163: where CURRENCY = l_counter_ccy;
164: --
165: cursor LAN_VALUE is
166: select c.LAN, d.LAN, e.LAN
167: from XTR_CUM_DIST_CALCS c,
168: XTR_CUM_DIST_CALCS d,
169: XTR_CUM_DIST_CALCS e
170: where c.MKT_EXP = round(fp/ep,2)
171: and d.MKT_EXP = (round((FP/EP),2) + .005)
164: --
165: cursor LAN_VALUE is
166: select c.LAN, d.LAN, e.LAN
167: from XTR_CUM_DIST_CALCS c,
168: XTR_CUM_DIST_CALCS d,
169: XTR_CUM_DIST_CALCS e
170: where c.MKT_EXP = round(fp/ep,2)
171: and d.MKT_EXP = (round((FP/EP),2) + .005)
172: and e.MKT_EXP = (round((FP/EP),2) - .005);
165: cursor LAN_VALUE is
166: select c.LAN, d.LAN, e.LAN
167: from XTR_CUM_DIST_CALCS c,
168: XTR_CUM_DIST_CALCS d,
169: XTR_CUM_DIST_CALCS e
170: where c.MKT_EXP = round(fp/ep,2)
171: and d.MKT_EXP = (round((FP/EP),2) + .005)
172: and e.MKT_EXP = (round((FP/EP),2) - .005);
173: --
172: and e.MKT_EXP = (round((FP/EP),2) - .005);
173: --
174: cursor EXPT_VALUE is
175: select c.EXPT,d.EXPT,e.EXPT
176: from XTR_CUM_DIST_CALCS c,
177: XTR_CUM_DIST_CALCS d,
178: XTR_CUM_DIST_CALCS e
179: where c.INT_DAYS = round((-(1)*r*t),2)
180: and d.INT_DAYS = (round((-(1)*r*t),2) + .005)
173: --
174: cursor EXPT_VALUE is
175: select c.EXPT,d.EXPT,e.EXPT
176: from XTR_CUM_DIST_CALCS c,
177: XTR_CUM_DIST_CALCS d,
178: XTR_CUM_DIST_CALCS e
179: where c.INT_DAYS = round((-(1)*r*t),2)
180: and d.INT_DAYS = (round((-(1)*r*t),2) + .005)
181: and e.INT_DAYS = (round((-(1)*r*t),2) - .005);
174: cursor EXPT_VALUE is
175: select c.EXPT,d.EXPT,e.EXPT
176: from XTR_CUM_DIST_CALCS c,
177: XTR_CUM_DIST_CALCS d,
178: XTR_CUM_DIST_CALCS e
179: where c.INT_DAYS = round((-(1)*r*t),2)
180: and d.INT_DAYS = (round((-(1)*r*t),2) + .005)
181: and e.INT_DAYS = (round((-(1)*r*t),2) - .005);
182: --
181: and e.INT_DAYS = (round((-(1)*r*t),2) - .005);
182: --
183: cursor PROB_VALUE_1 is
184: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
185: from XTR_CUM_DIST_CALCS c,
186: XTR_CUM_DIST_CALCS d,
187: XTR_CUM_DIST_CALCS e
188: where c.DEVIATION = round(d1,2)
189: and d.DEVIATION = (round(d1,2) + .005)
182: --
183: cursor PROB_VALUE_1 is
184: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
185: from XTR_CUM_DIST_CALCS c,
186: XTR_CUM_DIST_CALCS d,
187: XTR_CUM_DIST_CALCS e
188: where c.DEVIATION = round(d1,2)
189: and d.DEVIATION = (round(d1,2) + .005)
190: and e.DEVIATION = (round(d1,2) - .005);
183: cursor PROB_VALUE_1 is
184: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
185: from XTR_CUM_DIST_CALCS c,
186: XTR_CUM_DIST_CALCS d,
187: XTR_CUM_DIST_CALCS e
188: where c.DEVIATION = round(d1,2)
189: and d.DEVIATION = (round(d1,2) + .005)
190: and e.DEVIATION = (round(d1,2) - .005);
191: --
190: and e.DEVIATION = (round(d1,2) - .005);
191: --
192: cursor PROB_VALUE_2 is
193: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
194: from XTR_CUM_DIST_CALCS c,
195: XTR_CUM_DIST_CALCS d,
196: XTR_CUM_DIST_CALCS e
197: where c.DEVIATION = round(d2,2)
198: and d.DEVIATION = (round(d2,2) + .005)
191: --
192: cursor PROB_VALUE_2 is
193: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
194: from XTR_CUM_DIST_CALCS c,
195: XTR_CUM_DIST_CALCS d,
196: XTR_CUM_DIST_CALCS e
197: where c.DEVIATION = round(d2,2)
198: and d.DEVIATION = (round(d2,2) + .005)
199: and e.DEVIATION = (round(d2,2) - .005);
192: cursor PROB_VALUE_2 is
193: select c.PROBABILITY, d.PROBABILITY, e.PROBABILITY
194: from XTR_CUM_DIST_CALCS c,
195: XTR_CUM_DIST_CALCS d,
196: XTR_CUM_DIST_CALCS e
197: where c.DEVIATION = round(d2,2)
198: and d.DEVIATION = (round(d2,2) + .005)
199: and e.DEVIATION = (round(d2,2) - .005);
200: --