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APPS.XTR_REVAL_PROCESS_P dependencies on XTR_MARKET_DATA_P

Line 1510: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

1506: l_clean_price NUMBER; -- out parameter for BOND
1507: l_stock_price NUMBER; -- out parameter for STOCK
1508: l_settle_date DATE;
1509: r_fx_rate xtr_revl_fx_rate; -- record type
1510: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
1511: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
1512: l_market_set VARCHAR2(30);
1513: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
1514: l_dummy NUMBER;

Line 1511: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

1507: l_stock_price NUMBER; -- out parameter for STOCK
1508: l_settle_date DATE;
1509: r_fx_rate xtr_revl_fx_rate; -- record type
1510: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
1511: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
1512: l_market_set VARCHAR2(30);
1513: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
1514: l_dummy NUMBER;
1515: l_dummy1 NUMBER;

Line 1564: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1560: where bond_issue_code = rec.contract_code;
1561: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
1562: C_BOND_IND, rec.expiry_date, null, rec.currencya, NULL,
1563: NULL, C_INTERPOL_LINER, 'M', rec.batch_id, l_ric_code);
1564: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1565: rec.reval_rate := r_md_out.p_md_out;
1566: else
1567: rec.reval_rate := null;
1568: end if;

Line 1675: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1671: -- get realized fair value
1672: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1673: rec.effective_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1674: rec.batch_id, NULL);
1675: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1676: rec.reval_rate := r_md_out.p_md_out;
1677:
1678: xtr_end_fv(rec, fair_value);
1679: elsif rec.effective_date > rec.revldate and rec.status_code = 'CURRENT' then -- unrealized

Line 1716: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1712: fair_value := 0;
1713: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1714: rec.expiry_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1715: rec.batch_id, NULL);
1716: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1717: rec.reval_rate := r_md_out.p_md_out;
1718: else -- 'FAIR_VALUE' other others
1719: fair_value := null;
1720: rec.reval_rate := null;

Line 1733: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

1729: elsif rec.effective_date <= rec.revldate and rec.status_code = 'EXPIRED' then -- realized
1730: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE, C_SPOT_RATE_IND,
1731: rec.expiry_date, NULL, rec.currencya, rec.currencyb, NULL, NULL, 'M',
1732: rec.batch_id, NULL);
1733: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
1734: rec.reval_rate := r_md_out.p_md_out;
1735: fair_value := 0;
1736: elsif rec.effective_date <= rec.revldate and rec.status_code = 'EXERCISED' then -- realized
1737: select base_rate

Line 1954: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

1950: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
1951: l_buf := FND_MESSAGE.GET;
1952: FND_FILE.put_line(fnd_file.log, l_buf);
1953: end if;
1954: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
1955: if g_call_by_form = true then
1956: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
1957: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
1958: APP_EXCEPTION.raise_exception;

Line 1968: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

1964: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
1965: l_buf := FND_MESSAGE.GET;
1966: FND_FILE.put_line(fnd_file.log, l_buf);
1967: end if;
1968: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
1969: if g_call_by_form = true then
1970: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
1971: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
1972: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 4579: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4575: l_reverse BOOLEAN;
4576: l_round NUMBER;
4577: r_err_log err_log; -- record type
4578: l_market_set VARCHAR2(30);
4579: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4580: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4581: l_buy_amt NUMBER;
4582: l_sell_amt NUMBER;
4583: retcode NUMBER;

Line 4580: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4576: l_round NUMBER;
4577: r_err_log err_log; -- record type
4578: l_market_set VARCHAR2(30);
4579: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4580: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4581: l_buy_amt NUMBER;
4582: l_sell_amt NUMBER;
4583: retcode NUMBER;
4584:

Line 4816: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4812: l_side VARCHAR2(5);
4813: l_days_t1 NUMBER;
4814: l_days_t2 NUMBER;
4815: l_year NUMBER;
4816: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4817: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4818: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4819: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4820: l_market_set VARCHAR2(30);

Line 4817: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4813: l_days_t1 NUMBER;
4814: l_days_t2 NUMBER;
4815: l_year NUMBER;
4816: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4817: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4818: r_mm_in XTR_MM_COVERS.int_forw_rate_in_rec_type;
4819: r_mm_out XTR_MM_COVERS.int_forw_rate_out_rec_type;
4820: l_market_set VARCHAR2(30);
4821: l_rt1 NUMBER;

Line 4870: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

4866: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
4867: C_YIELD_IND, rec.revldate, l_start_date,
4868: rec.currencya, NULL, rec.year_calc_type,
4869: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
4870: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
4871: l_rt1 := r_md_out.p_md_out;
4872:
4873: XTR_CALC_P.calc_days_run(rec.revldate, l_maturity_date,
4874: rec.year_calc_type, l_days_t2, l_year);

Line 4879: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

4875: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
4876: C_YIELD_IND, rec.revldate, l_maturity_date,
4877: rec.currencya, NULL, rec.year_calc_type,
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');

Line 4914: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

4910:
4911: End If;
4912:
4913: EXCEPTION
4914: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
4915: if g_call_by_form = true then
4916: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
4917: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
4918: APP_EXCEPTION.raise_exception;

Line 4928: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

4924: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
4925: l_buf := FND_MESSAGE.GET;
4926: FND_FILE.put_line(fnd_file.log, l_buf);
4927: end if;
4928: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
4929: if g_call_by_form = true then
4930: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
4931: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
4932: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 4974: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

4970: l_year NUMBER;
4971: l_side VARCHAR2(5);
4972: l_settle_rate NUMBER;
4973: l_discount_rate NUMBER;
4974: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4975: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4976: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4978: l_dummy NUMBER;

Line 4975: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

4971: l_side VARCHAR2(5);
4972: l_settle_rate NUMBER;
4973: l_discount_rate NUMBER;
4974: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
4975: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
4976: r_fra_in XTR_MM_COVERS.fra_settlement_in_rec_type;
4977: r_fra_out XTR_MM_COVERS.fra_settlement_out_rec_type;
4978: l_dummy NUMBER;
4979: l_dummy1 NUMBER;

Line 5015: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5011: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5012: C_YIELD_IND, rec.start_date, rec.maturity_date,
5013: rec.currencya, NULL, rec.year_calc_type,
5014: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
5015: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5016: l_settle_rate := r_md_out.p_md_out;
5017:
5018: if(rec.pricing_model = C_P_MODEL_FRA_D) then -- 'FRA_DISC'
5019: r_fra_in.p_indicator := 'DR';

Line 5060: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5056: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5057: C_YIELD_IND, rec.revldate, rec.start_date,
5058: rec.currencya, NULL, rec.year_calc_type,
5059: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
5060: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5061:
5062: l_discount_rate := r_md_out.p_md_out;
5063:
5064: r_mm_in.P_INDICATOR := C_YIELD_IND;

Line 5096: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5092: end if;
5093: End If;
5094:
5095: EXCEPTION
5096: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5097: if g_call_by_form = true then
5098: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5099: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5100: APP_EXCEPTION.raise_exception;

Line 5110: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5106: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5107: l_buf := FND_MESSAGE.GET;
5108: FND_FILE.put_line(fnd_file.log, l_buf);
5109: end if;
5110: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5111: if g_call_by_form = true then
5112: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5113: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5114: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 5161: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

5157: l_contra_amt NUMBER;
5158: l_buf NUMBER;
5159: l_contra_sob_side VARCHAR2(5);
5160: l_reverse BOOLEAN;
5161: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5162: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5163: l_discount_date_method VARCHAR2(30);
5164: l_future_fv NUMBER;
5165: l_base_val NUMBER;

Line 5162: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

5158: l_buf NUMBER;
5159: l_contra_sob_side VARCHAR2(5);
5160: l_reverse BOOLEAN;
5161: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5162: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5163: l_discount_date_method VARCHAR2(30);
5164: l_future_fv NUMBER;
5165: l_base_val NUMBER;
5166: l_contra_val NUMBER;

Line 5296: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5292: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5293: C_YIELD_IND, l_spot_date, l_future_date,
5294: rec.sob_ccy, NULL, rec.year_calc_type,
5295: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5296: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5297: p_sob_yield_rate := r_md_out.p_md_out;
5298: else
5299: l_base1 := l_contra_ccy;
5300: l_contra1 := rec.sob_ccy;

Line 5309: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5305: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5306: C_SPOT_RATE_IND, l_spot_date, NULL,
5307: l_base1, l_contra1, NULL,
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');

Line 5333: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5329: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5330: C_YIELD_IND, l_spot_date, l_future_date,
5331: l_base1, NULL, rec.year_calc_type,
5332: C_INTERPOL_LINER, l_contra_sob_side, rec.batch_id, NULL);
5333: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
5334: p_contra_yield_rate := r_md_out.p_md_out;
5335:
5336: -- get sob currency yield rate from market data set
5337: xtr_revl_mds_init(r_md_in, l_market_set, l_source,

Line 5341: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5337: xtr_revl_mds_init(r_md_in, l_market_set, l_source,
5338: C_YIELD_IND, l_spot_date, l_future_date,
5339: l_contra1, NULL, rec.year_calc_type,
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');

Line 5458: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5454: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5455: l_buff := FND_MESSAGE.GET;
5456: FND_FILE.put_line(fnd_file.log, l_buff);
5457: end if;
5458: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5459: if g_call_by_form = true then
5460: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5461: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5462: APP_EXCEPTION.raise_exception;

Line 5472: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5468: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5469: l_buff := FND_MESSAGE.GET;
5470: FND_FILE.put_line(fnd_file.log, l_buff);
5471: end if;
5472: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5473: if g_call_by_form = true then
5474: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5475: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5476: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 5744: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

5740: l_contra_side VARCHAR2(5);
5741: l_base_side VARCHAR2(5);
5742: l_indicator VARCHAR2(1);
5743: l_mature VARCHAR2(1);
5744: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5745: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5746: r_err_log err_log; -- record type
5747: retcode NUMBER;
5748: l_buff Varchar2(500);

Line 5745: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

5741: l_base_side VARCHAR2(5);
5742: l_indicator VARCHAR2(1);
5743: l_mature VARCHAR2(1);
5744: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
5745: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
5746: r_err_log err_log; -- record type
5747: retcode NUMBER;
5748: l_buff Varchar2(500);
5749: l_gl_rate NUMBER;

Line 5858: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5854: l_spot_side,
5855: rec.batch_id,
5856: NULL);
5857:
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

Line 5884: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5880: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5881: C_YIELD_IND, l_spot_date, l_future_date,
5882: l_base_ccy, NULL, rec.year_calc_type,
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');

Line 5907: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

5903: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
5904: C_YIELD_IND, l_spot_date, l_future_date,
5905: l_contra_ccy, NULL, rec.year_calc_type,
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');

Line 5980: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

5976: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5977: l_buff := FND_MESSAGE.GET;
5978: FND_FILE.put_line(fnd_file.log, l_buff);
5979: end if;
5980: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
5981: if g_call_by_form = true then
5982: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
5983: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
5984: APP_EXCEPTION.raise_exception;

Line 5994: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

5990: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
5991: l_buff := FND_MESSAGE.GET;
5992: FND_FILE.put_line(fnd_file.log, l_buff);
5993: end if;
5994: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
5995: if g_call_by_form = true then
5996: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
5997: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
5998: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 6551: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

6547: l_contra_side VARCHAR2(1);
6548: l_spot_side VARCHAR2(1);
6549: l_spot_date DATE;
6550: l_future_date DATE;
6551: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6552: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6553: l_discount_date_method VARCHAR2(30);
6554: l_round NUMBER;
6555: l_deno NUMBER;

Line 6552: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

6548: l_spot_side VARCHAR2(1);
6549: l_spot_date DATE;
6550: l_future_date DATE;
6551: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6552: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6553: l_discount_date_method VARCHAR2(30);
6554: l_round NUMBER;
6555: l_deno NUMBER;
6556: l_no_of_days NUMBER;

Line 6647: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out, l_first_call);

6643: l_spot_side,
6644: rec.batch_id,
6645: NULL);
6646:
6647: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out, l_first_call);
6648: l_begin_spot_rate := r_md_out.p_md_out;
6649:
6650: -- get base currency yield rate from market data set
6651: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6655: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6651: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6652: C_YIELD_IND, l_begin_date, l_future_date,
6653: l_base_ccy, NULL, rec.year_calc_type,
6654: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
6655: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6656: l_begin_base_rate := r_md_out.p_md_out;
6657:
6658: -- get contra currency yield rate from market data set
6659: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6663: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6659: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6660: C_YIELD_IND, l_begin_date, l_future_date,
6661: l_contra_ccy, NULL, rec.year_calc_type,
6662: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
6663: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6664: l_begin_contra_rate := r_md_out.p_md_out;
6665:
6666: -- Get forward-forward rate
6667: XTR_FX_FORMULAS.fx_forward_rate(

Line 6705: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6701: l_spot_side,
6702: rec.batch_id,
6703: NULL);
6704:
6705: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6706: l_spot_rate := r_md_out.p_md_out;
6707:
6708: -- get base currency yield rate from market data set
6709: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6713: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6709: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6710: C_YIELD_IND, l_spot_date, l_future_date,
6711: l_base_ccy, NULL, rec.year_calc_type,
6712: C_INTERPOL_LINER, l_base_side, rec.batch_id, NULL);
6713: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6714: l_base_yield_rate := r_md_out.p_md_out;
6715:
6716: -- get contra currency yield rate from market data set
6717: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 6721: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

6717: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
6718: C_YIELD_IND, l_spot_date, l_future_date,
6719: l_contra_ccy, NULL, rec.year_calc_type,
6720: C_INTERPOL_LINER, l_contra_side, rec.batch_id, NULL);
6721: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
6722: l_contra_yield_rate := r_md_out.p_md_out;
6723:
6724: -- Get forward-forward rate
6725: XTR_FX_FORMULAS.fx_forward_rate(

Line 6773: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

6769: currency_gl, r_rd, retcode, l_hedge_flag);
6770:
6771:
6772: EXCEPTION
6773: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
6774: if g_call_by_form = true then
6775: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
6776: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
6777: APP_EXCEPTION.raise_exception;

Line 6787: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

6783: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
6784: l_buff := FND_MESSAGE.GET;
6785: FND_FILE.put_line(fnd_file.log, l_buff);
6786: end if;
6787: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
6788: if g_call_by_form = true then
6789: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
6790: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
6791: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 6968: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

6964: l_base_ccy VARCHAR2(15);
6965: l_contra_ccy VARCHAR2(15);
6966: l_side VARCHAR2(5);
6967: l_dummy BOOLEAN;
6968: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6969: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6970: l_volatility NUMBER;
6971: l_trans_rate_buy NUMBER;
6972: l_trans_rate_sell NUMBER;

Line 6969: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

6965: l_contra_ccy VARCHAR2(15);
6966: l_side VARCHAR2(5);
6967: l_dummy BOOLEAN;
6968: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
6969: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
6970: l_volatility NUMBER;
6971: l_trans_rate_buy NUMBER;
6972: l_trans_rate_sell NUMBER;
6973: l_trans_rate NUMBER;

Line 7025: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7021: C_VOLATILITY_IND, rec.revldate, rec.expiry_date,
7022: l_base_ccy, l_contra_ccy, rec.year_calc_type,
7023: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7024:
7025: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7026: l_volatility := r_md_out.p_md_out;
7027:
7028: -- return a interest rate for Buy currency
7029: l_side := 'A';

Line 7034: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7030: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7031: C_YIELD_IND, rec.revldate, rec.expiry_date,
7032: rec.currencya, l_contra_ccy, rec.year_calc_type,
7033: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7034: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7035: l_trans_rate_buy := r_md_out.p_md_out;
7036:
7037: -- return a interest rate for Sell currency
7038: l_side := 'B';

Line 7044: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7040: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7041: C_YIELD_IND, rec.revldate, rec.expiry_date,
7042: rec.currencyb, l_contra_ccy, rec.year_calc_type,
7043: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7044: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7045: l_trans_rate_sell := r_md_out.p_md_out;
7046:
7047: -- get FX spot rate
7048: if(rec.currencyb = l_base_ccy) then

Line 7058: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7054: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7055: C_SPOT_RATE_IND, rec.start_date, NULL,
7056: l_base_ccy, l_contra_ccy, rec.year_calc_type,
7057: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
7058: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7059: p_spot_rate := r_md_out.p_md_out;
7060:
7061: if (l_base_ccy = rec.currencya) then
7062: l_base_rate := l_trans_rate_buy;

Line 7104: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7100: End If;
7101: rec.reval_rate := l_fwd_rate;
7102:
7103: EXCEPTION
7104: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7105: if g_call_by_form = true then
7106: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7107: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7108: APP_EXCEPTION.raise_exception;

Line 7118: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7114: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7115: l_buf := FND_MESSAGE.GET;
7116: FND_FILE.put_line(fnd_file.log, l_buf);
7117: end if;
7118: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7119: if g_call_by_form = true then
7120: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7121: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7122: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 7162: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7158: l_market_set VARCHAR2(30);
7159: l_discount_date_method VARCHAR2(30);
7160: l_side VARCHAR2(5);
7161: l_rate_type VARCHAR2(1);
7162: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7163: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7164: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7165: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7166: l_day NUMBER;

Line 7163: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7159: l_discount_date_method VARCHAR2(30);
7160: l_side VARCHAR2(5);
7161: l_rate_type VARCHAR2(1);
7162: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7163: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7164: r_present_in XTR_MM_COVERS.presentValue_in_rec_type;
7165: r_present_out XTR_MM_COVERS.presentValue_out_rec_type;
7166: l_day NUMBER;
7167: l_year NUMBER;

Line 7325: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7321: p_year OUT NOCOPY NUMBER) IS
7322: l_buf Varchar2(500);
7323: l_ind VARCHAR2(1);
7324: l_date DATE;
7325: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7326: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7327: r_err_log err_log; -- record type
7328: retcode NUMBER;
7329:

Line 7326: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7322: l_buf Varchar2(500);
7323: l_ind VARCHAR2(1);
7324: l_date DATE;
7325: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7326: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7327: r_err_log err_log; -- record type
7328: retcode NUMBER;
7329:
7330: begin

Line 7348: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7344: l_ind, l_date, p_end_date,
7345: p_ccy, NULL, p_day_count,
7346: C_INTERPOL_LINER, p_side, p_batch_id, NULL);
7347: if l_ind is not NULL then
7348: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
7349: p_int_rate := r_md_out.p_md_out;
7350: else
7351: xtr_revl_getprice_fwd(rec, FALSE, p_int_rate); -- get forward forward rate
7352: end if;

Line 7363: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7359: p_int_rate, p_day, p_year, p_int_rate);
7360: end if;
7361:
7362: EXCEPTION
7363: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7364: if g_call_by_form = true then
7365: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7366: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7367: APP_EXCEPTION.raise_exception;

Line 7377: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7373: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7374: l_buf := FND_MESSAGE.GET;
7375: FND_FILE.put_line(fnd_file.log, l_buf);
7376: end if;
7377: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7378: if g_call_by_form = true then
7379: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7380: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7381: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 7425: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

7421: l_settle_date DATE;
7422: l_dirty_price NUMBER;
7423: l_market_set VARCHAR2(30);
7424: l_clean_price NUMBER;
7425: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7426: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7427: r_err_log err_log; -- record type
7428: retcode NUMBER;
7429: l_buf VARCHAR2(300);

Line 7426: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

7422: l_dirty_price NUMBER;
7423: l_market_set VARCHAR2(30);
7424: l_clean_price NUMBER;
7425: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
7426: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
7427: r_err_log err_log; -- record type
7428: retcode NUMBER;
7429: l_buf VARCHAR2(300);
7430: l_buff Varchar2(500);

Line 7469: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

7465: /*** Get clean price from market data set ***/
7466: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
7467: C_BOND_IND, rec.revldate, rec.revldate, rec.currencya, NULL,
7468: NULL, NULL, l_side, rec.batch_id, l_ric_code);
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

Line 7559: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

7555: p_bond_clean_price := l_clean_price;
7556: End If;
7557:
7558: EXCEPTION
7559: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
7560: if g_call_by_form = true then
7561: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
7562: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
7563: APP_EXCEPTION.raise_exception;

Line 7573: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

7569: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
7570: l_buff := FND_MESSAGE.GET;
7571: FND_FILE.put_line(fnd_file.log, l_buff);
7572: end if;
7573: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
7574: if g_call_by_form = true then
7575: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
7576: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
7577: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 8562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

8558: p_market_set IN VARCHAR2,
8559: p_side IN VARCHAR2,
8560: p_present_value OUT NOCOPY NUMBER) is
8561: l_buf Varchar2(500);
8562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8564: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8565: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8566: l_day NUMBER;

Line 8563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

8559: p_side IN VARCHAR2,
8560: p_present_value OUT NOCOPY NUMBER) is
8561: l_buf Varchar2(500);
8562: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
8563: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
8564: r_mm_in XTR_MM_COVERS.PresentValue_in_rec_type;
8565: r_mm_out XTR_MM_COVERS.PresentValue_out_rec_type;
8566: l_day NUMBER;
8567: l_year NUMBER;

Line 8582: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

8578: xtr_revl_mds_init(r_md_in, p_market_set, C_SOURCE,
8579: C_DISCOUNT_FAC, p_revl_date, p_start_date,
8580: p_ccy, NULL, p_day_count,
8581: C_INTERPOL_LINER, p_side, p_batch_id, NULL);
8582: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
8583: r_mm_in.p_indicator := C_DISCOUNT_FAC;
8584: r_mm_in.p_future_val:= p_future_val;
8585: r_mm_in.p_rate := r_md_out.p_md_out;
8586: r_mm_in.p_day_count := l_day;

Line 8609: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

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
8610: if g_call_by_form = true then
8611: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
8612: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
8613: APP_EXCEPTION.raise_exception;

Line 8623: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

8619: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
8620: l_buf := FND_MESSAGE.GET;
8621: FND_FILE.put_line(fnd_file.log, l_buf);
8622: end if;
8623: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
8624: if g_call_by_form = true then
8625: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
8626: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
8627: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9079: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

9075:
9076: l_stock_issue XTR_DEALS.bond_issue%TYPE;
9077: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
9078: l_side VARCHAR2(1);
9079: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9080: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9081: r_err_log err_log; -- record type
9082: retcode NUMBER;
9083: l_market_set VARCHAR2(30);

Line 9080: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

9076: l_stock_issue XTR_DEALS.bond_issue%TYPE;
9077: l_ric_code XTR_BOND_ISSUES.ric_code%TYPE;
9078: l_side VARCHAR2(1);
9079: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9080: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9081: r_err_log err_log; -- record type
9082: retcode NUMBER;
9083: l_market_set VARCHAR2(30);
9084: l_buf VARCHAR2(300);

Line 9106: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9102: /*** Get stock price from market data set ***/
9103: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9104: C_STOCK_IND, rec.revldate, rec.revldate, rec.currencya, NULL,
9105: NULL, NULL, l_side, rec.batch_id, l_ric_code);
9106: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9107: p_stock_price := r_md_out.p_md_out;
9108:
9109: EXCEPTION
9110: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

Line 9110: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

9106: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9107: p_stock_price := r_md_out.p_md_out;
9108:
9109: EXCEPTION
9110: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
9111: if g_call_by_form = true then
9112: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
9113: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
9114: APP_EXCEPTION.raise_exception;

Line 9124: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

9120: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
9121: l_buff := FND_MESSAGE.GET;
9122: FND_FILE.put_line(fnd_file.log, l_buff);
9123: end if;
9124: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
9125: if g_call_by_form = true then
9126: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
9127: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
9128: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9174: r_md_in xtr_market_data_p.md_from_set_in_rec_type;

