APPS.XTR_FX_FORMULAS dependencies on XTR_MM_FORMULAS

Line 159: XTR_MM_FORMULAS.GROWTH_FACTOR(p_base_curr_int_rate,

155: v_rate_contra NUMBER;
156:
157: BEGIN
158:
159: XTR_MM_FORMULAS.GROWTH_FACTOR(p_base_curr_int_rate,
160: p_day_count_base,
161: p_annual_basis_base,
162: v_rate_base);
163: XTR_MM_FORMULAS.GROWTH_FACTOR(p_contra_curr_int_rate,

Line 163: XTR_MM_FORMULAS.GROWTH_FACTOR(p_contra_curr_int_rate,

159: XTR_MM_FORMULAS.GROWTH_FACTOR(p_base_curr_int_rate,
160: p_day_count_base,
161: p_annual_basis_base,
162: v_rate_base);
163: XTR_MM_FORMULAS.GROWTH_FACTOR(p_contra_curr_int_rate,
164: p_day_count_contra,
165: p_annual_basis_contra,
166: v_rate_contra);
167: p_forward_rate := p_spot_rate*(v_rate_contra/v_rate_base);

Line 243: v_cum_normdist_in_rec xtr_mm_formulas.cum_normdist_in_rec_type;

239: n_d2 NUMBER;
240: n_d1_a NUMBER;
241: n_d2_a NUMBER;
242:
243: v_cum_normdist_in_rec xtr_mm_formulas.cum_normdist_in_rec_type;
244: v_cum_normdist_out_rec xtr_mm_formulas.cum_normdist_out_rec_type;
245:
246: BEGIN
247:

Line 244: v_cum_normdist_out_rec xtr_mm_formulas.cum_normdist_out_rec_type;

240: n_d1_a NUMBER;
241: n_d2_a NUMBER;
242:
243: v_cum_normdist_in_rec xtr_mm_formulas.cum_normdist_in_rec_type;
244: v_cum_normdist_out_rec xtr_mm_formulas.cum_normdist_out_rec_type;
245:
246: BEGIN
247:
248: d1 := (LN(l_spot_rate/l_strike_rate) + (r-r_f + POWER(v,2)/2)*t) / (v * SQRT(t));

Line 253: xtr_mm_formulas.cumulative_norm_distribution

249: d2 := d1 - v*SQRT(t);
250:
251: v_cum_normdist_in_rec.p_d1 := d1;
252: v_cum_normdist_in_rec.p_d2 := d2;
253: xtr_mm_formulas.cumulative_norm_distribution
254: (v_cum_normdist_in_rec, v_cum_normdist_out_rec);
255:
256: n_d1 := v_cum_normdist_out_rec.p_n_d1;
257: n_d2 := v_cum_normdist_out_rec.p_n_d2;

Line 355: xtr_risk_debug_pkg.dpush('FX_SPOT_RATE: ' || 'XTR_MM_FORMULAS.FX_GK_OPTION_PRICE_CV');

351: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;
352:
353: BEGIN
354: IF xtr_risk_debug_pkg.g_Debug THEN
355: xtr_risk_debug_pkg.dpush('FX_SPOT_RATE: ' || 'XTR_MM_FORMULAS.FX_GK_OPTION_PRICE_CV');
356: END IF;
357:
358: --get number of days in Actual/365 -- bug 3509267
359: xtr_calc_p.calc_days_run_c(p_in_rec.p_spot_date, p_in_rec.p_maturity_date,

Line 422: xtr_risk_debug_pkg.dpop('FX_SPOT_RATE: ' || 'XTR_MM_FORMULAS.FX_GK_OPTION_PRICE_CV');

418: p_out_rec.p_fx_fwd_rate, p_out_rec.p_nd1, p_out_rec.p_nd2,
419: p_out_rec.p_nd1_a, p_out_rec.p_nd2_a);
420:
421: IF xtr_risk_debug_pkg.g_Debug THEN
422: xtr_risk_debug_pkg.dpop('FX_SPOT_RATE: ' || 'XTR_MM_FORMULAS.FX_GK_OPTION_PRICE_CV');
423: END IF;
424: END fx_gk_option_price_cv;
425:
426: --added by sankim 9/12/01