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380: Raise e_batch_been_run;
381: End If;
382: Close CHK_BATCH_RUN;
383:
384: xtr_risk_debug_pkg.start_conc_prog;
385: t_log_init; -- initial the temp error log table
386: xtr_revl_main(p_batch_id, rec, r_rd, l_rc);
387: if g_status = 1 then
388: retcode := 1;
386: xtr_revl_main(p_batch_id, rec, r_rd, l_rc);
387: if g_status = 1 then
388: retcode := 1;
389: end if;
390: xtr_risk_debug_pkg.stop_conc_debug;
391:
392: -------------------------------------
393: /* For local debugging purpose only
394: -------------------------------------
396: into l_dirname
397: from v$parameter
398: where name = 'utl_file_dir';
399:
400: xtr_risk_debug_pkg.start_debug(l_dirname, 'reval.log');
401: t_log_init; -- initial the temp error log table
402: xtr_revl_main(p_batch_id, rec, r_rd, retcode);
403: xtr_risk_debug_pkg.stop_debug;
404: */
399:
400: xtr_risk_debug_pkg.start_debug(l_dirname, 'reval.log');
401: t_log_init; -- initial the temp error log table
402: xtr_revl_main(p_batch_id, rec, r_rd, retcode);
403: xtr_risk_debug_pkg.stop_debug;
404: */
405:
406: EXCEPTION
407: When e_no_pre_batch then
2302: l_deno, l_numer, rec.deal_ex_rate_one);
2303: rec.deal_ex_rate_two := null;
2304: End If;
2305:
2306: IF xtr_risk_debug_pkg.g_Debug THEN
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2303: rec.deal_ex_rate_two := null;
2304: End If;
2305:
2306: IF xtr_risk_debug_pkg.g_Debug THEN
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2304: End If;
2305:
2306: IF xtr_risk_debug_pkg.g_Debug THEN
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2305:
2306: IF xtr_risk_debug_pkg.g_Debug THEN
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2306: IF xtr_risk_debug_pkg.g_Debug THEN
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2314: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2307: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2314: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2315: END IF;
2308: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2314: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2315: END IF;
2316:
2309: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2314: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2315: END IF;
2316:
2317: -- Get XTR_REVALUATION_DETAILS table exchange_rate_one, exchange_rate_two, and Fx forwad rate
2310: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2311: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.eligible_date' , rec.eligible_date);
2312: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2313: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.deal_ex_rate_one);
2314: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'deal_date exchange rate');
2315: END IF;
2316:
2317: -- Get XTR_REVALUATION_DETAILS table exchange_rate_one, exchange_rate_two, and Fx forwad rate
2318: If rec.effective_date <= rec.revldate then -- deal is realized. Used maturity date rate
2327: GL_CURRENCY_API.get_triangulation_rate
2328: (rec.reval_ccy, rec.sob_ccy, rec.effective_date, rec.ex_rate_type,
2329: l_deno, l_numer, rec.reval_ex_rate_one);
2330: rec.reval_ex_rate_two := null;
2331: IF xtr_risk_debug_pkg.g_Debug THEN
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2328: (rec.reval_ccy, rec.sob_ccy, rec.effective_date, rec.ex_rate_type,
2329: l_deno, l_numer, rec.reval_ex_rate_one);
2330: rec.reval_ex_rate_two := null;
2331: IF xtr_risk_debug_pkg.g_Debug THEN
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2329: l_deno, l_numer, rec.reval_ex_rate_one);
2330: rec.reval_ex_rate_two := null;
2331: IF xtr_risk_debug_pkg.g_Debug THEN
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2330: rec.reval_ex_rate_two := null;
2331: IF xtr_risk_debug_pkg.g_Debug THEN
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2331: IF xtr_risk_debug_pkg.g_Debug THEN
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2332: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2340: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2333: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2340: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2341: END IF;
2334: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2340: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2341: END IF;
2342:
2335: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2340: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2341: END IF;
2342:
2343: End If;
2336: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.effective_date' , rec.effective_date);
2337: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.revldate' , rec.revldate);
2338: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2339: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'end rate ' , rec.reval_ex_rate_one);
2340: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'END_EX_RATE');
2341: END IF;
2342:
2343: End If;
2344: Else -- deal is unrealized. Use reval date's G/L rate
2356: rec.reval_ex_rate_two := null;
2357: End If;
2358: End If;
2359:
2360: IF xtr_risk_debug_pkg.g_Debug THEN
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2357: End If;
2358: End If;
2359:
2360: IF xtr_risk_debug_pkg.g_Debug THEN
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2358: End If;
2359:
2360: IF xtr_risk_debug_pkg.g_Debug THEN
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2359:
2360: IF xtr_risk_debug_pkg.g_Debug THEN
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2360: IF xtr_risk_debug_pkg.g_Debug THEN
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2368: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2361: xtr_risk_debug_pkg.dpush('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2368: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2369: END IF;
2362: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'rec.deal_no', rec.deal_no);
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2368: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2369: END IF;
2370:
2363: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'reval ccy' , rec.reval_ccy);
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2368: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2369: END IF;
2370:
2371: EXCEPTION
2364: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'sob ccy' , rec.sob_ccy);
2365: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'revaldate' , rec.revldate);
2366: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate type' , rec.ex_rate_type);
2367: xtr_risk_debug_pkg.dlog('xtr_revl_exchange_rate: ' || 'ex rate ' , rec.reval_ex_rate_one);
2368: xtr_risk_debug_pkg.dpop('xtr_revl_exchange_rate: ' || 'reval_date exchange rate');
2369: END IF;
2370:
2371: EXCEPTION
2372: when GL_CURRENCY_API.no_rate then
2970: if l_first_batch_id is null then
2971:
2972: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2973: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2974: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2975: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2976: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2977:
2978: l_last_unrel_date := l_bal_date0;
2971:
2972: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2973: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2974: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2975: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2976: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2977:
2978: l_last_unrel_date := l_bal_date0;
2979: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2972: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
2973: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
2974: xtr_risk_debug_pkg.dpush('FIRST_BATCH_CA');
2975: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
2976: xtr_risk_debug_pkg.dpop('FIRST_BATCH_CA');
2977:
2978: l_last_unrel_date := l_bal_date0;
2979: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
2980: l_unrel_start_rate:= l_ex_rate0;
2998: CLOSE c_last_ca_avg_rate;
2999: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
3000: ---------------------------------------------
3001:
3002: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
2999: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
3000: ---------------------------------------------
3001:
3002: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
3007: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
3000: ---------------------------------------------
3001:
3002: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
3007: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
3008:
3001:
3002: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
3007: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
3008:
3009: else
3002: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA');
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
3007: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
3008:
3009: else
3010: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
3003: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3004: xtr_risk_debug_pkg.dlog('company_code', rec.company_code);
3005: xtr_risk_debug_pkg.dlog('account_no', rec.account_no);
3006: xtr_risk_debug_pkg.dlog('l_pre_batch_id', l_pre_batch_id);
