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APPS.QRM_MM_FORMULAS dependencies on XTR_MD_NUM_TABLE

Line 228: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,

224: representing days to maturity
225: - p_days_in_year = number of days in a year
226: */
227:
228: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,
229: p_days_array IN XTR_MD_NUM_TABLE,
230: p_days_in_year IN NUMBER)
231: RETURN NUMBER IS
232:

Line 229: p_days_array IN XTR_MD_NUM_TABLE,

225: - p_days_in_year = number of days in a year
226: */
227:
228: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,
229: p_days_array IN XTR_MD_NUM_TABLE,
230: p_days_in_year IN NUMBER)
231: RETURN NUMBER IS
232:
233: p_num_sum NUMBER := 0;

Line 326: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k

322: /*
323: Calculates BOND CONVEXITY as specified in: Robert Steiner, Mastering Financial Calculations, p.112
324:
325: The arguments are defined as follows:
326: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k
327: corresponds to kth cashflow; k = 1,2,3,...
328: - p_days_array = number of days until kth cashflow, stored in
329: xtr_md_num_table; each kth element correspons to kth
330: cashflow; k = 1,2,3,...

Line 329: xtr_md_num_table; each kth element correspons to kth

325: The arguments are defined as follows:
326: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k
327: corresponds to kth cashflow; k = 1,2,3,...
328: - p_days_array = number of days until kth cashflow, stored in
329: xtr_md_num_table; each kth element correspons to kth
330: cashflow; k = 1,2,3,...
331: - p_num_payments = number of payments per year
332: - p_yield = yield per annum based on p_num_payments per year (YTM)
333: - p_days_in_year = number of days in year

Line 339: FUNCTION bond_convexity(p_cf_array IN XTR_MD_NUM_TABLE,

335:
336: Note: yield rate is assumed to be in percentage form.
337: */
338:
339: FUNCTION bond_convexity(p_cf_array IN XTR_MD_NUM_TABLE,
340: p_days_array IN XTR_MD_NUM_TABLE,
341: p_num_payments IN NUMBER,
342: p_yield IN NUMBER,
343: p_days_in_year IN NUMBER,

Line 340: p_days_array IN XTR_MD_NUM_TABLE,

336: Note: yield rate is assumed to be in percentage form.
337: */
338:
339: FUNCTION bond_convexity(p_cf_array IN XTR_MD_NUM_TABLE,
340: p_days_array IN XTR_MD_NUM_TABLE,
341: p_num_payments IN NUMBER,
342: p_yield IN NUMBER,
343: p_days_in_year IN NUMBER,
344: p_dirty_price IN NUMBER)

Line 594: p_interest_rates IN XTR_MD_NUM_TABLE,

590:
591: FUNCTION calculate_implied_volatility(p_indicator IN VARCHAR2,
592: p_spot_date IN DATE,
593: p_expiration_date IN DATE,
594: p_interest_rates IN XTR_MD_NUM_TABLE,
595: p_day_count_basis IN SYSTEM.QRM_VARCHAR_TABLE,
596: p_rate_type IN SYSTEM.QRM_VARCHAR_TABLE,
597: p_compound_freq IN XTR_MD_NUM_TABLE,
598: p_spot_rate IN NUMBER,

Line 597: p_compound_freq IN XTR_MD_NUM_TABLE,

593: p_expiration_date IN DATE,
594: p_interest_rates IN XTR_MD_NUM_TABLE,
595: p_day_count_basis IN SYSTEM.QRM_VARCHAR_TABLE,
596: p_rate_type IN SYSTEM.QRM_VARCHAR_TABLE,
597: p_compound_freq IN XTR_MD_NUM_TABLE,
598: p_spot_rate IN NUMBER,
599: p_strike_rate IN NUMBER,
600: p_option_price IN NUMBER,
601: p_option_type IN VARCHAR2,

Line 1824: p_transaction_nos IN XTR_MD_NUM_TABLE,--inc order

1820: p_settle_date IN DATE, -- for TMM/RTMM
1821: p_margin IN NUMBER,
1822: p_last_rec_trans_no IN NUMBER,
1823: p_day_count_basis IN VARCHAR2,-- int rates
1824: p_transaction_nos IN XTR_MD_NUM_TABLE,--inc order
1825: p_start_dates IN SYSTEM.QRM_DATE_TABLE,
1826: p_maturity_dates IN SYSTEM.QRM_DATE_TABLE,
1827: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
1828: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest

Line 1829: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest

1825: p_start_dates IN SYSTEM.QRM_DATE_TABLE,
1826: p_maturity_dates IN SYSTEM.QRM_DATE_TABLE,
1827: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
1828: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest
1829: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest
1830: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
1831: p_interest_rates IN XTR_MD_NUM_TABLE,
1832: -- interest settled for TMM/IRS
1833: -- amount due for RTMM

Line 1831: p_interest_rates IN XTR_MD_NUM_TABLE,

1827: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
1828: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest
1829: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest
1830: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
1831: p_interest_rates IN XTR_MD_NUM_TABLE,
1832: -- interest settled for TMM/IRS
1833: -- amount due for RTMM
1834: p_interest_settled IN XTR_MD_NUM_TABLE,
1835: -- nvl(p_principal_adjusts, 0) before calling

Line 1834: p_interest_settled IN XTR_MD_NUM_TABLE,

1830: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
1831: p_interest_rates IN XTR_MD_NUM_TABLE,
1832: -- interest settled for TMM/IRS
1833: -- amount due for RTMM
1834: p_interest_settled IN XTR_MD_NUM_TABLE,
1835: -- nvl(p_principal_adjusts, 0) before calling
1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,
1837: p_accum_interests IN XTR_MD_NUM_TABLE,
1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340

Line 1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,

1832: -- interest settled for TMM/IRS
1833: -- amount due for RTMM
1834: p_interest_settled IN XTR_MD_NUM_TABLE,
1835: -- nvl(p_principal_adjusts, 0) before calling
1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,
1837: p_accum_interests IN XTR_MD_NUM_TABLE,
1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340
1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM

Line 1837: p_accum_interests IN XTR_MD_NUM_TABLE,

1833: -- amount due for RTMM
1834: p_interest_settled IN XTR_MD_NUM_TABLE,
1835: -- nvl(p_principal_adjusts, 0) before calling
1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,
1837: p_accum_interests IN XTR_MD_NUM_TABLE,
1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340
1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
1841: p_side IN OUT NOCOPY VARCHAR2,

Line 1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340

1834: p_interest_settled IN XTR_MD_NUM_TABLE,
1835: -- nvl(p_principal_adjusts, 0) before calling
1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,
1837: p_accum_interests IN XTR_MD_NUM_TABLE,
1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340
1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
1841: p_side IN OUT NOCOPY VARCHAR2,
1842: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,

Line 1839: p_balance_outs IN XTR_MD_NUM_TABLE,

1835: -- nvl(p_principal_adjusts, 0) before calling
1836: p_principal_adjusts IN XTR_MD_NUM_TABLE,
1837: p_accum_interests IN XTR_MD_NUM_TABLE,
1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340
1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
1841: p_side IN OUT NOCOPY VARCHAR2,
1842: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
1843: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,

Line 1842: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,

1838: p_accum_interests_bf IN XTR_MD_NUM_TABLE, -- bug 2807340
1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
1841: p_side IN OUT NOCOPY VARCHAR2,
1842: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
1843: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,
1844: p_annual_basis IN OUT NOCOPY NUMBER,
1845: p_trans_rate IN OUT NOCOPY NUMBER,
1846: p_accrued_int IN OUT NOCOPY NUMBER,

Line 1843: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,

1839: p_balance_outs IN XTR_MD_NUM_TABLE,
1840: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
1841: p_side IN OUT NOCOPY VARCHAR2,
1842: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
1843: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,
1844: p_annual_basis IN OUT NOCOPY NUMBER,
1845: p_trans_rate IN OUT NOCOPY NUMBER,
1846: p_accrued_int IN OUT NOCOPY NUMBER,
1847: p_fair_value IN OUT NOCOPY NUMBER) IS