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APPS.XTR_REVAL_PROCESS_P dependencies on XTR_MM_COVERS

Line 4818: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;

4814: l_days_t2 NUMBER;
4815: l_year NUMBER;
4816: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4817: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4818: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4819: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4820: l_market_set VARCHAR2(30);
4821: l_rt1 NUMBER;
4822: l_rt2 NUMBER;

Line 4819: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;

4815: l_year NUMBER;
4816: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4817: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4818: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4819: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4820: l_market_set VARCHAR2(30);
4821: l_rt1 NUMBER;
4822: l_rt2 NUMBER;
4823: retcode NUMBER;

Line 4907: XTR_MM_COVERS.interest_forward_rate(r_mm_in, r_mm_out);

4903: r_mm_in.p_T1 := l_days_t2;
4904: r_mm_in.p_Rt := l_rt1;
4905: r_mm_in.p_Rt1 := l_rt2;
4906: r_mm_in.p_year_basis:= l_year;
4907: XTR_MM_COVERS.interest_forward_rate(r_mm_in, r_mm_out);
4908: fwd_rate := r_mm_out.p_fra_rate;
4909: End If;
4910:
4911: End If;

Line 4976: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;

4972: l_settle_rate NUMBER;
4973: l_discount_rate NUMBER;
4974: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4975: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4976: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4978: l_dummy NUMBER;
4979: l_dummy1 NUMBER;
4980: l_reval_rate NUMBER;

Line 4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;

4973: l_discount_rate NUMBER;
4974: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4975: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4976: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4978: l_dummy NUMBER;
4979: l_dummy1 NUMBER;
4980: l_reval_rate NUMBER;
4981: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

Line 4981: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4978: l_dummy NUMBER;
4979: l_dummy1 NUMBER;
4980: l_reval_rate NUMBER;
4981: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
4982: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
4983: retcode NUMBER;
4984: r_err_log err_log; -- record type
4985:

Line 4982: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

4978: l_dummy NUMBER;
4979: l_dummy1 NUMBER;
4980: l_reval_rate NUMBER;
4981: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
4982: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
4983: retcode NUMBER;
4984: r_err_log err_log; -- record type
4985:
4986: begin

Line 5035: XTR_MM_COVERS.fra_settlement_amount(r_fra_in, r_fra_out);

5031: r_fra_in.p_face_value := rec.face_value; -- deal's face_value_amount
5032: r_fra_in.p_day_count := l_day;
5033: r_fra_in.p_annual_basis := l_year;
5034: r_fra_in.p_deal_subtype := rec.deal_subtype;
5035: XTR_MM_COVERS.fra_settlement_amount(r_fra_in, r_fra_out);
5036: l_settle_amt := r_fra_out.p_settlement_amount;
5037:
5038: if(l_discount_date_method = 'REVAL') then
5039: if rec.deal_subtype = 'FUND' then

Line 5069: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

5065: r_mm_in.P_FUTURE_VAL := l_settle_amt;
5066: r_mm_in.P_RATE := l_discount_rate;
5067: r_mm_in.P_DAY_COUNT := l_day;
5068: r_mm_in.P_ANNUAL_BASIS := l_year;
5069: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5070:
5071: fair_value := r_mm_out.P_PRESENT_VAL;
5072: /*
5073: IF xtr_risk_debug_pkg.g_Debug THEN

Line 5187: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

5183: l_mature VARCHAR2(1);
5184: l_source VARCHAR2(1);
5185: l_deno NUMBER;
5186: l_numer NUMBER;
5187: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
5188: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
5189: r_err_log err_log; -- record type
5190: l_fx_param VARCHAR2(50);
5191: retcode NUMBER;

Line 5188: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

5184: l_source VARCHAR2(1);
5185: l_deno NUMBER;
5186: l_numer NUMBER;
5187: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
5188: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
5189: r_err_log err_log; -- record type
5190: l_fx_param VARCHAR2(50);
5191: retcode NUMBER;
5192:

Line 5412: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

5408: r_mm_in.P_INDICATOR := C_YIELD_IND;
5409: r_mm_in.P_RATE := p_sob_yield_rate;
5410: r_mm_in.P_DAY_COUNT := l_num_days;
5411: r_mm_in.P_ANNUAL_BASIS:= l_year_basis;
5412: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5413: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5414: /*
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');

Line 6563: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;

6559: currency_gl NUMBER;
6560: unrel_pl_value NUMBER;
6561: l_hedge_flag VARCHAR2(1);
6562: r_prev_hedge XTR_PREV_HEDGE;
6563: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
6564: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
6565: l_first_call NUMBER; -- bug 4145664 issue 12
6566: BEGIN
6567: LOG_MSG('Entering xtr_hedge_fwd_rate');