3007: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA');
3008:
3009: else
3010: GL_CURRENCY_API.get_triangulation_rate(rec.currencya, rec.sob_ccy,
3011: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
3011: l_bal_date0, rec.ex_rate_type, l_deno, l_numer, l_ex_rate0);
3012: l_last_unrel_date := l_bal_date0;
3013: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
3014: l_unrel_start_rate:= l_ex_rate0;
3015: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
3016: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3017: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3018:
3019: end if;
3012: l_last_unrel_date := l_bal_date0;
3013: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
3014: l_unrel_start_rate:= l_ex_rate0;
3015: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
3016: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3017: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3018:
3019: end if;
3020: end if;
3013: l_avg_rate0 := nvl(l_avg_rate0, l_ex_rate0);
3014: l_unrel_start_rate:= l_ex_rate0;
3015: xtr_risk_debug_pkg.dpush('SEC_BATCH_CA1');
3016: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3017: xtr_risk_debug_pkg.dpop('SEC_BATCH_CA1');
3018:
3019: end if;
3020: end if;
3021:
3092: -- rec.reval_ex_rate_one := l_ex_rate0;
3093: --------------------------------------
3094: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3095:
3096: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3093: --------------------------------------
3094: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3095:
3096: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3094: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3095:
3096: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3095:
3096: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3096: xtr_risk_debug_pkg.dpush('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3104: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3097: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3104: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3105:
3098: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3104: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3105:
3106: if l_decrease <> 0 then
3099: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3104: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3105:
3106: if l_decrease <> 0 then
3107: ----------------------------------------------------------------------
3100: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3101: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3102: xtr_risk_debug_pkg.dlog('l_ex_rate0', l_ex_rate0);
3103: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3104: xtr_risk_debug_pkg.dpop('CA_UNREL_CURR_GL');
3105:
3106: if l_decrease <> 0 then
3107: ----------------------------------------------------------------------
3108: -- Calculate realized G/L for the second record of the pair and insert
3127: end if;
3128:
3129: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3130:
3131: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3128:
3129: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3130:
3131: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3129: xtr_revl_real_log(rec, 0, 0, 0, l_rel_cur_gl, r_rd, retcode);
3130:
3131: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3130:
3131: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3131: xtr_risk_debug_pkg.dpush('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3139: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3132: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3139: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3140:
3133: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3139: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3140:
3141: end if;
3134: xtr_risk_debug_pkg.dlog('l_bal_date1', l_bal_date1);
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3139: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3140:
3141: end if;
3142:
3135: xtr_risk_debug_pkg.dlog('l_bal_amt1', l_bal_amt1);
3136: xtr_risk_debug_pkg.dlog('l_ex_rate1', l_ex_rate1);
3137: xtr_risk_debug_pkg.dlog('l_avg_rate0', l_avg_rate0);
3138: xtr_risk_debug_pkg.dlog('l_rel_cur_gl', l_rel_cur_gl);
3139: xtr_risk_debug_pkg.dpop('CA_REAL_CURR_GL');
3140:
3141: end if;
3142:
3143: l_last_batch_id := rec.batch_id;
3245: rec.deal_subtype := 'FUND';
3246: end if;
3247: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3248:
3249: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3250: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3251: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3252: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3253: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3246: end if;
3247: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3248:
3249: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3250: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3251: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3252: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3253: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3254:
3247: xtr_revl_unreal_log(rec, 0, 0, 0, 0, l_unrel_cur_gl, r_rd, retcode);
3248:
3249: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3250: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3251: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3252: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3253: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3254:
3255: ----------------------------------------------------------------------
3248:
3249: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3250: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3251: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3252: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3253: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3254:
3255: ----------------------------------------------------------------------
3256: -- Update the last row into XTR_BANK_BALANCES table
3249: xtr_risk_debug_pkg.dpush('CA_LAST_UNREL');
3250: xtr_risk_debug_pkg.dlog('l_bal_date0', l_bal_date0);
3251: xtr_risk_debug_pkg.dlog('l_bal_amt0', l_bal_amt0);
3252: xtr_risk_debug_pkg.dlog('l_unrel_cur_gl', l_unrel_cur_gl);
3253: xtr_risk_debug_pkg.dpop('CA_LAST_UNREL');
3254:
3255: ----------------------------------------------------------------------
3256: -- Update the last row into XTR_BANK_BALANCES table
3257: ----------------------------------------------------------------------
4878: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4879: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4880: l_rt2 := r_md_out.p_md_out;
4881:
4882: IF xtr_risk_debug_pkg.g_Debug THEN
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4879: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4880: l_rt2 := r_md_out.p_md_out;
4881:
4882: IF xtr_risk_debug_pkg.g_Debug THEN
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4880: l_rt2 := r_md_out.p_md_out;
4881:
4882: IF xtr_risk_debug_pkg.g_Debug THEN
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4881:
4882: IF xtr_risk_debug_pkg.g_Debug THEN
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4882: IF xtr_risk_debug_pkg.g_Debug THEN
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4883: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fwd');
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4884: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.trans_no', rec.trans_no);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4885: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.revldate', rec.revldate);
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4893: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4886: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'rec.year_calc_type', rec.year_calc_type);
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4893: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4894: END IF;
4887: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_start_date', l_start_date);
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4893: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4894: END IF;
4895:
4888: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t1' , l_days_t1);
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4893: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4894: END IF;
4895:
4896:
4889: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt1' , l_rt1);
4890: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_days_t2' , l_days_t2);
4891: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_rt2' , l_rt2);
4892: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fwd: ' || 'l_year' , l_year);
4893: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fwd');
4894: END IF;
4895:
4896:
4897: -- Calculate FWD price
5069: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5070:
5071: fair_value := r_mm_out.P_PRESENT_VAL;
5072: /*
5073: IF xtr_risk_debug_pkg.g_Debug THEN
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5070:
5071: fair_value := r_mm_out.P_PRESENT_VAL;
5072: /*
5073: IF xtr_risk_debug_pkg.g_Debug THEN
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5071: fair_value := r_mm_out.P_PRESENT_VAL;
