Product: | QRM - Risk Management |
---|---|
Description: | Deals information for Risk Management Analyses grouped into Time-bucket period, where user access to company information is enforced. |
Implementation/DBA Data: | APPS.QRM_DISC_ANALYSIS_TB_V |
SELECT DA.ANALYSIS_NAME
, C.START_DATE TB_START_DATE
, C.END_DATE TB_END_DATE
, V.DEAL_NO
, V.TRANSACTION_NO
, V.MARKET_DATA_SET
, V.CALL_OR_PUT
, V.OPTION_STYLE
, V.ISSUER_CODE
, V.COMPANY_CODE
, V.DEALER_CODE
, V.CLIENT_CODE
, V.CPARTY_CODE
, V.PORTFOLIO_CODE
, V.LINK_CODE
, V.PRICING_MODEL
, V.DEAL_CCY
, V.BUY_CCY
, V.SELL_CCY
, V.FOREIGN_CCY
, V.DOMESTIC_CCY
, V.BASE_CCY
, V.CONTRA_CCY
, V.SENSITIVITY_CCY
, V.PREMIUM_CCY
, V.BUY_AMOUNT
, V.SELL_AMOUNT
, V.FOREIGN_AMOUNT
, V.DOMESTIC_AMOUNT
, V.BASE_CCY_AMOUNT
, V.CONTRA_CCY_AMOUNT
, V.START_AMOUNT
, V.FACE_VALUE
, V.INTEREST
, V.ACCUM_INTEREST_BF
, V.ACCUM_INT_ACTION
, V.ACCRUED_INTEREST ACCRUED_INTEREST_PRICE
, V.INTEREST_SETTLED
, V.DEAL_DATE
, V.END_DATE
, ST.USER_DEAL_SUBTYPE
, DT.USER_DEAL_TYPE
, V.DISCOUNT_YIELD
, V.EXPIRATION_DATE
, V.MATURITY_DATE
, V.NO_OF_DAYS
, V.MARKET_TYPE
, V.INSTR_TYPE
, V.MM_FX_INSTR_TYPE
, V.VALUE_DATE
, V.SETTLE_DATE
, V.PREMIUM_AMOUNT
, V.PRODUCT_TYPE
, V.START_DATE
, V.PHY_START_DATE
, V.KNOCK_TYPE
, V.KNOCK_LEVEL
, V.KNOCK_EXECUTE_DATE
, V.INITIAL_BASIS
, V.INT_SWAP_REF
, V.INT_REF
, V.BOND_ISSUE_CODE
, V.SECURITY_ID
, V.REF_SPOT_RATE
, V.COUPON_ACTION
, V.MARGIN
, V.TRANSACTION_RATE
, V.INTEREST_FREQUENCY
, V.COUPON_FREQUENCY
, V.DAY_COUNT_BASIS
, V.QUANTITY_REMAINING
, V.QUANTITY_REMAINING_USD
, V.QUANTITY_REMAINING_SOB
, V.ROUNDING_TYPE
, V.DAY_COUNT_TYPE
, V.PREPAID_INTEREST
, DC.SOB_CCY
, DC.BASE_CCY_AMOUNT_USD
, DC.BASE_CCY_AMOUNT_SOB
, DC.CONTRA_CCY_AMOUNT_USD
, DC.CONTRA_CCY_AMOUNT_SOB
, DC.FOREIGN_AMOUNT_USD
, DC.FOREIGN_AMOUNT_SOB
, DC.DOMESTIC_AMOUNT_USD
, DC.DOMESTIC_AMOUNT_SOB
, DC.BUY_AMOUNT_USD
, DC.BUY_AMOUNT_SOB
, DC.SELL_AMOUNT_USD
, DC.SELL_AMOUNT_SOB
, DC.DAYS
, DC.FX_REVAL_RATE
, DC.MM_REVAL_RATE
, DC.FX_TRANS_RATE
, DC.MM_TRANS_RATE
, DC.FAIR_VALUE
, DC.FAIR_VALUE_USD
, DC.FAIR_VALUE_SOB
, DC.GAP_AMOUNT
, DC.GAP_AMOUNT_USD
, DC.GAP_AMOUNT_SOB
, DC.MATURITY_AMOUNT
, DC.MATURITY_AMOUNT_USD
, DC.MATURITY_AMOUNT_SOB
, DC.PREMIUM_AMOUNT_USD
, DC.PREMIUM_AMOUNT_SOB
