eTRM uses javascript that opens and focuses a separate window to display reports. Your browser does not appear to support javascript. This should not prevent you from using eTRM but it does mean the window focus feature will not work. Please check the contents of other windows on your desktop if you click on a link that does not appear to do anything.

APPS.QRM_CALCULATORS_P dependencies on XTR_MD_NUM_TABLE

Line 36: v_pvc xtr_md_num_table := xtr_md_num_table();

32: v_in_pv xtr_mm_covers.presentvalue_in_rec_type;
33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();
37: v_days xtr_md_num_table := xtr_md_num_table();
38:
39: BEGIN
40: --call the debug package

Line 37: v_days xtr_md_num_table := xtr_md_num_table();

33: v_out_pv xtr_mm_covers.presentvalue_out_rec_type;
34: v_in_fv xtr_mm_covers.futurevalue_in_rec_type;
35: v_out_fv xtr_mm_covers.futurevalue_out_rec_type;
36: v_pvc xtr_md_num_table := xtr_md_num_table();
37: v_days xtr_md_num_table := xtr_md_num_table();
38:
39: BEGIN
40: --call the debug package
41: IF (g_proc_level>=g_debug_level) THEN

Line 128: p_num_args IN OUT NOCOPY xtr_md_num_table) IS

124:
125:
126: PROCEDURE fx_calculator(p_date_args IN SYSTEM.QRM_DATE_TABLE,
127: p_varchar_args IN OUT NOCOPY SYSTEM.QRM_VARCHAR_TABLE,
128: p_num_args IN OUT NOCOPY xtr_md_num_table) IS
129:
130: p_spot_date date := p_date_args(1);
131: p_forward_date date := p_date_args(2);
132:

Line 197: p_rates_table xtr_md_num_table;

193: p_data_sides SYSTEM.QRM_VARCHAR_TABLE;
194: p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE;
195: p_spot_quote_bases SYSTEM.QRM_VARCHAR_TABLE;
196:
197: p_rates_table xtr_md_num_table;
198:
199: p_day_count_base number;
200: p_day_count_contra number;
201: p_day_count_usd number;

Line 224: p_spot_rates xtr_md_num_table := xtr_md_num_table();

220:
221: md_in_rec XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
222: md_out_rec XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
223:
224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:
227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;

Line 225: p_forward_rates xtr_md_num_table := xtr_md_num_table();

221: md_in_rec XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
222: md_out_rec XTR_MARKET_DATA_P.md_from_curve_out_rec_type;
223:
224: p_spot_rates xtr_md_num_table := xtr_md_num_table();
225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:
227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;
229: p_int_rates xtr_md_num_table;

Line 229: p_int_rates xtr_md_num_table;

225: p_forward_rates xtr_md_num_table := xtr_md_num_table();
226:
227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;
229: p_int_rates xtr_md_num_table;
230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();
232:
233: p_delta xtr_md_num_table;

Line 231: p_dis_factors xtr_md_num_table := xtr_md_num_table();

227: df_in_rec XTR_RATE_CONVERSION.df_in_rec_type;
228: df_out_rec XTR_RATE_CONVERSION.df_out_rec_type;
229: p_int_rates xtr_md_num_table;
230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();
232:
233: p_delta xtr_md_num_table;
234: p_rho xtr_md_num_table;
235:

Line 233: p_delta xtr_md_num_table;

229: p_int_rates xtr_md_num_table;
230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();
232:
233: p_delta xtr_md_num_table;
234: p_rho xtr_md_num_table;
235:
236: BEGIN
237: IF (g_proc_level>=g_debug_level) THEN

Line 234: p_rho xtr_md_num_table;

230: p_day_counts SYSTEM.QRM_VARCHAR_TABLE;
231: p_dis_factors xtr_md_num_table := xtr_md_num_table();
232:
233: p_delta xtr_md_num_table;
234: p_rho xtr_md_num_table;
235:
236: BEGIN
237: IF (g_proc_level>=g_debug_level) THEN
238: xtr_risk_debug_pkg.dpush(null,'QRM_CALCULATORS_P.fx_calculator');

Line 1120: p_int_rates := xtr_md_num_table(p_contra_int_rate_bid,p_contra_int_rate_ask,

1116:
1117:
1118: --- Sensitivities
1119: -- delta spot
1120: p_int_rates := xtr_md_num_table(p_contra_int_rate_bid,p_contra_int_rate_ask,
1121: p_base_int_rate_bid, p_base_int_rate_ask,
1122: p_usd_int_rate_bid, p_usd_int_rate_ask);
1123: p_day_counts := SYSTEM.QRM_VARCHAR_TABLE(p_contra_day_count, p_contra_day_count,
1124: p_base_day_count, p_base_day_count,

Line 1376: RETURN xtr_md_num_table IS

1372: p_interest_quote_basis VARCHAR2,
1373: p_currency_quote_basis VARCHAR2,
1374: p_spot_date DATE,
1375: p_future_date DATE)
1376: RETURN xtr_md_num_table IS
1377:
1378: v_rounding_factor number := 6;
1379: v_table_size number := p_rate_types.count;
1380: v_rate_type varchar2(1);

Line 1382: v_rates_table xtr_md_num_table := xtr_md_num_table();

1378: v_rounding_factor number := 6;
1379: v_table_size number := p_rate_types.count;
1380: v_rate_type varchar2(1);
1381:
1382: v_rates_table xtr_md_num_table := xtr_md_num_table();
1383: v_sides_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1384:
1385: v_in_rec_type XTR_MARKET_DATA_P.md_from_curve_in_rec_type;
1386: v_out_rec_type XTR_MARKET_DATA_P.md_from_curve_out_rec_type;

Line 1648: RETURN xtr_md_num_table IS

1644: p_interest_quote_basis VARCHAR2,
1645: p_currency_quote_basis VARCHAR2,
1646: p_spot_date DATE,
1647: p_future_date DATE)
1648: RETURN xtr_md_num_table IS
1649:
1650: v_curves_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1651: --v_sides_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1652: v_rates_table xtr_md_num_table := xtr_md_num_table();

Line 1652: v_rates_table xtr_md_num_table := xtr_md_num_table();

1648: RETURN xtr_md_num_table IS
1649:
1650: v_curves_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1651: --v_sides_table SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1652: v_rates_table xtr_md_num_table := xtr_md_num_table();
1653:
1654: v_rate_type SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1655: v_base_ccy SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();
1656: v_contra_ccy SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE();

Line 1864: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();

1860: SYSTEM.QRM_VARCHAR_TABLE(p_interpolation,p_interpolation);
1861: v_data_side SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE('BID','ASK');
1862: v_day_count_basis SYSTEM.QRM_VARCHAR_TABLE :=
1863: SYSTEM.QRM_VARCHAR_TABLE(p_day_count_basis,p_day_count_basis);
1864: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
1865: v_default_curve SYSTEM.QRM_VARCHAR_TABLE;
1866: BEGIN
1867: --xtr_risk_debug_pkg.start_debug('/sqlcom/out/findv11i','sktest.dbg');
1868: --xtr_risk_debug_pkg.start_debug;

Line 2102: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();

2098: SYSTEM.QRM_VARCHAR_TABLE(p_interpolation);
2099: v_data_side SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE(p_quote_basis);
2100: v_day_count_basis SYSTEM.QRM_VARCHAR_TABLE :=
2101: SYSTEM.QRM_VARCHAR_TABLE(p_day_count_basis);
2102: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2103: v_days_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2104: v_pvc_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2105: v_default_curve SYSTEM.QRM_VARCHAR_TABLE;
2106: v_ss_bid NUMBER;

Line 2103: v_days_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();

2099: v_data_side SYSTEM.QRM_VARCHAR_TABLE := SYSTEM.QRM_VARCHAR_TABLE(p_quote_basis);
2100: v_day_count_basis SYSTEM.QRM_VARCHAR_TABLE :=
2101: SYSTEM.QRM_VARCHAR_TABLE(p_day_count_basis);
2102: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2103: v_days_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2104: v_pvc_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2105: v_default_curve SYSTEM.QRM_VARCHAR_TABLE;
2106: v_ss_bid NUMBER;
2107: v_ss_ask NUMBER;

Line 2104: v_pvc_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();

2100: v_day_count_basis SYSTEM.QRM_VARCHAR_TABLE :=
2101: SYSTEM.QRM_VARCHAR_TABLE(p_day_count_basis);
2102: v_rates XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2103: v_days_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2104: v_pvc_array XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();
2105: v_default_curve SYSTEM.QRM_VARCHAR_TABLE;
2106: v_ss_bid NUMBER;
2107: v_ss_ask NUMBER;
2108: v_sm_bid NUMBER;

Line 2365: p_num_args IN OUT NOCOPY xtr_md_num_table) IS

2361: --added by jbrodsky 11/02/01
2362:
2363: PROCEDURE fxo_calculator(p_date_args IN SYSTEM.QRM_DATE_TABLE,
2364: p_varchar_args IN OUT NOCOPY SYSTEM.QRM_VARCHAR_TABLE,
2365: p_num_args IN OUT NOCOPY xtr_md_num_table) IS
2366:
2367: p_spot_date date := p_date_args(1);
2368: p_exp_date date := p_date_args(2);
2369: p_indicator varchar2(1) := p_varchar_args(1);

Line 2438: p_rates_table XTR_MD_NUM_TABLE;

2434: p_res_rho_for_put_bid number;
2435: p_res_rho_for_put_ask number;
2436:
2437: --Inputs for implied volatility calculation
2438: p_rates_table XTR_MD_NUM_TABLE;
2439: p_interest_rates XTR_MD_NUM_TABLE;
2440: p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE;
2441: p_rate_types SYSTEM.QRM_VARCHAR_TABLE;
2442: p_compound_freq XTR_MD_NUM_TABLE;

Line 2439: p_interest_rates XTR_MD_NUM_TABLE;

2435: p_res_rho_for_put_ask number;
2436:
2437: --Inputs for implied volatility calculation
2438: p_rates_table XTR_MD_NUM_TABLE;
2439: p_interest_rates XTR_MD_NUM_TABLE;
2440: p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE;
2441: p_rate_types SYSTEM.QRM_VARCHAR_TABLE;
2442: p_compound_freq XTR_MD_NUM_TABLE;
2443: p_spot_rates XTR_MD_NUM_TABLE;

Line 2442: p_compound_freq XTR_MD_NUM_TABLE;

2438: p_rates_table XTR_MD_NUM_TABLE;
2439: p_interest_rates XTR_MD_NUM_TABLE;
2440: p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE;
2441: p_rate_types SYSTEM.QRM_VARCHAR_TABLE;
2442: p_compound_freq XTR_MD_NUM_TABLE;
2443: p_spot_rates XTR_MD_NUM_TABLE;
2444: p_curve_types SYSTEM.QRM_VARCHAR_TABLE;
2445: p_curve_codes SYSTEM.QRM_VARCHAR_TABLE;
2446: p_base_currencies SYSTEM.QRM_VARCHAR_TABLE;

Line 2443: p_spot_rates XTR_MD_NUM_TABLE;

2439: p_interest_rates XTR_MD_NUM_TABLE;
2440: p_day_count_bases SYSTEM.QRM_VARCHAR_TABLE;
2441: p_rate_types SYSTEM.QRM_VARCHAR_TABLE;
2442: p_compound_freq XTR_MD_NUM_TABLE;
2443: p_spot_rates XTR_MD_NUM_TABLE;
2444: p_curve_types SYSTEM.QRM_VARCHAR_TABLE;
2445: p_curve_codes SYSTEM.QRM_VARCHAR_TABLE;
2446: p_base_currencies SYSTEM.QRM_VARCHAR_TABLE;
2447: p_contra_currencies SYSTEM.QRM_VARCHAR_TABLE;

Line 3023: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);

3019:
3020:
3021:
3022: if (p_implied_vol_call_put = 'BUYCALL') THEN
3023: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);
3024: p_spot_rate:=p_spot_rates(2);
3025: p_option_indicator:='C';
3026: elsif (p_implied_vol_call_put = 'BUYPUT') THEN
3027: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);

Line 3027: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);

3023: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);
3024: p_spot_rate:=p_spot_rates(2);
3025: p_option_indicator:='C';
3026: elsif (p_implied_vol_call_put = 'BUYPUT') THEN
3027: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);
3028: p_spot_rate:=p_spot_rates(1);
3029: p_option_indicator:='P';
3030: elsif (p_implied_vol_call_put = 'SELLCALL') THEN
3031: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);

Line 3031: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);

3027: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);
3028: p_spot_rate:=p_spot_rates(1);
3029: p_option_indicator:='P';
3030: elsif (p_implied_vol_call_put = 'SELLCALL') THEN
3031: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);
3032: p_spot_rate:=p_spot_rates(1);
3033: p_option_indicator:='C';
3034: elsif (p_implied_vol_call_put = 'SELLPUT') THEN
3035: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);

Line 3035: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);

3031: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_bid, p_for_int_rate_ask);
3032: p_spot_rate:=p_spot_rates(1);
3033: p_option_indicator:='C';
3034: elsif (p_implied_vol_call_put = 'SELLPUT') THEN
3035: p_interest_rates:=xtr_md_num_table(p_dom_int_rate_ask, p_for_int_rate_bid);
3036: p_spot_rate:=p_spot_rates(2);
3037: p_option_indicator:='P';
3038: END IF;
3039:

Line 3045: p_compound_freq:=XTR_MD_NUM_TABLE(1, 1);

3041: p_rate_types:= SYSTEM.QRM_VARCHAR_TABLE(p_rate_type, p_rate_type);
3042:
3043:
3044: --Must give dummy values to compound freq
3045: p_compound_freq:=XTR_MD_NUM_TABLE(1, 1);
3046:
3047:
3048:
3049: