4: e_exceed_vol_upper_bound EXCEPTION;
5: e_option_vol_zero EXCEPTION;
6:
7: --bug 3236479
8: g_debug_level NUMBER := FND_LOG.G_CURRENT_RUNTIME_LEVEL;
9: g_proc_level NUMBER := FND_LOG.LEVEL_PROCEDURE;
10:
11: /*--------------------------------------------------------------------------
12: BLACK_OPTION_SENS Calculates sensitivities of the interest rate option price using Blacks Formula.(Hull's 4th Edition p.540)
5: e_option_vol_zero EXCEPTION;
6:
7: --bug 3236479
8: g_debug_level NUMBER := FND_LOG.G_CURRENT_RUNTIME_LEVEL;
9: g_proc_level NUMBER := FND_LOG.LEVEL_PROCEDURE;
10:
11: /*--------------------------------------------------------------------------
12: BLACK_OPTION_SENS Calculates sensitivities of the interest rate option price using Blacks Formula.(Hull's 4th Edition p.540)
13: