APPS.XTR_REVAL_PROCESS_P dependencies on XTR_FX_FORMULAS

Line 5360: XTR_FX_FORMULAS.fx_forward_rate(

5356: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5357: END IF;
5358:
5359: -- get fx forward rate for SOB currency(r_fx_rate.fx_forward_rate)
5360: XTR_FX_FORMULAS.fx_forward_rate(
5361: p_spot_rate,
5362: p_contra_yield_rate,
5363: p_sob_yield_rate,
5364: l_num_days,

Line 5926: XTR_FX_FORMULAS.fx_forward_rate(

5922: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5923: END IF;
5924:
5925: -- set fx forward rate (r_fx_rate.fx_forward_rate)
5926: XTR_FX_FORMULAS.fx_forward_rate(
5927: r_fx_rate.spot_rate,
5928: r_fx_rate.base_yield_rate,
5929: r_fx_rate.contra_yield_rate,
5930: r_fx_rate.num_days,

Line 6667: XTR_FX_FORMULAS.fx_forward_rate(

6663: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6664: l_begin_contra_rate := r_md_out.p_md_out;
6665:
6666: -- Get forward-forward rate
6667: XTR_FX_FORMULAS.fx_forward_rate(
6668: l_begin_spot_rate,
6669: l_begin_base_rate,
6670: l_begin_contra_rate,
6671: l_no_of_days,

Line 6725: XTR_FX_FORMULAS.fx_forward_rate(

6721: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6722: l_contra_yield_rate := r_md_out.p_md_out;
6723:
6724: -- Get forward-forward rate
6725: XTR_FX_FORMULAS.fx_forward_rate(
6726: l_spot_rate,
6727: l_base_yield_rate,
6728: l_contra_yield_rate,
6729: l_no_of_days,

Line 6979: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;

6975: l_market_set VARCHAR2(30);
6976: l_fwd_rate NUMBER;
6977: l_base_rate NUMBER;
6978: l_contra_rate NUMBER;
6979: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
6980: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
6981: r_err_log err_log; -- record type
6982: retcode NUMBER;
6983:

Line 6980: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;

6976: l_fwd_rate NUMBER;
6977: l_base_rate NUMBER;
6978: l_contra_rate NUMBER;
6979: r_fx_in XTR_FX_FORMULAS.GK_OPTION_CV_IN_REC_TYPE;
6980: r_fx_out XTR_FX_FORMULAS.GK_OPTION_CV_OUT_REC_TYPE;
6981: r_err_log err_log; -- record type
6982: retcode NUMBER;
6983:
6984: BEGIN

Line 7079: XTR_FX_FORMULAS.fx_gk_option_price_cv(r_fx_in, r_fx_out);

7075: r_fx_in.p_spot_rate := p_spot_rate;
7076: r_fx_in.p_strike_rate := rec.transaction_rate;
7077: r_fx_in.p_volatility := l_volatility;
7078:
7079: XTR_FX_FORMULAS.fx_gk_option_price_cv(r_fx_in, r_fx_out);
7080: p_call_price := r_fx_out.p_CALL_PRICE;
7081: p_put_price := r_fx_out.p_PUT_PRICE;
7082: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7083: /*