1 PACKAGE XTR_CALCULATION_P AS
2 /* $Header: xtrprc2s.pls 120.2 2005/06/29 10:37:07 rjose ship $ */
3 --
4 -- Stored procedures/functions
5 --
6 PROCEDURE CALC_OPTION_PRICES(time_in_days IN NUMBER,
7 int_rate IN NUMBER,
8 market_price IN NUMBER,
9 strike_price IN NUMBER,
10 vol IN NUMBER,
11 l_delta_call IN OUT NOCOPY NUMBER,
12 l_delta_put IN OUT NOCOPY NUMBER,
13 l_theta_call IN OUT NOCOPY NUMBER,
14 l_theta_put IN OUT NOCOPY NUMBER,
15 l_rho_call IN OUT NOCOPY NUMBER,
16 l_rho_put IN OUT NOCOPY NUMBER,
17 l_gamma IN OUT NOCOPY NUMBER,
18 l_vega IN OUT NOCOPY NUMBER,
19 l_call_price IN OUT NOCOPY NUMBER,
20 l_put_price IN OUT NOCOPY NUMBER);
21
22
23 PROCEDURE CALC_FX_OPTION_PRICES(
24 l_days IN NUMBER,
25 l_base_int_rate IN NUMBER,
26 l_contra_int_rate IN NUMBER,
27 l_spot_rate IN NUMBER,
28 l_strike_rate IN NUMBER,
29 vol IN NUMBER,
30 l_delta_call IN OUT NOCOPY NUMBER,
31 l_delta_put IN OUT NOCOPY NUMBER,
32 l_theta_call IN OUT NOCOPY NUMBER,
33 l_theta_put IN OUT NOCOPY NUMBER,
34 l_rho_call IN OUT NOCOPY NUMBER,
35 l_rho_put IN OUT NOCOPY NUMBER,
36 l_gamma IN OUT NOCOPY NUMBER,
37 l_vega IN OUT NOCOPY NUMBER,
38 l_call_price IN OUT NOCOPY NUMBER,
39 l_put_price IN OUT NOCOPY NUMBER,
40 l_fwd_rate IN OUT NOCOPY NUMBER );
41
42 PROCEDURE CALC_RTM_ROLLOVER(
43 errbuf OUT NOCOPY VARCHAR2,
44 retcode OUT NOCOPY NUMBER,
45 P_DEAL_SUBTYPE IN VARCHAR2,
46 P_PRODUCT_TYPE IN VARCHAR2,
47 P_PAYMENT_SCHEDULE_CODE IN VARCHAR2);
48
49 PROCEDURE EXTEND_RTM_ROLLOVER(
50 errbuf OUT NOCOPY VARCHAR2,
51 retcode OUT NOCOPY NUMBER,
52 P_DEAL_SUBTYPE IN VARCHAR2,
53 P_PRODUCT_TYPE IN VARCHAR2,
54 P_PAYMENT_SCHEDULE_CODE IN VARCHAR2);
55
56
57 END XTR_CALCULATION_P;
[Home] [Help]