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APPS.QRM_FX_FORMULAS dependencies on XTR_MARKET_DATA_P

Line 610: p_md_in xtr_market_data_p.md_from_set_in_rec_type;

606: p_strike NUMBER;
607: p_call_price NUMBER;
608: p_put_price NUMBER;
609:
610: p_md_in xtr_market_data_p.md_from_set_in_rec_type;
611: p_md_out xtr_market_data_p.md_from_set_out_rec_type;
612: p_conv_in XTR_RATE_CONVERSION.RATE_CONV_IN_REC_TYPE;
613: p_conv_out XTR_RATE_CONVERSION.RATE_CONV_OUT_REC_TYPE;
614: p_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;

Line 611: p_md_out xtr_market_data_p.md_from_set_out_rec_type;

607: p_call_price NUMBER;
608: p_put_price NUMBER;
609:
610: p_md_in xtr_market_data_p.md_from_set_in_rec_type;
611: p_md_out xtr_market_data_p.md_from_set_out_rec_type;
612: p_conv_in XTR_RATE_CONVERSION.RATE_CONV_IN_REC_TYPE;
613: p_conv_out XTR_RATE_CONVERSION.RATE_CONV_OUT_REC_TYPE;
614: p_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
615: p_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;

Line 652: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

648: p_md_in.p_interpolation_method := p_interpolation_method;
649: p_md_in.p_side := p_side;
650: p_md_in.p_batch_id := null;
651: p_md_in.p_bond_code := null;
652: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
653: p_volatility := p_md_out.p_md_out;
654: IF (p_volatility = 0) THEN
655: raise QRM_MM_FORMULAS.e_option_vol_zero;
656: END IF;

Line 665: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

661: -- get interest rate buy buy currency (ask side)
662: p_md_in.p_side := 'A';
663: p_md_in.p_indicator := 'Y';
664: p_md_in.p_ccy := p_buy_ccy;
665: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
666: p_buy_int_rate := p_md_out.p_md_out;
667: IF (g_proc_level>=g_debug_level) THEN
668: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'buy ccy interp int rate: '||p_buy_int_rate);
669: END IF;

Line 674: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

670:
671: -- get interest rate for sell currency (bid side);
672: p_md_in.p_side := 'B';
673: p_md_in.p_ccy := p_sell_ccy;
674: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
675: p_sell_int_rate := p_md_out.p_md_out;
676: IF (g_proc_level>=g_debug_level) THEN
677: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'sell ccy interp int rate: '||p_sell_int_rate);
678: END IF;

Line 732: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

728: p_dom_ccy := p_base_ccy;
729: p_strike := 1/p_strike_price;
730: END IF;
731: p_md_in.p_side := p_side;
732: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
733: p_spot_rate := p_md_out.p_md_out;
734: IF (g_proc_level>=g_debug_level) THEN
735: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'strike price: '||p_strike);
736: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'fx spot rate: '||p_spot_rate);

Line 846: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;

842: p_sob_forward_rate NUMBER;
843:
844: p_reverse BOOLEAN;
845:
846: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;
847: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
848: p_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
849: p_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
850:

Line 847: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;

843:
844: p_reverse BOOLEAN;
845:
846: p_md_in XTR_MARKET_DATA_P.md_from_set_in_rec_type;
847: p_md_out XTR_MARKET_DATA_P.md_from_set_out_rec_type;
848: p_mm_in XTR_MM_COVERS.presentValue_in_rec_type;
849: p_mm_out XTR_MM_COVERS.presentValue_out_rec_type;
850:
851: BEGIN

Line 907: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

903: p_md_in.p_interpolation_method := p_interpolation_method;
904: p_md_in.p_side := p_spot_side;
905: p_md_in.p_batch_id := null;
906: p_md_in.p_bond_code := null;
907: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
908: p_spot_rate := p_md_out.p_md_out;
909: IF (g_proc_level>=g_debug_level) THEN
910: XTR_RISK_DEBUG_PKG.dlog('fv_fx: ' || 'spot rate: ' || p_spot_rate);
911: END IF;

Line 916: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

912:
913: -- get base ccy interest rate
914: p_md_in.p_indicator := 'Y';
915: p_md_in.p_side := p_base_side;
916: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
917: p_base_yield_rate := p_md_out.p_md_out;
918: IF (g_proc_level>=g_debug_level) THEN
919: XTR_RISK_DEBUG_PKG.dlog('fv_fx: ' || 'base int rate: ' || p_base_yield_rate);
920: END IF;

Line 925: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

921:
922: -- get contra ccy interest rate
923: p_md_in.p_ccy := p_contra_ccy;
924: p_md_in.p_side := p_contra_side;
925: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
926: p_contra_yield_rate := p_md_out.p_md_out;
927: IF (g_proc_level>=g_debug_level) THEN
928: XTR_RISK_DEBUG_PKG.dlog('fv_fx: ' || 'contra int rate: ' || p_contra_yield_rate);
929: END IF;

Line 953: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

949: -- calculate sob yield rate
950: p_md_in.p_indicator := 'Y';
951: p_md_in.p_ccy := p_sob_ccy;
952: p_side := 'M';
953: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
954: p_sob_yield_rate := p_md_out.p_md_out;
955: IF (g_proc_level>=g_debug_level) THEN
956: XTR_RISK_DEBUG_PKG.dlog('fv_fx: ' || 'sob yield rate: '||p_sob_yield_rate);
957: END IF;

Line 964: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);

960: p_md_in.p_indicator := 'S';
961: p_md_in.p_side := 'M';
962: p_md_in.p_ccy := p_contra_ccy;
963: p_md_in.p_contra_ccy := p_sob_ccy;
964: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
965: p_sob_spot_rate := p_md_out.p_md_out;
966: IF (g_proc_level>=g_debug_level) THEN
967: XTR_RISK_DEBUG_PKG.dlog('fv_fx: ' || 'sob spot rate: '||p_sob_spot_rate);
968: END IF;