fnd_file.log, l_buf);
9265: end if;
9266: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
9267: if g_call_by_form = true then
9268: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
9269: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
9270: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9711: rec out NOCOPY XTR_MARKET_DATA_P.md_from_set_in_rec_type,

9707: /* XTR_MARKET_DATA table for calcuating the spot rate */
9708: /* or interest rate */
9709: /*******************************************************/
9710: PROCEDURE xtr_revl_mds_init(
9711: rec out NOCOPY XTR_MARKET_DATA_P.md_from_set_in_rec_type,
9712: p_md_set_code VARCHAR2,
9713: p_source VARCHAR2,
9714: p_indicator VARCHAR2,
9715: p_spot_date DATE,

Line 10211: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS

10207: End;
10208: --------------------------------------------------------
10209: PROCEDURE dump_xtr_mds_rec(
10210: p_name IN VARCHAR2,
10211: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS
10212:
10213: begin
10214: IF xtr_risk_debug_pkg.g_Debug THEN
10215: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);