, DC.ACCRUED_INTEREST
, DC.ACCRUED_INTEREST_USD
, DC.ACCRUED_INTEREST_SOB
, DC.DURATION
, DC.MODIFIED_DURATION
, DC.CONVEXITY
, DC.DELTA
, DC.GAMMA
, DC.THETA
, DC.RHO_FOREIGN
, DC.RHO_DOMESTIC
, DC.VEGA
, DC.POS_BPV
, DC.POS_DELTA
, DC.POS_GAMMA
, DC.POS_RHO_FOREIGN
, DC.POS_RHO_DOMESTIC
, DC.POS_VEGA
, DC.VOLATILITY
, DC.GAP_DATE
, DC.RHO
, DC.RHO_BASE
, DC.RHO_CONTRA
, DC.POS_RHO
, DC.POS_RHO_USD
, DC.POS_RHO_SOB
, DC.POS_RHO_BASE
, DC.POS_RHO_BASE_USD
, DC.POS_RHO_BASE_SOB
, DC.POS_RHO_CONTRA
, DC.POS_RHO_CONTRA_USD
, DC.POS_RHO_CONTRA_SOB
, DC.POS_RHO_FOREIGN_USD
, DC.POS_RHO_FOREIGN_SOB
, DC.POS_RHO_DOMESTIC_USD
, DC.POS_RHO_DOMESTIC_SOB
, DC.POS_BPV_USD
, DC.POS_BPV_SOB
, DC.POS_DELTA_USD
, DC.POS_DELTA_SOB
, DC.POS_GAMMA_USD
, DC.POS_GAMMA_SOB
, DC.POS_THETA
, DC.POS_THETA_USD
, DC.POS_THETA_SOB
, DC.POS_VEGA_USD
, DC.POS_VEGA_SOB
, DC.YIELD_TO_MATURITY
, DC.LAST_MD_CALC_DATE
, DC.TRANSACTION_PRICE
, DC.TRANSACTION_PRICE_USD
, DC.TRANSACTION_PRICE_SOB
, DC.REVALUATION_PRICE
, DC.REVALUATION_PRICE_USD
, DC.REVALUATION_PRICE_SOB
, TB.INTEREST_BASIS
, TB.OUTSTANDING_AMOUNT
, TB.OUTSTANDING_AMOUNT_USD
, TB.OUTSTANDING_AMOUNT_SOB
, TB.COUPON_RATE
, TB.NEXT_COUPON_DATE
, TB.AMT_QTY_OUT
, TB.AMT_QTY_OUT_USD
, TB.AMT_QTY_OUT_SOB
, PI1.FULL_NAME COMPANY_NAME
, PI2.FULL_NAME CPARTY_NAME
, ST.NAME DEAL_SUBTYPE_NAME
, DT.NAME DEAL_TYPE_NAME
, P.PRODUCT_DESC PRODUCT_TYPE_DESC
FROM QRM_DEAL_CALCULATIONS DC
, QRM_DEALS_ANALYSES DA
, QRM_CURRENT_DEALS_V V
, QRM_SAVED_ANALYSES_COL C
, QRM_TB_CALCULATIONS TB
, XTR_DEAL_TYPES DT
, XTR_DEAL_SUBTYPES ST
, XTR_PRODUCT_TYPES P
, XTR_PARTY_INFO PI1
, XTR_PARTY_INFO PI2
WHERE DT.DEAL_TYPE = V.DEAL_TYPE
AND (ST.DEAL_TYPE = V.DEAL_TYPE
AND ST.DEAL_SUBTYPE = V.DEAL_SUBTYPE)
AND (P.DEAL_TYPE(+) = V.DEAL_TYPE
AND P.PRODUCT_TYPE(+) = V.PRODUCT_TYPE)
AND V.COMPANY_CODE = PI1.PARTY_CODE
AND V.CPARTY_CODE = PI2.PARTY_CODE(+)
AND DA.DEAL_CALC_ID=DC.DEAL_CALC_ID
AND DC.DEAL_NO=V.DEAL_NO
AND DC.TRANSACTION_NO=V.TRANSACTION_NO
AND C.ANALYSIS_NAME=DA.ANALYSIS_NAME
AND V.DEAL_DATE<=C.END_DATE
AND (V.END_DATE IS NULL OR C.END_DATE<=V.END_DATE)
AND DC.DEAL_NO=TB.DEAL_NO
AND DC.TRANSACTION_NO=TB.TRANSACTION_NO
AND (C.END_DATE>=TB.POS_START_DATE OR TB.POS_START_DATE IS NULL)
AND (TB.POS_END_DATE IS NULL OR C.END_DATE Columns