5072: /*
5073: IF xtr_risk_debug_pkg.g_Debug THEN
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5072: /*
5073: IF xtr_risk_debug_pkg.g_Debug THEN
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5073: IF xtr_risk_debug_pkg.g_Debug THEN
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5074: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5075: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.deal_no', rec.deal_no);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5076: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.revldate', rec.revldate);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5077: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'rec.start_date', rec.start_date);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5078: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'year calc type', rec.year_calc_type);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5079: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'currency', rec.currencya);
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5087: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5080: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_INDICATOR', r_mm_in.P_INDICATOR);
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5087: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5088: END IF;
5081: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_RATE', r_mm_in.P_RATE);
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5087: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5088: END IF;
5089: */
5082: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_DAY_COUNT', r_mm_in.P_DAY_COUNT);
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5087: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5088: END IF;
5089: */
5090: else
5083: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_ANNUAL_BASIS', r_mm_in.P_ANNUAL_BASIS);
5084: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'r_mm_in.P_FUTURE_VAL', r_mm_in.P_FUTURE_VAL);
5085: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'discount date method', l_discount_date_method);
5086: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fra: ' || 'fair value', fair_value);
5087: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fra: ' || 'FRA_FAIR_VALUE');
5088: END IF;
5089: */
5090: else
5091: fair_value := l_settle_amt;
5264: -- Fair value in Contra ccy without discount
5265: fair_value := round((l_base_amt * r_fx_rate.fx_forward_rate +
5266: l_contra_amt), l_round);
5267: /*
5268: IF xtr_risk_debug_pkg.g_Debug THEN
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5265: fair_value := round((l_base_amt * r_fx_rate.fx_forward_rate +
5266: l_contra_amt), l_round);
5267: /*
5268: IF xtr_risk_debug_pkg.g_Debug THEN
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5266: l_contra_amt), l_round);
5267: /*
5268: IF xtr_risk_debug_pkg.g_Debug THEN
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5267: /*
5268: IF xtr_risk_debug_pkg.g_Debug THEN
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5275: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5268: IF xtr_risk_debug_pkg.g_Debug THEN
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5275: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5276: END IF;
5269: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5275: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5276: END IF;
5277: */
5270: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5275: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5276: END IF;
5277: */
5278:
5271: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_base_amt', l_base_amt);
5272: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_contra_amt', l_contra_amt);
5273: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5274: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5275: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FX_FAIR_VALUE');
5276: END IF;
5277: */
5278:
5279: /***********************************************************/
5308: NULL, l_contra_sob_side, rec.batch_id, NULL);
5309: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5310: p_spot_rate := r_md_out.p_md_out;
5311: /*
5312: IF xtr_risk_debug_pkg.g_Debug THEN
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5309: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5310: p_spot_rate := r_md_out.p_md_out;
5311: /*
5312: IF xtr_risk_debug_pkg.g_Debug THEN
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5310: p_spot_rate := r_md_out.p_md_out;
5311: /*
5312: IF xtr_risk_debug_pkg.g_Debug THEN
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5311: /*
5312: IF xtr_risk_debug_pkg.g_Debug THEN
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5312: IF xtr_risk_debug_pkg.g_Debug THEN
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5313: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5314: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5322: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5315: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'indicator', l_indicator);
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5322: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5323: END IF; */
5316: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5322: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5323: END IF; */
5324:
5317: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5322: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5323: END IF; */
5324:
5325: if l_mature = 'Y' then
5318: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5319: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy' , rec.sob_ccy);
5320: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_contra_sob_side);
5321: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', p_spot_rate);
5322: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: spot rate');
5323: END IF; */
5324:
5325: if l_mature = 'Y' then
5326: p_sob_curr_rate := p_spot_rate;
5340: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5341: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5342: p_sob_yield_rate := r_md_out.p_md_out;
5343:
5344: IF xtr_risk_debug_pkg.g_Debug THEN
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5341: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5342: p_sob_yield_rate := r_md_out.p_md_out;
5343:
5344: IF xtr_risk_debug_pkg.g_Debug THEN
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5342: p_sob_yield_rate := r_md_out.p_md_out;
5343:
5344: IF xtr_risk_debug_pkg.g_Debug THEN
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5343:
5344: IF xtr_risk_debug_pkg.g_Debug THEN
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5344: IF xtr_risk_debug_pkg.g_Debug THEN
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5345: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5346: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5347: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_indicator', l_indicator);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5348: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5356: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5349: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5356: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5357: END IF;
5350: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_rate);
5356: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'CONTRA_SOB_CONVERT: contra yield rate');
5357: END IF;
5358:
5351: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_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)
5352: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5353: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5354: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_sob_side);
5355: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', p_contra_yield_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(
5388: fair_value := round((fair_value * p_sob_curr_rate), l_round);
5389: end if;
5390:
5391: /*
5392: IF xtr_risk_debug_pkg.g_Debug THEN
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5389: end if;
5390:
5391: /*
5392: IF xtr_risk_debug_pkg.g_Debug THEN
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5390:
5391: /*
5392: IF xtr_risk_debug_pkg.g_Debug THEN
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5391: /*
5392: IF xtr_risk_debug_pkg.g_Debug THEN
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5392: IF xtr_risk_debug_pkg.g_Debug THEN
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5393: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5401: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5394: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_spot_rate', p_spot_rate);
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5401: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5402: END IF; */
5395: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_contra_yield_rate', p_contra_yield_rate);
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5401: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5402: END IF; */
5403:
5396: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', p_sob_yield_rate);