Line 6564: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;

6560: unrel_pl_value NUMBER;
6561: l_hedge_flag VARCHAR2(1);
6562: r_prev_hedge XTR_PREV_HEDGE;
6563: r_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
6564: r_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
6565: l_first_call NUMBER; -- bug 4145664 issue 12
6566: BEGIN
6567: LOG_MSG('Entering xtr_hedge_fwd_rate');
6568:

Line 6757: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

6753: r_mm_in.P_INDICATOR := C_YIELD_IND;
6754: r_mm_in.P_RATE := l_sob_yield_rate;
6755: r_mm_in.P_DAY_COUNT := l_no_of_days;
6756: r_mm_in.P_ANNUAL_BASIS:= l_year_basis;
6757: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
6758: l_end_fv := round(r_mm_out.P_PRESENT_VAL, l_round);
6759: end if;
6760:
6761: rec.fair_value := l_end_fv;

Line 7164: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;

7160: l_side VARCHAR2(5);
7161: l_rate_type VARCHAR2(1);
7162: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7163: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7164: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7165: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7166: l_day NUMBER;
7167: l_year NUMBER;
7168: l_int_rate NUMBER;

Line 7165: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;

7161: l_rate_type VARCHAR2(1);
7162: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7163: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7164: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7165: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7166: l_day NUMBER;
7167: l_year NUMBER;
7168: l_int_rate NUMBER;
7169: l_margin NUMBER;

Line 7246: XTR_MM_COVERS.present_value(r_present_in, r_present_out);

7242: r_present_in.p_future_val := l_parcel_amt;
7243: r_present_in.p_rate := p_revl_rate;
7244: r_present_in.p_day_count := l_day;
7245: r_present_in.p_annual_basis := l_year;
7246: XTR_MM_COVERS.present_value(r_present_in, r_present_out);
7247:
7248: fair_value := r_present_out.p_present_val;
7249:
7250: /* If trade date accounting is being used, the company parameter

Line 7280: XTR_MM_COVERS.present_value(r_present_in, r_present_out);

7276: r_present_in.p_future_val := l_parcel_amt;
7277: r_present_in.p_rate := p_revl_rate;
7278: r_present_in.p_day_count := l_day;
7279: r_present_in.p_annual_basis := l_year;
7280: XTR_MM_COVERS.present_value(r_present_in, r_present_out);
7281:
7282: fair_value := r_present_out.p_present_val;
7283: end if;
7284:

Line 8564: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;

8560: p_present_value OUT NOCOPY NUMBER) is
8561: l_buf Varchar2(500);
8562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8564: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8565: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8566: l_day NUMBER;
8567: l_year NUMBER;
8568: r_err_log err_log; -- record type

Line 8565: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;

8561: l_buf Varchar2(500);
8562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8564: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8565: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8566: l_day NUMBER;
8567: l_year NUMBER;
8568: r_err_log err_log; -- record type
8569: retcode NUMBER;

Line 8588: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);

8584: r_mm_in.p_future_val:= p_future_val;
8585: r_mm_in.p_rate := r_md_out.p_md_out;
8586: r_mm_in.p_day_count := l_day;
8587: r_mm_in.p_annual_basis := l_year;
8588: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
8589: p_present_value := r_mm_out.p_present_val;
8590: end if;
8591:
8592: IF xtr_risk_debug_pkg.g_Debug THEN

Line 9176: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;

9172: l_short_rate NUMBER;
9173: l_long_rate NUMBER;
9174: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9175: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9176: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9177: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9178: l_dummy NUMBER;
9179: l_dummy1 NUMBER;
9180: l_reval_rate NUMBER;

Line 9177: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;

9173: l_long_rate NUMBER;
9174: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9175: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9176: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9177: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9178: l_dummy NUMBER;
9179: l_dummy1 NUMBER;
9180: l_reval_rate NUMBER;
9181: r_err_log err_log; -- record type

Line 9248: XTR_MM_COVERS.black_option_price_cv(r_black_in, r_black_out);

9244: r_black_in.p_spot_date := rec.revldate;
9245: r_black_in.p_start_date := rec.start_date;
9246: r_black_in.p_maturity_date := rec.maturity_date;
9247: r_black_in.p_volatility := l_volatility;
9248: XTR_MM_COVERS.black_option_price_cv(r_black_in, r_black_out);
9249: rec.reval_rate := r_black_out.p_forward_forward_rate;
9250:
9251: if rec.deal_subtype in ('BCAP', 'SCAP') then
9252: fair_value := r_black_out.p_caplet_price;