APPS.QRM_FX_FORMULAS dependencies on QRM_MM_FORMULAS

Line 105: raise QRM_MM_FORMULAS.e_option_vol_zero;

101: XTR_RISK_DEBUG_PKG.dpush(null,'QRM_FX_FORMULAS.FX_GK_OPTION_SENS_CV');
102: END IF;
103:
104: IF (p_rec_in.p_volatility = 0) THEN
105: raise QRM_MM_FORMULAS.e_option_vol_zero;
106: END IF;
107:
108:
109: -- find days to maturity

Line 224: raise QRM_MM_FORMULAS.e_option_vol_zero;

220: IF (g_proc_level>=g_debug_level) THEN --bug 3236479
221: XTR_RISK_DEBUG_PKG.dpush(null,'QRM_FX_FORMULAS.FX_GK_OPTION_SENS');
222: END IF;
223: IF (vol = 0) THEN
224: raise QRM_MM_FORMULAS.e_option_vol_zero;
225: END IF;
226:
227: -- call XTR_FX_FORMULAS.FX_GK_OPTION_PRICE
228: XTR_FX_FORMULAS.FX_GK_OPTION_PRICE(l_days, l_for_int_rate, l_dom_int_rate,

Line 655: raise QRM_MM_FORMULAS.e_option_vol_zero;

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;
657: IF (g_proc_level>=g_debug_level) THEN
658: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'volatility: '||p_volatility);
659: END IF;

Line 995: IF (QRM_MM_FORMULAS.within_one_year(p_spot_date, p_future_date)) THEN

991: p_mm_in.p_rate := p_sob_yield_rate;
992: p_mm_in.p_pv_date := p_spot_date;
993: p_mm_in.p_fv_date := p_future_date;
994: p_mm_in.p_day_count_basis := p_day_count_basis;
995: IF (QRM_MM_FORMULAS.within_one_year(p_spot_date, p_future_date)) THEN
996: p_mm_in.p_rate_type := 'S';
997: ELSE
998: p_mm_in.p_rate_type := 'P';
999: p_mm_in.p_compound_freq := 1;