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APPS.QRM_FX_FORMULAS dependencies on XTR_RATE_CONVERSION

Line 74: p_conv_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;

70: IS
71:
72: p_gk_in XTR_FX_FORMULAS.gk_option_cv_in_rec_type;
73: p_gk_out XTR_FX_FORMULAS.gk_option_cv_out_rec_type;
74: p_conv_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
75: p_conv_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
76:
77: p_day_count NUMBER;
78: p_annual_basis NUMBER;

Line 75: p_conv_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;

71:
72: p_gk_in XTR_FX_FORMULAS.gk_option_cv_in_rec_type;
73: p_gk_out XTR_FX_FORMULAS.gk_option_cv_out_rec_type;
74: p_conv_in XTR_RATE_CONVERSION.rate_conv_in_rec_type;
75: p_conv_out XTR_RATE_CONVERSION.rate_conv_out_rec_type;
76:
77: p_day_count NUMBER;
78: p_annual_basis NUMBER;
79:

Line 127: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);

123: p_conv_in.p_rate_type_in := p_rec_in.p_rate_type_for;
124: p_conv_in.p_rate_type_out := 'C';
125: p_conv_in.p_compound_freq_in := p_rec_in.p_compound_freq_for;
126: p_conv_in.p_rate_in := p_rec_in.p_rate_for;
127: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
128: p_base_int_rate := p_conv_out.p_rate_out;
129: IF (g_proc_level>=g_debug_level) THEN
130: XTR_RISK_DEBUG_PKG.dlog('FX_GK_OPTION_SENS_CV: ' || 'CONVERTED continuous base int rate:'||p_base_int_rate);
131: END IF;

Line 145: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);

141: p_conv_in.p_rate_type_in := p_rec_in.p_rate_type_dom;
142: p_conv_in.p_rate_type_out := 'C';
143: p_conv_in.p_compound_freq_in := p_rec_in.p_compound_freq_dom;
144: p_conv_in.p_rate_in := p_rec_in.p_rate_dom;
145: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
146: p_contra_int_rate := p_conv_out.p_rate_out;
147: IF (g_proc_level>=g_debug_level) THEN
148: XTR_RISK_DEBUG_PKG.dlog('FX_GK_OPTION_SENS_CV: ' || 'continuous contra int rate:'||p_contra_int_rate);
149: END IF;

Line 612: p_conv_in XTR_RATE_CONVERSION.RATE_CONV_IN_REC_TYPE;

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;
616:

Line 613: p_conv_out XTR_RATE_CONVERSION.RATE_CONV_OUT_REC_TYPE;

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;
616:
617: BEGIN

Line 701: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);

697: p_conv_in.p_day_count_basis_out := p_day_count_basis;
698: p_conv_in.p_rate_type_in := 'S';
699: p_conv_in.p_rate_type_out := 'C';
700: p_conv_in.p_rate_in := p_base_rate;
701: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
702: p_base_rate := p_conv_out.p_rate_out;
703: p_conv_in.p_rate_in := p_contra_rate;
704: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
705: p_contra_rate := p_conv_out.p_rate_out;

Line 704: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);

700: p_conv_in.p_rate_in := p_base_rate;
701: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
702: p_base_rate := p_conv_out.p_rate_out;
703: p_conv_in.p_rate_in := p_contra_rate;
704: XTR_RATE_CONVERSION.rate_conversion(p_conv_in, p_conv_out);
705: p_contra_rate := p_conv_out.p_rate_out;
706:
707: IF (g_proc_level>=g_debug_level) THEN
708: XTR_RISK_DEBUG_PKG.dlog('fv_fxo: ' || 'base ccy compounded int rate: '||p_base_rate);