9170: l_fwd_rate NUMBER;
9171: l_volatility NUMBER;
9172: l_short_rate NUMBER;
9173: l_long_rate NUMBER;
9174: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9175: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9176: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9177: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9178: l_dummy NUMBER;

Line 9175: r_md_out xtr_market_data_p.md_from_set_out_rec_type;

9171: l_volatility NUMBER;
9172: l_short_rate NUMBER;
9173: l_long_rate NUMBER;
9174: r_md_in xtr_market_data_p.md_from_set_in_rec_type;
9175: r_md_out xtr_market_data_p.md_from_set_out_rec_type;
9176: r_black_in XTR_MM_COVERS.black_opt_cv_in_rec_type;
9177: r_black_out XTR_MM_COVERS.black_opt_cv_out_rec_type;
9178: l_dummy NUMBER;
9179: l_dummy1 NUMBER;

Line 9211: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9207: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9208: C_VOLATILITY_IND, rec.revldate, rec.maturity_date,
9209: rec.currencya, NULL, rec.year_calc_type,
9210: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9211: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9212: l_volatility := r_md_out.p_md_out;
9213:
9214: if rec.deal_subtype in ('BCAP', 'SCAP') then
9215: l_side := 'A';

Line 9225: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9221: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9222: C_YIELD_IND, rec.revldate, rec.start_date,
9223: rec.currencya, NULL, 'ACTUAL365', -- bug 3509267
9224: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9225: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9226: l_short_rate := r_md_out.p_md_out;
9227:
9228: -- get int rate between reval date and maturity date based on Actual/365
9229: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,

Line 9233: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);

9229: xtr_revl_mds_init(r_md_in, l_market_set, C_SOURCE,
9230: C_YIELD_IND, rec.revldate, rec.maturity_date,
9231: rec.currencya, NULL, 'ACTUAL365', -- bug 3509267
9232: C_INTERPOL_LINER, l_side, rec.batch_id, NULL);
9233: XTR_MARKET_DATA_P.get_md_from_set(r_md_in, r_md_out);
9234: l_long_rate := r_md_out.p_md_out;
9235:
9236: if rec.pricing_model = C_P_MODEL_BLACK then
9237: r_black_in.p_principal := rec.face_value; -- deal face_value_amount

Line 9271: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then

9267: end if;
9268: End If;
9269:
9270: EXCEPTION
9271: when XTR_MARKET_DATA_P.e_mdcs_no_data_found then
9272: if g_call_by_form = true then
9273: FND_MESSAGE.set_name('XTR', 'XTR_NO_MARKET');
9274: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);
9275: APP_EXCEPTION.raise_exception;

Line 9285: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then

9281: FND_MESSAGE.SET_TOKEN('TRANS_NO', rec.trans_no);
9282: l_buf := FND_MESSAGE.GET;
9283: FND_FILE.put_line(fnd_file.log, l_buf);
9284: end if;
9285: when XTR_MARKET_DATA_P.e_mdcs_no_curve_found then
9286: if g_call_by_form = true then
9287: FND_MESSAGE.set_name('XTR', 'XTR_NO_CURVE');
9288: FND_MESSAGE.set_token('MARKET', rec.market_data_set);
9289: FND_MESSAGE.set_token('DEAL_NO', rec.deal_no);

Line 9730: rec out NOCOPY XTR_MARKET_DATA_P.md_from_set_in_rec_type,

9726: /* XTR_MARKET_DATA table for calcuating the spot rate */
9727: /* or interest rate */
9728: /*******************************************************/
9729: PROCEDURE xtr_revl_mds_init(
9730: rec out NOCOPY XTR_MARKET_DATA_P.md_from_set_in_rec_type,
9731: p_md_set_code VARCHAR2,
9732: p_source VARCHAR2,
9733: p_indicator VARCHAR2,
9734: p_spot_date DATE,

Line 10230: rec in XTR_MARKET_DATA_P.md_from_set_in_rec_type) IS

10226: End;
10227: --------------------------------------------------------
10228: PROCEDURE dump_xtr_mds_rec(
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);