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5401: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5402: END IF; */
5403:
5404: -- If company parameter set to 'REVAL', then we should get discount fair value
5397: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', l_num_days);
5398: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', l_year_basis);
5399: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_curr_rate', p_sob_curr_rate);
5400: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair_value', fair_value);
5401: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_IN_SOB');
5402: END IF; */
5403:
5404: -- If company parameter set to 'REVAL', then we should get discount fair value
5405: if (l_discount_date_method = 'REVAL') and (rec.effective_date > rec.revldate)
5411: r_mm_in.P_ANNUAL_BASIS:= l_year_basis;
5412: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5413: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5414: /*
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5412: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
5413: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5414: /*
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5413: fair_value := round(r_mm_out.P_PRESENT_VAL, l_round);
5414: /*
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5414: /*
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5415: IF xtr_risk_debug_pkg.g_Debug THEN
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5416: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5424: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5417: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5424: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5425: END IF; */
5418: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'p_sob_yield_rate', r_mm_in.P_RATE);
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5424: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5425: END IF; */
5426: end if;
5419: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future value', r_mm_in.P_FUTURE_VAL);
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5424: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5425: END IF; */
5426: end if;
5427:
5420: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_num_days', r_mm_in.P_DAY_COUNT);
5421: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'l_year_basis', r_mm_in.P_ANNUAL_BASIS);
5422: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'P_INDICATOR', r_mm_in.P_INDICATOR);
5423: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'fair value', fair_value);
5424: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'FAIR_VALUE_DISCOUNT');
5425: END IF; */
5426: end if;
5427:
5428: EXCEPTION
5653: * l_begin_contra_sob_rate), l_round);
5654:
5655: currency_gl := l_end_fv - l_begin_fv;
5656:
5657: IF xtr_risk_debug_pkg.g_Debug THEN
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5654:
5655: currency_gl := l_end_fv - l_begin_fv;
5656:
5657: IF xtr_risk_debug_pkg.g_Debug THEN
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5655: currency_gl := l_end_fv - l_begin_fv;
5656:
5657: IF xtr_risk_debug_pkg.g_Debug THEN
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5656:
5657: IF xtr_risk_debug_pkg.g_Debug THEN
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5657: IF xtr_risk_debug_pkg.g_Debug THEN
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5658: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5659: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5660: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy', l_base_ccy);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5661: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy', l_contra_ccy);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5662: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'sob ccy', rec.sob_ccy);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5663: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base amount', l_base_amt);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5664: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra amount', l_contra_amt);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5665: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end date', l_end_date);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5666: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end base contra rate', l_end_base_contra_rate);
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5674: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5667: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end contra sob rate', l_end_contra_sob_rate);
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5674: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5675: END IF;
5668: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin date', l_begin_date);
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5674: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5675: END IF;
5676:
5669: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin base contra rate', l_begin_base_contra_rate);
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5674: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5675: END IF;
5676:
5677: EXCEPTION
5670: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin contra sob rate', l_begin_contra_sob_rate);
5671: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'end fv', l_end_fv);
5672: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'begin fv', l_begin_fv);
5673: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'currency gl', currency_gl);
5674: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_fx_currency_gl');
5675: END IF;
5676:
5677: EXCEPTION
5678: when GL_CURRENCY_API.no_rate then
5858: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5859: r_fx_rate.spot_rate := r_md_out.p_md_out;
5860:
5861: /*
5862: IF xtr_risk_debug_pkg.g_Debug THEN
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5859: r_fx_rate.spot_rate := r_md_out.p_md_out;
5860:
5861: /*
5862: IF xtr_risk_debug_pkg.g_Debug THEN
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5860:
5861: /*
5862: IF xtr_risk_debug_pkg.g_Debug THEN
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5861: /*
5862: IF xtr_risk_debug_pkg.g_Debug THEN
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5862: IF xtr_risk_debug_pkg.g_Debug THEN
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5863: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5864: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5872: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5865: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5872: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5873: END IF; */
5866: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SPOT_RATE_IND', C_SPOT_RATE_IND);
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5872: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5873: END IF; */
5874:
5867: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5872: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5873: END IF; */
5874:
5875: if l_mature = 'Y' then
5868: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5869: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5870: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot side' , l_spot_side);
5871: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot rate', r_fx_rate.spot_rate);
5872: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: spot rate');
5873: END IF; */
5874:
5875: if l_mature = 'Y' then
5876: r_fx_rate.fx_forward_rate := r_fx_rate.spot_rate;
5883: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
5884: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5885: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5886:
5887: IF xtr_risk_debug_pkg.g_Debug THEN
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5884: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5885: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5886:
5887: IF xtr_risk_debug_pkg.g_Debug THEN
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5885: r_fx_rate.base_yield_rate := r_md_out.p_md_out;
5886:
5887: IF xtr_risk_debug_pkg.g_Debug THEN
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5886:
5887: IF xtr_risk_debug_pkg.g_Debug THEN
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5887: IF xtr_risk_debug_pkg.g_Debug THEN
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5888: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5889: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5890: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5891: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5899: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5892: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5899: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5900: END IF;
5893: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5899: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5900: END IF;
5901:
5894: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base ccy' , l_base_ccy);
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5899: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5900: END IF;
5901:
5902: -- get contra currency yield rate from market data set
5895: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5896: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5897: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base side', l_base_side);
5898: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base yield rate', r_fx_rate.base_yield_rate);
5899: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: base yield rate');
5900: END IF;
5901:
5902: -- get contra currency yield rate from market data set
5903: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5906: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
5907: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5908: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5909:
5910: IF xtr_risk_debug_pkg.g_Debug THEN
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5907: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5908: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5909:
5910: IF xtr_risk_debug_pkg.g_Debug THEN
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5908: r_fx_rate.contra_yield_rate := r_md_out.p_md_out;
5909:
5910: IF xtr_risk_debug_pkg.g_Debug THEN
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5909:
5910: IF xtr_risk_debug_pkg.g_Debug THEN
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5910: IF xtr_risk_debug_pkg.g_Debug THEN
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5911: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5912: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5913: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_SOURCE', C_SOURCE);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5914: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_YIELD_IND', C_YIELD_IND);
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5922: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5915: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot date' , l_spot_date);
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5922: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5923: END IF;
5916: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'future date' , l_future_date);
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_rate);
5922: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: contra yield rate');
5923: END IF;
5924:
5917: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra ccy' , l_contra_ccy);
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_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)
5918: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'calc type' , rec.year_calc_type);
5919: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'C_INTERPOL_LINER' , C_INTERPOL_LINER);
5920: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra side', l_contra_side);
5921: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra yield rate', r_fx_rate.contra_yield_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(
5932: r_fx_rate.year_basis,
5933: r_fx_rate.year_basis,
5934: r_fx_rate.fx_forward_rate);
5935: end if;
5936: IF xtr_risk_debug_pkg.g_Debug THEN
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5933: r_fx_rate.year_basis,
5934: r_fx_rate.fx_forward_rate);
5935: end if;
5936: IF xtr_risk_debug_pkg.g_Debug THEN
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5934: r_fx_rate.fx_forward_rate);
5935: end if;
5936: IF xtr_risk_debug_pkg.g_Debug THEN
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5935: end if;
5936: IF xtr_risk_debug_pkg.g_Debug THEN
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5936: IF xtr_risk_debug_pkg.g_Debug THEN
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5937: xtr_risk_debug_pkg.dpush('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5945: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5938: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'rec.deal_no', rec.deal_no);
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5945: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5946: END IF;
5939: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'spot_rate', r_fx_rate.spot_rate);
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5945: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5946: END IF;
5947:
5940: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'base rate' , r_fx_rate.base_yield_rate);
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5945: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5946: END IF;
5947:
5948: end if;
5941: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'contra rate' , r_fx_rate.contra_yield_rate);
5942: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'num of days' , r_fx_rate.num_days);
5943: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'year basis', r_fx_rate.year_basis);
5944: xtr_risk_debug_pkg.dlog('xtr_revl_fv_fx: ' || 'forward rate', r_fx_rate.fx_forward_rate);
5945: xtr_risk_debug_pkg.dpop('xtr_revl_fv_fx: ' || 'xtr_revl_getrate_fx: forward rate');
5946: END IF;
5947:
5948: end if;
5949:
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: /*
7084: IF xtr_risk_debug_pkg.g_Debug THEN
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7081: p_put_price := r_fx_out.p_PUT_PRICE;
7082: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7083: /*
7084: IF xtr_risk_debug_pkg.g_Debug THEN
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7082: l_fwd_rate := r_fx_out.p_FX_FWD_RATE;
7083: /*
7084: IF xtr_risk_debug_pkg.g_Debug THEN
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7083: /*
7084: IF xtr_risk_debug_pkg.g_Debug THEN
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7084: IF xtr_risk_debug_pkg.g_Debug THEN
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7085: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7086: xtr_risk_debug_pkg.dlog ('xtr_revl_getprice_fxo: ' || 'deal no', rec.deal_no);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7087: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'spot date', r_fx_in.p_spot_date);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7088: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'mature date', r_fx_in.p_maturity_date);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7089: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_base_rate', r_fx_in.p_rate_dom);
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7097: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7090: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_contra_rate', r_fx_in.p_rate_for);
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7097: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7098: END IF; */
7091: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_spot_rate', r_fx_in.p_spot_rate);
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7097: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7098: END IF; */
7099:
7092: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_trans_rate', r_fx_in.p_strike_rate);
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7097: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7098: END IF; */
7099:
7100: End If;
7093: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_volatility', r_fx_in.p_volatility);
7094: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_call_price', p_call_price);
7095: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'p_put_price', p_put_price);
7096: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_fxo: ' || 'l_fwd_rate', l_fwd_rate);
7097: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_fxo: ' || 'fx_gk_option_price_cv');
7098: END IF; */
7099:
7100: End If;
7101: rec.reval_rate := l_fwd_rate;
7469: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7470: p_bond_clean_price := r_md_out.p_md_out;
7471:
7472: /*
7473: IF xtr_risk_debug_pkg.g_Debug THEN
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7470: p_bond_clean_price := r_md_out.p_md_out;
7471:
7472: /*
7473: IF xtr_risk_debug_pkg.g_Debug THEN
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7471:
7472: /*
7473: IF xtr_risk_debug_pkg.g_Debug THEN
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7472: /*
7473: IF xtr_risk_debug_pkg.g_Debug THEN
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7480: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7473: IF xtr_risk_debug_pkg.g_Debug THEN
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7480: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7481: END IF;
7474: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7480: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7481: END IF;
7482: */
7475: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7480: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7481: END IF;
7482: */
7483: If l_margin is not null then
7476: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'market data set is '||l_market_set);
7477: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7478: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_ric_code is ', l_ric_code);
7479: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price is ', p_bond_clean_price);
7480: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7481: END IF;
7482: */
7483: If l_margin is not null then
7484: -- margin involved, convert bond price to YTM. Add margin to result.
7509: p_coupon_rate => null,
7510: p_num_coupons_remain => null
7511: );
7512: /*
7513: IF xtr_risk_debug_pkg.g_Debug THEN
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7510: p_num_coupons_remain => null
7511: );
7512: /*
7513: IF xtr_risk_debug_pkg.g_Debug THEN
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7511: );
7512: /*
7513: IF xtr_risk_debug_pkg.g_Debug THEN
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7512: /*
7513: IF xtr_risk_debug_pkg.g_Debug THEN
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7513: IF xtr_risk_debug_pkg.g_Debug THEN
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7514: xtr_risk_debug_pkg.dpush('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7522: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7515: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'batch_id',rec.batch_id);
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7522: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7523: END IF;
7516: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_bond_issue is ', l_bond_issue);
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7522: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7523: END IF;
7524: */
7517: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'reval date', rec.revldate);
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7522: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7523: END IF;
7524: */
7525: /* Add in margin */
7518: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_yield is ', l_yield);
7519: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_accrued_interest is ', l_accrued_interest);
7520: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'p_bond_clean_price', p_bond_clean_price);
7521: xtr_risk_debug_pkg.dlog('xtr_revl_getprice_bond: ' || 'l_dirty_price is ', l_dirty_price);
7522: xtr_risk_debug_pkg.dpop('xtr_revl_getprice_bond: ' || 'BOND fair value');
7523: END IF;
7524: */
7525: /* Add in margin */
7526: l_bond_yield_m := l_yield + nvl(l_margin,0)/100;
8094: else
8095: l_rate0 := bo_rec.pre_gl_rate;
8096: end if;
8097: l_rate1 := rec.reval_ex_rate_one;
8098: IF xtr_risk_debug_pkg.g_Debug THEN
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8095: l_rate0 := bo_rec.pre_gl_rate;
8096: end if;
8097: l_rate1 := rec.reval_ex_rate_one;
8098: IF xtr_risk_debug_pkg.g_Debug THEN
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8096: end if;
8097: l_rate1 := rec.reval_ex_rate_one;
8098: IF xtr_risk_debug_pkg.g_Debug THEN
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8104: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8097: l_rate1 := rec.reval_ex_rate_one;
8098: IF xtr_risk_debug_pkg.g_Debug THEN
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8104: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8105: END IF;
8098: IF xtr_risk_debug_pkg.g_Debug THEN
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8104: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8105: END IF;
8106:
8099: xtr_risk_debug_pkg.dpush('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8104: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8105: END IF;
8106:
8107: elsif p_resale = TRUE then
8100: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'rec.deal_no', rec.deal_no);
8101: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate1' , l_rate1);
8102: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'l_rate0' , l_rate0);
8103: xtr_risk_debug_pkg.dlog('xtr_revl_bond_unreal: ' || 'fair value' , rec.fair_value);
8104: xtr_risk_debug_pkg.dpop('xtr_revl_bond_unreal: ' || 'BOND_UNREAL');
8105: END IF;
8106:
8107: elsif p_resale = TRUE then
8108: l_rate1 := rec.reval_ex_rate_one;
8294: end if;
8295: l_principal := round(l_principal, l_round);
8296: end if;
8297:
8298: IF xtr_risk_debug_pkg.g_Debug THEN
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8295: l_principal := round(l_principal, l_round);
8296: end if;
8297:
8298: IF xtr_risk_debug_pkg.g_Debug THEN
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8296: end if;
8297:
8298: IF xtr_risk_debug_pkg.g_Debug THEN
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8297:
8298: IF xtr_risk_debug_pkg.g_Debug THEN
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8298: IF xtr_risk_debug_pkg.g_Debug THEN
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8299: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8300: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8301: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8309: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8302: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8309: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8310: END IF;
8303: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8309: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8310: END IF;
8311:
8304: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8309: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8310: END IF;
8311:
8312: if(rec.deal_subtype = 'FUND') then
8305: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8306: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8307: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8308: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_principal', l_principal);
8309: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_PRINCIPAL');
8310: END IF;
8311:
8312: if(rec.deal_subtype = 'FUND') then
8313: l_side := 'A';
8378: l_coupon_int := l_interest;
8379: end if;
8380:
8381:
8382: IF xtr_risk_debug_pkg.g_Debug THEN
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8379: end if;
8380:
8381:
8382: IF xtr_risk_debug_pkg.g_Debug THEN
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8380:
8381:
8382: IF xtr_risk_debug_pkg.g_Debug THEN
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8381:
8382: IF xtr_risk_debug_pkg.g_Debug THEN
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8382: IF xtr_risk_debug_pkg.g_Debug THEN
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8383: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8391: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8384: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8391: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8392: END IF;
8385: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8391: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8392: END IF;
8393:
8386: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8391: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8392: END IF;
8393:
8394:
8387: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8388: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_int_rate', l_int_rate);
8389: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8390: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.reval_rate', rec.reval_rate);
8391: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_REVAL_RATE');
8392: END IF;
8393:
8394:
8395: /* for Interest Overwrite project
8438: l_coupon_cf := round(l_coupon_cf, l_round);
8439: end if;
8440: end if;
8441:
8442: IF xtr_risk_debug_pkg.g_Debug THEN
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8439: end if;
8440: end if;
8441:
8442: IF xtr_risk_debug_pkg.g_Debug THEN
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8440: end if;
8441:
8442: IF xtr_risk_debug_pkg.g_Debug THEN
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8441:
8442: IF xtr_risk_debug_pkg.g_Debug THEN
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8442: IF xtr_risk_debug_pkg.g_Debug THEN
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8443: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8444: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8445: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8446: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8454: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8454: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8455: END IF;
8448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_maturity_date', l_maturity_date);
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8454: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8455: END IF;
8456:
8449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_future_val', l_future_val);
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8454: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8455: END IF;
8456:
8457: /*********************************************/
8450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.currencya', rec.currencya);
8451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_market_set', l_market_set);
8452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_side', l_side);
8453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_cf', l_coupon_cf);
8454: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_INTEREST');
8455: END IF;
8456:
8457: /*********************************************/
8458: /* Calculate the Accrued Interest */
8496: l_accrued_int := round(l_accrued_int, l_round);
8497: end if;
8498: end if;
8499:
8500: IF xtr_risk_debug_pkg.g_Debug THEN
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8497: end if;
8498: end if;
8499:
8500: IF xtr_risk_debug_pkg.g_Debug THEN
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8498: end if;
8499:
8500: IF xtr_risk_debug_pkg.g_Debug THEN
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8499:
8500: IF xtr_risk_debug_pkg.g_Debug THEN
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8500: IF xtr_risk_debug_pkg.g_Debug THEN
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8501: xtr_risk_debug_pkg.dpush('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'deal_no', rec.deal_no);
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8510: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8503: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'trans no', l_trans_no);
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8510: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8511: END IF;
8504: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'year_calc_type', rec.year_calc_type);
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8510: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8511: END IF;
8512:
8505: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_balance_out', l_balance_out);
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8510: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8511: END IF;
8512:
8513: /***** Prepaid Interest *******/
8506: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_start_date', l_start_date);
8507: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'rec.revldate', rec.revldate);
8508: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_coupon_rate', l_coupon_rate);
8509: xtr_risk_debug_pkg.dlog('xtr_revl_fv_tmm: ' || 'l_accrued_int', l_accrued_int);
8510: xtr_risk_debug_pkg.dpop('xtr_revl_fv_tmm: ' || 'TMM_ACCRU_INT');
8511: END IF;
8512:
8513: /***** Prepaid Interest *******/
8514: if nvl(l_pre_int, 'N') = 'Y' and rec.deal_type = 'TMM' then
8588: XTR_MM_COVERS.present_value(r_mm_in, r_mm_out);
8589: p_present_value := r_mm_out.p_present_val;
8590: end if;
8591:
8592: IF xtr_risk_debug_pkg.g_Debug THEN
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8589: p_present_value := r_mm_out.p_present_val;
8590: end if;
8591:
8592: IF xtr_risk_debug_pkg.g_Debug THEN
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8590: end if;
8591:
8592: IF xtr_risk_debug_pkg.g_Debug THEN
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8591:
8592: IF xtr_risk_debug_pkg.g_Debug THEN
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8592: IF xtr_risk_debug_pkg.g_Debug THEN
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8593: xtr_risk_debug_pkg.dpush('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8594: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_revl_date', p_revl_date);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8595: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_start_date', p_start_date);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8596: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', p_day_count);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8597: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_day', l_day);
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8605: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8598: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'l_year', l_year);
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8605: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8606: END IF;
8599: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_indicator', r_mm_in.p_indicator);
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8605: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8606: END IF;
8607:
8600: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_future_val', r_mm_in.p_future_val);
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8605: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8606: END IF;
8607:
8608: EXCEPTION
8601: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_rate', r_mm_in.p_rate);
8602: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_day_count', r_mm_in.p_day_count);
8603: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_annual_basis', r_mm_in.p_annual_basis);
8604: xtr_risk_debug_pkg.dlog('xtr_revl_present_value_tmm: ' || 'p_present_value', p_present_value);
8605: xtr_risk_debug_pkg.dpop('xtr_revl_present_value_tmm: ' || 'PRESENT_VALUE');
8606: END IF;
8607:
8608: EXCEPTION
8609: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
8928: fv_sob_amt := round((rec.fair_value * rec.reval_ex_rate_one), l_round);
8929: currency_gl:= round((rec.fair_value * (rec.reval_ex_rate_one - rec.deal_ex_rate_one)), l_round);
8930: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8931: /*
8932: IF xtr_risk_debug_pkg.g_Debug THEN
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8929: currency_gl:= round((rec.fair_value * (rec.reval_ex_rate_one - rec.deal_ex_rate_one)), l_round);
8930: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8931: /*
8932: IF xtr_risk_debug_pkg.g_Debug THEN
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8930: unrel_sob_gl:= round((unrel_pl_value * rec.reval_ex_rate_one), l_round);
8931: /*
8932: IF xtr_risk_debug_pkg.g_Debug THEN
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8931: /*
8932: IF xtr_risk_debug_pkg.g_Debug THEN
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8939: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8932: IF xtr_risk_debug_pkg.g_Debug THEN
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8939: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8940: END IF;
8933: xtr_risk_debug_pkg.dpush('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8939: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8940: END IF;
8941: */
8934: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'deal_no', rec.deal_no);
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8939: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8940: END IF;
8941: */
8942:
8935: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'trans no', rec.trans_no);
8936: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate0', rec.deal_ex_rate_one);
8937: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'rate1', rec.reval_ex_rate_one);
8938: xtr_risk_debug_pkg.dlog('xtr_revl_stock_unreal: ' || 'fv', rec.fair_value);
8939: xtr_risk_debug_pkg.dpop('xtr_revl_stock_unreal: ' || 'UNREAL_CURR');
8940: END IF;
8941: */
8942:
8943: End if;
9441: l_principal := round(l_principal, l_round);
9442: end if;
9443: end if;
9444:
9445: IF xtr_risk_debug_pkg.g_Debug THEN
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9442: end if;
9443: end if;
9444:
9445: IF xtr_risk_debug_pkg.g_Debug THEN
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9443: end if;
9444:
9445: IF xtr_risk_debug_pkg.g_Debug THEN
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9444:
9445: IF xtr_risk_debug_pkg.g_Debug THEN
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9445: IF xtr_risk_debug_pkg.g_Debug THEN
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9446: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9447: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9448: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9456: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9449: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9456: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9457: END IF;
9450: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9456: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9457: END IF;
9458:
9451: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9456: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9457: END IF;
9458:
9459: if(rec.deal_subtype = 'FUND') then
9452: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9453: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9454: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9455: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_principal', l_principal);
9456: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_PRINCIPAL');
9457: END IF;
9458:
9459: if(rec.deal_subtype = 'FUND') then
9460: l_side := 'A';
9490: else -- 'DISC_CASHSTA' take user overwriten interest from IRS deal
9491: l_coupon_int := l_interest;
9492: end if;
9493:
9494: IF xtr_risk_debug_pkg.g_Debug THEN
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9491: l_coupon_int := l_interest;
9492: end if;
9493:
9494: IF xtr_risk_debug_pkg.g_Debug THEN
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9492: end if;
9493:
9494: IF xtr_risk_debug_pkg.g_Debug THEN
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9493:
9494: IF xtr_risk_debug_pkg.g_Debug THEN
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9494: IF xtr_risk_debug_pkg.g_Debug THEN
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9495: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9503: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9496: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9503: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9504: END IF;
9497: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9503: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9504: END IF;
9505:
9498: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9503: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9504: END IF;
9505:
9506: /* for Interest Overwrite project
9499: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_start_date', l_start_date);
9500: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_int_rate', l_int_rate);
9501: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_rate', l_coupon_rate);
9502: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.reval_rate', rec.reval_rate);
9503: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_REVAL_RATE');
9504: END IF;
9505:
9506: /* for Interest Overwrite project
9507: l_coupon_int := xtr_calc_interest(l_balance_out,
9528: l_coupon_cf := round(l_coupon_cf, l_round);
9529: end if;
9530: end if;
9531:
9532: IF xtr_risk_debug_pkg.g_Debug THEN
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9529: end if;
9530: end if;
9531:
9532: IF xtr_risk_debug_pkg.g_Debug THEN
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9530: end if;
9531:
9532: IF xtr_risk_debug_pkg.g_Debug THEN
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9531:
9532: IF xtr_risk_debug_pkg.g_Debug THEN
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9532: IF xtr_risk_debug_pkg.g_Debug THEN
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9533: xtr_risk_debug_pkg.dpush('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9534: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'deal_no', rec.deal_no);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9535: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'trans no', l_trans_no);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9536: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'year_calc_type', rec.year_calc_type);
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9544: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9537: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.revldate', rec.revldate);
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9544: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9545: END IF;
9538: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_maturity_date', l_maturity_date);
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9544: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9545: END IF;
9546:
9539: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_future_val', l_future_val);
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9544: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9545: END IF;
9546:
9547: -- for Interest Overwrite project
9540: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'rec.currencya', rec.currencya);
9541: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_market_set', l_market_set);
9542: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_side', l_side);
9543: xtr_risk_debug_pkg.dlog('xtr_revl_fv_irs: ' || 'l_coupon_cf', l_coupon_cf);
9544: xtr_risk_debug_pkg.dpop('xtr_revl_fv_irs: ' || 'IRS_INTEREST');
9545: END IF;
9546:
9547: -- for Interest Overwrite project
9548: if rec.revldate > l_start_date then
9692: l_no_of_days, l_year_basis, disc_amount, eff_interest);
9693:
9694: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9695:
9696: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9693:
9694: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9695:
9696: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9694: eff_interest := xtr_fps2_p.interest_round(eff_interest,l_round,l_rounding_type); --bug 5130446
9695:
9696: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9695:
9696: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9696: xtr_risk_debug_pkg.dpush('EFF_INTEREST');
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9697: xtr_risk_debug_pkg.dlog('face value', rec.face_value);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9698: xtr_risk_debug_pkg.dlog('all in rate', l_all_in_rate);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9699: xtr_risk_debug_pkg.dlog('batch end date', rec.revldate);
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9707: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9700: xtr_risk_debug_pkg.dlog('maturity date', rec.maturity_date);
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9707: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9708:
9701: xtr_risk_debug_pkg.dlog('disc_yield', l_disc_yield);
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9707: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9708:
9709: EXCEPTION
9702: xtr_risk_debug_pkg.dlog('pre disc amt', pre_disc_amt);
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9707: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9708:
9709: EXCEPTION
9710: when others then
9703: xtr_risk_debug_pkg.dlog('no of days', l_no_of_days);
9704: xtr_risk_debug_pkg.dlog('year basis', l_year_basis);
9705: xtr_risk_debug_pkg.dlog('disc amount', disc_amount);
9706: xtr_risk_debug_pkg.dlog('effective interest', eff_interest);
9707: xtr_risk_debug_pkg.dpop('EFF_INTEREST');
9708:
9709: EXCEPTION
9710: when others then
9711: if g_call_by_form = true then
10229: p_name IN VARCHAR2,
10230: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS
10231:
10232: begin
10233: IF xtr_risk_debug_pkg.g_Debug THEN
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10230: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS
10231:
10232: begin
10233: IF xtr_risk_debug_pkg.g_Debug THEN
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10231:
10232: begin
10233: IF xtr_risk_debug_pkg.g_Debug THEN
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10232: begin
10233: IF xtr_risk_debug_pkg.g_Debug THEN
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10233: IF xtr_risk_debug_pkg.g_Debug THEN
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10234: xtr_risk_debug_pkg.dpush('dump_xtr_mds_rec: ' || p_name);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10235: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'mds set code',rec.p_md_set_code);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10236: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'source', rec.p_source);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10237: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'ind', rec.p_indicator);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10238: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'spot date', rec.p_spot_date);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10239: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'future date', rec.p_future_date);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10247: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10240: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'currency', rec.p_ccy);
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10247: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10248: END IF;
10241: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'contra ccy', rec.p_contra_ccy);
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10247: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10248: END IF;
10249:
10242: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'day count basis', rec.p_day_count_basis_out);
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10247: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10248: END IF;
10249:
10250: end dump_xtr_mds_rec;
10243: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'interpolation', rec.p_interpolation_method);
10244: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'side', rec.p_side);
10245: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'batch id', rec.p_batch_id);
10246: xtr_risk_debug_pkg.dlog('dump_xtr_mds_rec: ' || 'bond code', rec.p_bond_code);
10247: xtr_risk_debug_pkg.dpop('dump_xtr_mds_rec: ' || p_name);
10248: END IF;
10249:
10250: end dump_xtr_mds_rec;
10251:
10253: PROCEDURE dump_xtr_revl_rec(
10254: p_name IN VARCHAR2,
10255: rec IN xtr_revl_rec) is
10256: begin
10257: IF xtr_risk_debug_pkg.g_Debug THEN
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10254: p_name IN VARCHAR2,
10255: rec IN xtr_revl_rec) is
10256: begin
10257: IF xtr_risk_debug_pkg.g_Debug THEN
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10255: rec IN xtr_revl_rec) is
10256: begin
10257: IF xtr_risk_debug_pkg.g_Debug THEN
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10256: begin
10257: IF xtr_risk_debug_pkg.g_Debug THEN
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10257: IF xtr_risk_debug_pkg.g_Debug THEN
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10258: xtr_risk_debug_pkg.dpush('dump_xtr_revl_rec: ' || p_name);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10259: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'company_code', rec.company_code);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10260: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_no', rec.deal_no);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10261: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_type', rec.deal_type);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10269: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10262: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'deal_subtype', rec.deal_subtype);
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10269: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10270: END IF;
10263: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'batch_id', rec.batch_id);
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10269: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10270: END IF;
10271:
10264: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'fair_value', rec.fair_value);
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10269: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10270: END IF;
10271:
10272: end dump_xtr_revl_rec;
10265: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'trans_no', rec.trans_no);
10266: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_type', rec.ow_type);
10267: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'ow_value', rec.ow_value);
10268: xtr_risk_debug_pkg.dlog('dump_xtr_revl_rec: ' || 'revldate', rec.revldate);
10269: xtr_risk_debug_pkg.dpop('dump_xtr_revl_rec: ' || p_name);
10270: END IF;
10271:
10272: end dump_xtr_revl_rec;
10273:
10405: null;
10406: elsif l_flag = 'C' then
10407: fnd_file.put_line(1,p_text||' : '||p_value);
10408: else
10409: xtr_risk_debug_pkg.dlog(p_text, p_value);
10410: end if;
10411:
10412: END LOG_MSG;
10413: -------------------------------