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APPS.QRM_FX_FORMULAS dependencies on XTR_MD_NUM_TABLE

Line 262: * p_DELTA = delta spot(bid and ask returned as xtr_md_num_table[2]

258: * p_DF_BASE_BID/ASK = discount factor for the base currency(Bid and Ask side)
259: * p_DF_USD_BID/ASK = discount factor for the USD(Bid and Ask side) required
260: only if USD is not Base or Contra
261: Returned:
262: * p_DELTA = delta spot(bid and ask returned as xtr_md_num_table[2]
263: (BID side = xtr_md_num_table[1],ASK side = xtr_md_num_table[2]))
264: All of USD discount factor parameters defaults to null because they are not
265: required if Base or Contra currency is USD. They are required if USD is not
266: Base or Contra However, if insufficient input is provided, error will be

Line 263: (BID side = xtr_md_num_table[1],ASK side = xtr_md_num_table[2]))

259: * p_DF_USD_BID/ASK = discount factor for the USD(Bid and Ask side) required
260: only if USD is not Base or Contra
261: Returned:
262: * p_DELTA = delta spot(bid and ask returned as xtr_md_num_table[2]
263: (BID side = xtr_md_num_table[1],ASK side = xtr_md_num_table[2]))
264: All of USD discount factor parameters defaults to null because they are not
265: required if Base or Contra currency is USD. They are required if USD is not
266: Base or Contra However, if insufficient input is provided, error will be
267: raised. Because of the optional parameters, to use this function, the caller

Line 281: RETURN XTR_MD_NUM_TABLE IS

277: p_df_base_bid IN NUMBER,
278: p_df_base_ask IN NUMBER,
279: p_df_usd_bid IN NUMBER,
280: p_df_usd_ask IN NUMBER)
281: RETURN XTR_MD_NUM_TABLE IS
282: v_results XTR_MD_NUM_TABLE:= XTR_MD_NUM_TABLE();
283:
284: BEGIN
285: IF (g_proc_level>=g_debug_level) THEN --bug 3236479

Line 282: v_results XTR_MD_NUM_TABLE:= XTR_MD_NUM_TABLE();

278: p_df_base_ask IN NUMBER,
279: p_df_usd_bid IN NUMBER,
280: p_df_usd_ask IN NUMBER)
281: RETURN XTR_MD_NUM_TABLE IS
282: v_results XTR_MD_NUM_TABLE:= XTR_MD_NUM_TABLE();
283:
284: BEGIN
285: IF (g_proc_level>=g_debug_level) THEN --bug 3236479
286: XTR_RISK_DEBUG_PKG.dpush(null,'QRM_FX_FORMULAS.FX_FORWARD_DELTA_SPOT');

Line 361: xtr_md_num_table[2](BID side = xtr_md_num_table[1],

357: Unit Quote (= GBPUSD) (Definitions are in FX Calculator HLD). This parameter is
358: required if base/contra is non-USD accordingly.
359: Returned:
360: * p_RHO (BID/ASK) indicates the bid/ask side of rho(bid and ask returned as
361: xtr_md_num_table[2](BID side = xtr_md_num_table[1],
362: ASK side = xtr_md_num_table[2]))
363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],

Line 362: ASK side = xtr_md_num_table[2]))

358: required if base/contra is non-USD accordingly.
359: Returned:
360: * p_RHO (BID/ASK) indicates the bid/ask side of rho(bid and ask returned as
361: xtr_md_num_table[2](BID side = xtr_md_num_table[1],
362: ASK side = xtr_md_num_table[2]))
363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],
366: Contra BID side = xtr_md_num_table[3],

Line 364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],

360: * p_RHO (BID/ASK) indicates the bid/ask side of rho(bid and ask returned as
361: xtr_md_num_table[2](BID side = xtr_md_num_table[1],
362: ASK side = xtr_md_num_table[2]))
363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],
366: Contra BID side = xtr_md_num_table[3],
367: Contra ASK side = xtr_md_num_table[4])
368:

Line 365: Base ASK side = xtr_md_num_table[2],

361: xtr_md_num_table[2](BID side = xtr_md_num_table[1],
362: ASK side = xtr_md_num_table[2]))
363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],
366: Contra BID side = xtr_md_num_table[3],
367: Contra ASK side = xtr_md_num_table[4])
368:
369: Calls XTR_FX_FORMULAS.FX_FORWARD_RATE_CV (see def of fx_forward_rate above)

Line 366: Contra BID side = xtr_md_num_table[3],

362: ASK side = xtr_md_num_table[2]))
363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],
366: Contra BID side = xtr_md_num_table[3],
367: Contra ASK side = xtr_md_num_table[4])
368:
369: Calls XTR_FX_FORMULAS.FX_FORWARD_RATE_CV (see def of fx_forward_rate above)
370: */

Line 367: Contra ASK side = xtr_md_num_table[4])

363: if p_OUT ='D' then the returned value is as following:
364: p_RHO xtr_md_num_table[4](Base BID side = xtr_md_num_table[1],
365: Base ASK side = xtr_md_num_table[2],
366: Contra BID side = xtr_md_num_table[3],
367: Contra ASK side = xtr_md_num_table[4])
368:
369: Calls XTR_FX_FORMULAS.FX_FORWARD_RATE_CV (see def of fx_forward_rate above)
370: */
371: FUNCTION FX_FORWARD_RHO(p_out IN VARCHAR2,

Line 392: RETURN XTR_MD_NUM_TABLE IS

388: p_currency_base IN VARCHAR2,
389: p_currency_contra IN VARCHAR2,
390: p_quotation_basis_base IN VARCHAR2,
391: p_quotation_basis_contra IN VARCHAR2)
392: RETURN XTR_MD_NUM_TABLE IS
393:
394:
395: v_forward_rate_base XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
396: v_forward_rate_shifted XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();

Line 395: v_forward_rate_base XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();

391: p_quotation_basis_contra IN VARCHAR2)
392: RETURN XTR_MD_NUM_TABLE IS
393:
394:
395: v_forward_rate_base XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
396: v_forward_rate_shifted XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
397: v_rho XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
398:
399:

Line 396: v_forward_rate_shifted XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();

392: RETURN XTR_MD_NUM_TABLE IS
393:
394:
395: v_forward_rate_base XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
396: v_forward_rate_shifted XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
397: v_rho XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
398:
399:
400: BEGIN

Line 397: v_rho XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();

393:
394:
395: v_forward_rate_base XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
396: v_forward_rate_shifted XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
397: v_rho XTR_MD_NUM_TABLE:=XTR_MD_NUM_TABLE();
398:
399:
400: BEGIN
401: IF (g_proc_level>=g_debug_level) THEN