APPS.XTR_RATE_CONVERSION dependencies on XTR_RATE_CONVERSION

Line 1: PACKAGE BODY XTR_RATE_CONVERSION AS

1: PACKAGE BODY XTR_RATE_CONVERSION AS
2: /* $Header: xtrrtcvb.pls 120.1 2005/06/29 09:32:59 rjose ship $ */
3:
4: --
5: -- Converts a discount rate to a yield rate.

Line 537: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;

533: v_day_count_act NUMBER;
534: v_ann_basis_act NUMBER;
535: v_rate NUMBER;
536: v_cf_necessary BOOLEAN := FALSE;
537: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;
538: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;
539:
540: BEGIN
541: --Determine whether p_compounding_freq is necessary

Line 538: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;

534: v_ann_basis_act NUMBER;
535: v_rate NUMBER;
536: v_cf_necessary BOOLEAN := FALSE;
537: v_rc_in xtr_rate_conversion.rate_conv_in_rec_type;
538: v_rc_out xtr_rate_conversion.rate_conv_out_rec_type;
539:
540: BEGIN
541: --Determine whether p_compounding_freq is necessary
542: IF p_in_rec.p_rate_type='P' THEN

Line 564: xtr_rate_conversion.rate_conv_simple_annualized(v_rc_in, v_rc_out);

560: v_rc_in.p_rate_in := p_in_rec.p_rate;
561: v_rc_in.p_start_date := p_in_rec.p_spot_date;
562: v_rc_in.p_end_date := p_in_rec.p_future_date;
563: v_rc_in.p_compound_freq_in := p_in_rec.p_compound_freq;
564: xtr_rate_conversion.rate_conv_simple_annualized(v_rc_in, v_rc_out);
565: v_rate := v_rc_out.p_rate_out;
566: --get annual basis and day count based on the given day count basis
567: xtr_calc_p.calc_days_run_c(p_in_rec.p_spot_date,
568: p_in_rec.p_future_date,

Line 703: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);

699: v_rc_in.p_rate_in := p_in_rec.p_rate_in;
700: v_rc_in.p_start_date := p_in_rec.p_start_date;
701: v_rc_in.p_end_date := p_in_rec.p_end_date;
702: v_rc_in.p_compound_freq_in := p_in_rec.p_compound_freq_in;
703: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);
704: p_out_rec.p_rate_out := v_rc_out.p_rate_out;
705: END IF;
706: ELSE --convert to annually compounding
707: --only converts if not Annually compounding rate already

Line 726: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);

722: v_rc_in.p_start_date := p_in_rec.p_start_date;
723: v_rc_in.p_end_date := p_in_rec.p_end_date;
724: v_rc_in.p_compound_freq_in := p_in_rec.p_compound_freq_in;
725: v_rc_in.p_compound_freq_out := 1;
726: xtr_rate_conversion.rate_conversion(v_rc_in, v_rc_out);
727: p_out_rec.p_rate_out := v_rc_out.p_rate_out;
728: END IF;
729: END IF;
730: END rate_conv_simple_annualized;