Results for “get_md_from_set”

AI-generated from documented ETRM metadata — verify critical details on the linked pages.

Overview

APPS.XTR_MARKET_DATA_P is the market data engine of Oracle Treasury (ETRM) within Oracle E-Business Suite 12.1.1 and 12.2.2. Its primary responsibility is to retrieve, interpolate, and return interest rate, discount factor, and foreign exchange (FX) forward market data that is stored in Treasury's market data repository. Treasury instruments — loans, deposits, FX contracts, swaps, and revaluation processes — require a rate or discount factor at a maturity date that frequently does not coincide with a stored data point. This package bridges that gap by applying interpolation methodologies (linear, discount-factor exponential, and cubic spline) to the surrounding curve points. In the context of the Japanese search term "INTP" (short for interpolation), this object is the definitive ETRM implementation of interpolation logic. The package is classified as OTHER and is owned by APPS, indicating it is a shared server-side utility rather than a public API restricted to a single module.

Key Procedures and Functions

• CUBIC_SPLINE_INTERPOLATION — A PL/SQL wrapper that calls a Java stored procedure (oracle.apps.xtr.utilities.server.CubicSplineInterpolation.start) to perform cubic spline interpolation over a supplied set of X and Y values, honoring two end-condition indicators and end values.
• LINEAR_INTERPOLATION — Computes an interpolated Y value for a given X element using two bracketing data points, or alternatively a supplied slope, providing a fallback when curve shapes do not warrant spline treatment.
• DF_EXPONENTIAL_INTERPOLATION — Returns an exponentially interpolated value assuming all input rates are discount factors, preserving the no-arbitrage relationship between adjacent maturity points.
• GET_MD_FROM_CURVE — Retrieves the interpolated market data value for a specified date directly from a named curve.
• GET_MD_FROM_SET — Retrieves market data from a market data set, resolving the appropriate curve within that set.
• GET_FX_FORWARD_FROM_SET — Returns an FX forward rate from a market data set, applying interpolation across the FX points.
• FOLLOWING_HOLIDAY and MODIFIED_FOLLOWING_HOLIDAY — Business-day adjustment functions that shift a date forward to the next valid business day, with the modified variant additionally handling month-end rollover conventions.

Tables Accessed

The package reads market data definition and rate tables through APPS synonyms. XTR_RM_MD_SETS, XTR_RM_MD_CURVES, and XTR_RM_MD_SET_CURVES define the market data set and curve hierarchy. XTR_RM_MD_CURVE_RATES holds the individual curve points (term and rate) that are supplied to the interpolation routines. XTR_SPOT_RATES and XTR_INTEREST_PERIOD_RATES supply zero-coupon and interest period rate observations, while XTR_REVALUATION_RATES provides foreign exchange rates used by the FX forward routine. PLITBLM is the standard EBS date/holiday calendar table used by the business-day adjustment functions. All access is read-only, consistent with a market data retrieval utility.

Usage Notes

XTR_MARKET_DATA_P is invoked internally by Treasury valuation, accrual, revaluation, and FX processing routines rather than directly by end users. Its procedures surface indirectly through Treasury setup and transaction forms whenever a rate is required at a non-standard date, and through concurrent programs such as revaluation and market data validation. The package is referenced by eight other ETRM packages, confirming its role as a foundational utility layer. Custom extensions that require Treasury-consistent rate lookups should call GET_MD_FROM_SET or GET_MD_FROM_CURVE instead of querying the underlying tables directly, ensuring that the same interpolation and holiday conventions are applied.