APPS.XTR_MARKET_DATA_P dependencies on XTR_RATE_CONVERSION

Line 307: v_in_rec xtr_rate_conversion.df_in_rec_type;

303: FROM xtr_rm_md_curves
304: WHERE curve_code = p_in_rec.p_curve_code;
305:
306: TYPE dcb_table IS TABLE OF VARCHAR2(15); -- day count basis table
307: v_in_rec xtr_rate_conversion.df_in_rec_type;
308: v_out_rec xtr_rate_conversion.df_out_rec_type;
309: v_hol_in_rec following_holiday_in_rec_type;
310: v_hol_out_rec following_holiday_out_rec_type;
311: v_X XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();--for day count

Line 308: v_out_rec xtr_rate_conversion.df_out_rec_type;

304: WHERE curve_code = p_in_rec.p_curve_code;
305:
306: TYPE dcb_table IS TABLE OF VARCHAR2(15); -- day count basis table
307: v_in_rec xtr_rate_conversion.df_in_rec_type;
308: v_out_rec xtr_rate_conversion.df_out_rec_type;
309: v_hol_in_rec following_holiday_in_rec_type;
310: v_hol_out_rec following_holiday_out_rec_type;
311: v_X XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();--for day count
312: v_Y XTR_MD_NUM_TABLE := XTR_MD_NUM_TABLE();--for converted rate to ACT/ACT

Line 499: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,

495: v_day_count := v_X(v_count);
496: v_annual_basis := v_N(v_count);
497: END IF;
498: --convert the v_YO (original) rate
499: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,
500: v_annual_basis_i,
501: v_annual_basis,v_YO(v_count),
502: v_Y(v_count));
503: ---

Line 647: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,

643: v_day_count := v_X(v_count);
644: v_annual_basis := v_N(v_count);
645: END IF;
646: --convert the v_YO (original) rate
647: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,
648: v_annual_basis_i,
649: v_annual_basis,v_YO(v_count),
650: v_Y(v_count));
651: ---

Line 842: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);

838: v_in_rec.p_indicator := 'T';
839: v_in_rec.p_day_count := v_X(v_lo);
840: v_in_rec.p_annual_basis := v_N(v_lo);
841: v_in_rec.p_rate := v_Y(v_lo);
842: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);
843: v_Y(v_lo) := v_out_rec.p_result;
844: v_in_rec.p_day_count := v_X(v_hi);
845: v_in_rec.p_annual_basis := v_N(v_hi);
846: v_in_rec.p_rate := v_Y(v_hi);

Line 847: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);

843: v_Y(v_lo) := v_out_rec.p_result;
844: v_in_rec.p_day_count := v_X(v_hi);
845: v_in_rec.p_annual_basis := v_N(v_hi);
846: v_in_rec.p_rate := v_Y(v_hi);
847: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);
848: v_Y(v_hi) := v_out_rec.p_result;
849: df_exponential_interpolation('I',v_xval,v_X(v_lo),v_X(v_hi),v_Y(v_lo),
850: v_Y(v_hi), v_dummy);
851:

Line 862: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);

858: --convert back to yield rate
859: v_in_rec.p_indicator := 'F';
860: v_in_rec.p_day_count := v_xval;
861: v_in_rec.p_rate := v_dummy;
862: xtr_rate_conversion.discount_factor_conv(v_in_rec,v_out_rec);
863: v_dummy := v_out_rec.p_result;
864: ELSE
865: v_final := TRUE; --got the final answer, to be used later
866: END IF;

Line 908: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,

904: v_Ylo := v_Y(v_lo);
905: ELSE
906: v_Ylo := v_YO(v_lo);
907: END IF;
908: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,
909: v_annual_basis_i,
910: v_annual_basis,v_Ylo,
911: v_Y(v_lo));
912: END IF;

Line 943: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,

939: v_Yhi := v_Y(v_hi);
940: ELSE
941: v_Yhi := v_YO(v_hi);
942: END IF;
943: xtr_rate_conversion.day_count_basis_conv(v_day_count_i,v_day_count,
944: v_annual_basis_i,
945: v_annual_basis, v_Yhi,
946: v_Y(v_hi));
947: END IF;

Line 981: xtr_rate_conversion.day_count_basis_conv(v_day_count_i, v_day_count,

977: ELSE
978: v_day_count := v_xval;
979: v_annual_basis := v_annual_basis_out;
980: END IF;
981: xtr_rate_conversion.day_count_basis_conv(v_day_count_i, v_day_count,
982: v_annual_basis_i,
983: v_annual_basis,v_dummy,
984: p_out_rec.p_md_out);
985: v_dummy := p_out_rec.p_md_out;

Line 1007: xtr_rate_conversion.discount_factor_conv(v_in_rec, v_out_rec);

1003: v_in_rec.p_indicator := 'T';
1004: v_in_rec.p_day_count := v_day_count;
1005: v_in_rec.p_annual_basis := v_annual_basis;
1006: v_in_rec.p_rate := v_dummy;
1007: xtr_rate_conversion.discount_factor_conv(v_in_rec, v_out_rec);
1008: v_dummy := v_out_rec.p_result;
1009: --convert to discount rate if p_indicator = 'DR'
1010: ELSIF (UPPER(p_in_rec.p_indicator) = 'DR') THEN
1011: v_temp_rate := v_dummy;

Line 1012: xtr_rate_conversion.yield_to_discount_rate(v_temp_rate,

1008: v_dummy := v_out_rec.p_result;
1009: --convert to discount rate if p_indicator = 'DR'
1010: ELSIF (UPPER(p_in_rec.p_indicator) = 'DR') THEN
1011: v_temp_rate := v_dummy;
1012: xtr_rate_conversion.yield_to_discount_rate(v_temp_rate,
1013: v_day_count, v_annual_basis, v_dummy);
1014: END IF;
1015: END IF;
1016: