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APPS.QRM_MM_FORMULAS dependencies on XTR_MD_NUM_TABLE

Line 153: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,

149: representing days to maturity; k=1,2,3,...
150: - p_days_in_year = number of days in a year
151: */
152:
153: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,
154: p_days_array IN XTR_MD_NUM_TABLE,
155: p_days_in_year NUMBER)
156: RETURN NUMBER;
157:

Line 154: p_days_array IN XTR_MD_NUM_TABLE,

150: - p_days_in_year = number of days in a year
151: */
152:
153: FUNCTION duration(p_pvc_array IN XTR_MD_NUM_TABLE,
154: p_days_array IN XTR_MD_NUM_TABLE,
155: p_days_in_year NUMBER)
156: RETURN NUMBER;
157:
158:

Line 188: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k

184: /*
185: Calculates BOND CONVEXITY as specified in: Robert Steiner, Mastering Financial Calculations, p.112
186:
187: The arguments are defined as follows:
188: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k
189: corresponds to kth cashflow; k=1,2,3,...
190: - p_days_array = number of days until kth cashflow, stored in
191: xtr_md_num_table; each kth element correspons to kth
192: cashflow; k=1,2,3,...

Line 191: xtr_md_num_table; each kth element correspons to kth

187: The arguments are defined as follows:
188: - p_cf_array = cashflows stored in xtr_md_num_table; value at index k
189: corresponds to kth cashflow; k=1,2,3,...
190: - p_days_array = number of days until kth cashflow, stored in
191: xtr_md_num_table; each kth element correspons to kth
192: cashflow; k=1,2,3,...
193: - p_num_payments = number of payments per year
194: - p_yield = yield per annum based on p_num_payments per year (YTM)
195: - p_days_in_year = number of days in year

Line 199: FUNCTION bond_convexity(p_cf_array XTR_MD_NUM_TABLE,

195: - p_days_in_year = number of days in year
196: - p_dirty_price = dirty price of bond
197: */
198:
199: FUNCTION bond_convexity(p_cf_array XTR_MD_NUM_TABLE,
200: p_days_array XTR_MD_NUM_TABLE,
201: p_num_payments NUMBER,
202: p_yield NUMBER,
203: p_days_in_year NUMBER,

Line 200: p_days_array XTR_MD_NUM_TABLE,

196: - p_dirty_price = dirty price of bond
197: */
198:
199: FUNCTION bond_convexity(p_cf_array XTR_MD_NUM_TABLE,
200: p_days_array XTR_MD_NUM_TABLE,
201: p_num_payments NUMBER,
202: p_yield NUMBER,
203: p_days_in_year NUMBER,
204: p_dirty_price NUMBER)

Line 384: p_interest_rates IN XTR_MD_NUM_TABLE,

380:
381: FUNCTION calculate_implied_volatility(p_indicator IN VARCHAR2,
382: p_spot_date IN DATE,
383: p_expiration_date IN DATE,
384: p_interest_rates IN XTR_MD_NUM_TABLE,
385: p_day_count_basis IN SYSTEM.QRM_VARCHAR_TABLE,
386: p_rate_type IN SYSTEM.QRM_VARCHAR_TABLE,
387: p_compound_freq IN XTR_MD_NUM_TABLE,
388: p_spot_rate IN NUMBER,

Line 387: p_compound_freq IN XTR_MD_NUM_TABLE,

383: p_expiration_date IN DATE,
384: p_interest_rates IN XTR_MD_NUM_TABLE,
385: p_day_count_basis IN SYSTEM.QRM_VARCHAR_TABLE,
386: p_rate_type IN SYSTEM.QRM_VARCHAR_TABLE,
387: p_compound_freq IN XTR_MD_NUM_TABLE,
388: p_spot_rate IN NUMBER,
389: p_strike_rate IN NUMBER,
390: p_option_price IN NUMBER,
391: p_option_type IN VARCHAR2,

Line 517: p_transaction_nos IN XTR_MD_NUM_TABLE,--inc order

513: p_settle_date IN DATE, -- for TMM/RTMM
514: p_margin IN NUMBER,
515: p_last_rec_trans_no IN NUMBER,
516: p_day_count_basis IN VARCHAR2,-- int rates
517: p_transaction_nos IN XTR_MD_NUM_TABLE,--inc order
518: p_start_dates IN SYSTEM.QRM_DATE_TABLE,
519: p_maturity_dates IN SYSTEM.QRM_DATE_TABLE,
520: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
521: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest

Line 522: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest

518: p_start_dates IN SYSTEM.QRM_DATE_TABLE,
519: p_maturity_dates IN SYSTEM.QRM_DATE_TABLE,
520: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
521: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest
522: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest
523: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
524: p_interest_rates IN XTR_MD_NUM_TABLE,
525: -- interest settled for IRS/TMM
526: -- amount due for RTMM

Line 524: p_interest_rates IN XTR_MD_NUM_TABLE,

520: p_settle_dates IN SYSTEM.QRM_DATE_TABLE,
521: p_coupon_due_on_dates IN SYSTEM.QRM_DATE_TABLE, -- prepaid interest
522: p_interest_refunds IN XTR_MD_NUM_TABLE, -- prepaid interest
523: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
524: p_interest_rates IN XTR_MD_NUM_TABLE,
525: -- interest settled for IRS/TMM
526: -- amount due for RTMM
527: p_interest_settled IN XTR_MD_NUM_TABLE,
528: -- nvl(p_principal_adjusts, 0) before calling

Line 527: p_interest_settled IN XTR_MD_NUM_TABLE,

523: p_principal_actions IN SYSTEM.QRM_VARCHAR_TABLE,
524: p_interest_rates IN XTR_MD_NUM_TABLE,
525: -- interest settled for IRS/TMM
526: -- amount due for RTMM
527: p_interest_settled IN XTR_MD_NUM_TABLE,
528: -- nvl(p_principal_adjusts, 0) before calling
529: p_principal_adjusts IN XTR_MD_NUM_TABLE,
530: p_accum_interests IN XTR_MD_NUM_TABLE,
531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340

Line 529: p_principal_adjusts IN XTR_MD_NUM_TABLE,

525: -- interest settled for IRS/TMM
526: -- amount due for RTMM
527: p_interest_settled IN XTR_MD_NUM_TABLE,
528: -- nvl(p_principal_adjusts, 0) before calling
529: p_principal_adjusts IN XTR_MD_NUM_TABLE,
530: p_accum_interests IN XTR_MD_NUM_TABLE,
531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340
532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM

Line 530: p_accum_interests IN XTR_MD_NUM_TABLE,

526: -- amount due for RTMM
527: p_interest_settled IN XTR_MD_NUM_TABLE,
528: -- nvl(p_principal_adjusts, 0) before calling
529: p_principal_adjusts IN XTR_MD_NUM_TABLE,
530: p_accum_interests IN XTR_MD_NUM_TABLE,
531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340
532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
534: p_side IN OUT NOCOPY VARCHAR2,

Line 531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340

527: p_interest_settled IN XTR_MD_NUM_TABLE,
528: -- nvl(p_principal_adjusts, 0) before calling
529: p_principal_adjusts IN XTR_MD_NUM_TABLE,
530: p_accum_interests IN XTR_MD_NUM_TABLE,
531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340
532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
534: p_side IN OUT NOCOPY VARCHAR2,
535: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,

Line 532: p_balance_outs IN XTR_MD_NUM_TABLE,

528: -- nvl(p_principal_adjusts, 0) before calling
529: p_principal_adjusts IN XTR_MD_NUM_TABLE,
530: p_accum_interests IN XTR_MD_NUM_TABLE,
531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340
532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
534: p_side IN OUT NOCOPY VARCHAR2,
535: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
536: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,

Line 535: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,

531: p_accum_interests_bf IN XTR_MD_NUM_TABLE,-- bug 2807340
532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
534: p_side IN OUT NOCOPY VARCHAR2,
535: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
536: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,
537: p_annual_basis IN OUT NOCOPY NUMBER,
538: p_trans_rate IN OUT NOCOPY NUMBER,
539: p_accrued_int IN OUT NOCOPY NUMBER,

Line 536: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,

532: p_balance_outs IN XTR_MD_NUM_TABLE,
533: p_settle_term_interests IN SYSTEM.QRM_VARCHAR_TABLE,--TMM
534: p_side IN OUT NOCOPY VARCHAR2,
535: p_pv_cashflows IN OUT NOCOPY XTR_MD_NUM_TABLE,
536: p_cf_days IN OUT NOCOPY XTR_MD_NUM_TABLE,
537: p_annual_basis IN OUT NOCOPY NUMBER,
538: p_trans_rate IN OUT NOCOPY NUMBER,
539: p_accrued_int IN OUT NOCOPY NUMBER,
540: p_fair_value IN OUT NOCOPY NUMBER);