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APPS.QRM_MM_FORMULAS dependencies on XTR_CALC_P

Line 134: XTR_CALC_P.calc_days_run_c(p_in_rec.p_spot_date, p_in_rec.p_start_date, 'ACTUAL365', null, v_day_count, v_annual_basis);

130: v_forward := black_opt_price_out.p_forward_forward_rate/100;
131:
132: -- calculate t1: number of days from spot to start date
133: -- day count basis is Actual/365 -- bug 3611158
134: XTR_CALC_P.calc_days_run_c(p_in_rec.p_spot_date, p_in_rec.p_start_date, 'ACTUAL365', null, v_day_count, v_annual_basis);
135: v_t1 := v_day_count/365;
136:
137: -- convert v_spot to continously compounded, Actual/365 day count basis
138: IF NOT (p_in_rec.p_rate_type_short IN ('C','c') AND

Line 832: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

828: IF (g_proc_level>=g_debug_level) THEN
829: XTR_RISK_DEBUG_PKG.dlog('calculate_fwd_rate: ' || 'spot date: '||p_spot_date);
830: XTR_RISK_DEBUG_PKG.dlog('calculate_fwd_rate: ' || 'start date: '||p_start_date);
831: END IF;
832: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
833: p_day_count_basis, null, p_days1, p_annual_basis);
834: p_md_in.p_md_set_code := p_set_code;
835: p_md_in.p_source := 'C';
836: p_md_in.p_indicator := 'Y';

Line 869: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,

865: IF (g_proc_level>=g_debug_level) THEN
866: XTR_RISK_DEBUG_PKG.dlog('calculate_fwd_rate: ' || 'spot date: '||p_spot_date);
867: XTR_RISK_DEBUG_PKG.dlog('calculate_fwd_rate: ' || 'maturity date: '||p_maturity_date);
868: END IF;
869: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,
870: p_day_count_basis, null, p_days2, p_annual_basis);
871: p_md_in.p_md_set_code := p_set_code;
872: p_md_in.p_source := 'C';
873: p_md_in.p_indicator := 'Y';

Line 999: XTR_CALC_P.calc_days_run_c(p_start_date, p_maturity_date,

995: ELSE
996: p_side := 'B';
997: END IF;
998:
999: XTR_CALC_P.calc_days_run_c(p_start_date, p_maturity_date,
1000: p_day_count_basis, null, p_days, p_annual_basis);
1001:
1002: -- get settlement amount
1003: IF(p_price_model = p_fra_dis_price_model) then -- 'FRA_DISC'

Line 1048: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

1044: p_side := 'B';
1045: END IF;
1046: END IF;
1047:
1048: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
1049: p_day_count_basis, null, p_days, p_annual_basis);
1050:
1051: p_md_in.p_md_set_code := p_set_code;
1052: p_md_in.p_source := 'C';

Line 1188: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

1184: IF (g_proc_level>=g_debug_level) THEN
1185: XTR_RISK_DEBUG_PKG.dlog('fv_iro: ' || 'final strike rate: '||p_strike_rate);
1186: END IF;
1187:
1188: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
1189: p_day_count_basis, null, p_days1, p_annual_basis1);
1190: IF (g_proc_level>=g_debug_level) THEN
1191: XTR_RISK_DEBUG_PKG.dlog('fv_iro: ' || 'spot to start date: '||p_days1);
1192: END IF;

Line 1193: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,

1189: p_day_count_basis, null, p_days1, p_annual_basis1);
1190: IF (g_proc_level>=g_debug_level) THEN
1191: XTR_RISK_DEBUG_PKG.dlog('fv_iro: ' || 'spot to start date: '||p_days1);
1192: END IF;
1193: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,
1194: p_day_count_basis, null, p_days2, p_annual_basis2);
1195: IF (g_proc_level>=g_debug_level) THEN
1196: XTR_RISK_DEBUG_PKG.dlog('fv_iro: ' || 'spot to maturity date: '||p_days2);
1197: END IF;

Line 1473: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

1469: p_int_start := p_md_out.p_md_out;
1470: IF (g_proc_level>=g_debug_level) THEN
1471: XTR_RISK_DEBUG_PKG.dlog('fv_ni: ' || 'int rate to start: '||p_int_start);
1472: END IF;
1473: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
1474: p_day_count_basis, null, p_days_start, p_annual_basis);
1475: IF (g_proc_level>=g_debug_level) THEN
1476: XTR_RISK_DEBUG_PKG.dlog('fv_ni: ' || 'days to start: '||p_days_start);
1477: END IF;

Line 1485: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,

1481: p_int_mature := p_md_out.p_md_out;
1482: IF (g_proc_level>=g_debug_level) THEN
1483: XTR_RISK_DEBUG_PKG.dlog('fv_ni: ' || 'int rate to maturity: '||p_int_mature);
1484: END IF;
1485: XTR_CALC_P.calc_days_run_c(p_spot_date, p_maturity_date,
1486: p_day_count_basis, null, p_days_mature, p_annual_basis);
1487: IF (g_proc_level>=g_debug_level) THEN
1488: XTR_RISK_DEBUG_PKG.dlog('fv_ni: ' || 'days to maturity: '||p_days_mature);
1489: END IF;

Line 1506: XTR_CALC_P.calc_days_run_c(p_date, p_maturity_date,

1502: XTR_RISK_DEBUG_PKG.dlog('fv_ni: ' || '(forward) int rate: '||p_int_rate);
1503: END IF;
1504:
1505: -- if basis is DISCOUNT, convert yield rate to discount rate
1506: XTR_CALC_P.calc_days_run_c(p_date, p_maturity_date,
1507: p_day_count_basis, null, p_days, p_annual_basis);
1508: IF (p_discount_basis = 'Y') THEN
1509: XTR_RATE_CONVERSION.yield_to_discount_rate(p_int_rate,
1510: p_days, p_annual_basis, p_int_rate);

Line 1562: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

1558: p_md_in.p_future_date := p_start_date;
1559: XTR_MARKET_DATA_P.get_md_from_set(p_md_in, p_md_out);
1560: p_int_rate := p_md_out.p_md_out;
1561:
1562: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
1563: p_day_count_basis, null, p_days, p_annual_basis);
1564: p_present_in.p_indicator := 'Y';
1565: p_present_in.p_future_val := p_fair_value;
1566: p_present_in.p_rate := p_int_rate;

Line 1700: XTR_CALC_P.calc_days_run_c(p_start_date, p_spot_date,

1696: -- get accrued int per 100
1697: -- accrued interest exists only if coupon already started
1698:
1699: /* WDK: this code is no longer needed!
1700: XTR_CALC_P.calc_days_run_c(p_start_date, p_spot_date,
1701: p_day_count_basis, null, p_days_start, p_annual_basis);
1702: */
1703: /* bug 2426008
1704: p_accrued_interest := (100*p_coupon_rate*p_days_start)/

Line 1898: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,

1894: XTR_RISK_DEBUG_PKG.dpush(null,'QRM_MM_FORMULAS.fv_tmm_irs_rtmm.present_value_tmm');
1895: XTR_RISK_DEBUG_PKG.dlog('fv_tmm_irs_rtmm: ' || 'spot date', p_spot_date);
1896: XTR_RISK_DEBUG_PKG.dlog('fv_tmm_irs_rtmm: ' || 'start date', p_start_date);
1897: END IF;
1898: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_date,
1899: p_day_count_basis, null, p_days1, p_annual_basis);
1900: p_md_in.p_md_set_code := p_set_code;
1901: p_md_in.p_source := 'C'; -- for xtr_market_prices table
1902: p_md_in.p_indicator := 'Y'; -- yield rate

Line 2150: XTR_CALC_P.calc_days_run_c(p_start_dates(i), p_spot_date,

2146: END IF;
2147: -- accrued interest for TMM/IRS is simple interest
2148: -- for RTMM is it fraction of amount due
2149: IF (p_deal_type = 'RTMM') THEN
2150: XTR_CALC_P.calc_days_run_c(p_start_dates(i), p_spot_date,
2151: p_day_count_basis, null, p_days1, p_annual_basis);
2152: XTR_CALC_P.calc_days_run_c(p_start_dates(i),
2153: p_maturity_dates(i), p_day_count_basis, null, p_days2,
2154: p_annual_basis);

Line 2152: XTR_CALC_P.calc_days_run_c(p_start_dates(i),

2148: -- for RTMM is it fraction of amount due
2149: IF (p_deal_type = 'RTMM') THEN
2150: XTR_CALC_P.calc_days_run_c(p_start_dates(i), p_spot_date,
2151: p_day_count_basis, null, p_days1, p_annual_basis);
2152: XTR_CALC_P.calc_days_run_c(p_start_dates(i),
2153: p_maturity_dates(i), p_day_count_basis, null, p_days2,
2154: p_annual_basis);
2155: p_accrued_interest := p_interest_settled(i)*(p_days1/p_days2);
2156: ELSE

Line 2215: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_dates(i),

2211: IF (g_proc_level>=g_debug_level) THEN
2212: XTR_RISK_DEBUG_PKG.dlog('fv_tmm_irs_rtmm: ' || 'spot date: '||p_spot_date);
2213: XTR_RISK_DEBUG_PKG.dlog('fv_tmm_irs_rtmm: ' || 'start date: '||p_start_dates(i));
2214: END IF;
2215: XTR_CALC_P.calc_days_run_c(p_spot_date, p_start_dates(i),
2216: p_day_count_basis, NULL, p_cf_days(p_cf_counter),
2217: p_annual_basis);
2218: IF (p_deal_subtype = 'FUND') THEN
2219: p_pv_cashflows(p_cf_counter) := (-1)*p_pv_cashflows(p_cf_counter);

Line 2231: XTR_CALC_P.calc_days_run_c(p_spot_date,

2227: p_cf_counter := p_cf_counter + 1;
2228: p_pv_cashflows.EXTEND;
2229: p_pv_cashflows(p_cf_counter) := p_coupon_cf;
2230: p_cf_days.EXTEND;
2231: XTR_CALC_P.calc_days_run_c(p_spot_date,
2232: p_settle_dates(i), p_day_count_basis, NULL, -- prepaid interest
2233: p_cf_days(p_cf_counter), p_annual_basis);
2234: IF (p_deal_subtype = 'FUND') THEN
2235: p_pv_cashflows(p_cf_counter) := (-1)*p_pv_cashflows(p_cf_counter);

Line 2285: XTR_CALC_P.calc_days_run_c(p_start_date, p_end_date,

2281:
2282: p_day NUMBER;
2283: p_year NUMBER;
2284: begin
2285: XTR_CALC_P.calc_days_run_c(p_start_date, p_end_date,
2286: p_day_count_basis, NULL, p_day, p_year);
2287: return (p_principle * p_rate * p_day) / (p_year * 100);
2288: END qrm_calc_interest;
2289:

Line 2319: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),

2315: IF (p_maturity_date >= p_ref_date) THEN
2316: IF (g_proc_level>=g_debug_level) THEN
2317: XTR_RISK_DEBUG_PKG.dlog('calculate_accrued_interest: ' || 'mat date >= ref date');
2318: END IF;
2319: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),
2320: trunc(p_ref_date), p_day_count_basis, null,
2321: p_day_count,p_annual_basis);
2322: p_accrued_interest := p_interest * (p_day_count / p_no_of_days) +
2323: nvl(p_accum_interest_bf,0);

Line 2333: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),

2329: ELSE
2330: IF (g_proc_level>=g_debug_level) THEN
2331: XTR_RISK_DEBUG_PKG.dlog('calculate_accrued_interest: ' || 'mat date else');
2332: END IF;
2333: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),
2334: trunc(p_ref_date), p_day_count_basis, null,
2335: p_day_count,p_annual_basis);
2336: p_accrued_interest := (p_balance_out * (p_interest_rate /
2337: (p_annual_basis * 100)) * p_day_count) +

Line 2344: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),

2340: ELSIF (p_indicator='R') THEN
2341: IF (g_proc_level>=g_debug_level) THEN
2342: XTR_RISK_DEBUG_PKG.dlog('calculate_accrued_interest: ' || 'to ref date');
2343: END IF;
2344: XTR_CALC_P.calc_days_run_c(trunc(p_start_date),
2345: trunc(p_ref_date), p_day_count_basis, null,
2346: p_day_count,p_annual_basis);
2347: p_accrued_interest := (p_balance_out * (p_interest_rate /
2348: (p_annual_basis * 100)) * p_day_count) +