Search Results get_rates_from_curves

Overview

QRM_CALCULATORS_P is a financial calculation engine within Oracle E-Business Suite Treasury (ETRM). The package body provides the core numeric routines used to price, discount, and value money-market and foreign-exchange instruments. Its procedures translate market conventions — day-count bases, discount versus yield rate types, spot quotation bases, and interest-rate curves — into present-value, future-value, price, duration, modified duration, basis-point-value, dollar-duration, and convexity figures that Treasury and risk modules consume. The header comment identifies the unit as qrmcalcb.pls, last revised at version 120.5, indicating a long-lived component of the Treasury calculation layer. It belongs to the ETRM risk-management family (QRM prefix) and depends on supporting packages such as XTR_RISK_DEBUG_PKG for diagnostic tracing governed by the g_proc_level and g_debug_level globals, and on XTR_MM_COVERS for present-value and future-value record structures. All calculation logic is exposed through public procedures; no other reported package references this body, confirming it is a leaf-level utility invoked directly by Treasury forms, concurrent processes, or custom extensions.

Key Procedures and Functions

• NI_CALCULATOR — The principal money-market calculator. Given settlement date, maturity date, day-count basis, an indicator selecting consideration versus maturity calculation, reference amount, rate type (discount or yield), and rate, it returns consideration, interest amount, maturity amount, price, holding period, adjusted holding period, conversion rate, duration, modified duration, basis-point values for yield and discount, dollar durations, and convexity. It supports both present-value and future-value paths through the XTR_MM_COVERS record types.
• FX_CALCULATOR — Performs foreign-exchange valuation calculations, converting cash flows or amounts across currencies using appropriate rate conventions.
• FXO_CALCULATOR — Handles foreign-exchange option (FXO) pricing or valuation, the routine the searched term "fxo_calculator" targets.
• GET_CURVES_FROM_BASE — Derives yield curves from a base curve definition, supporting curve bootstrapping or interpolation.
• GET_RATES_FROM_CURVES — Extracts interest rates from stored curve data for a specified tenor or date.
• GET_RATES_FROM_BASE — Retrieves rates directly from a base rate source rather than from a constructed curve.
• GET_SPOT_QUOTATION_BASIS — Returns the spot quotation basis applicable to a currency pair, governing how FX quotes are interpreted.
• FRA_PRICING — Computes the theoretical price of a Forward Rate Agreement.
• FRA_SETTLEMENT — Calculates the settlement amount payable on an FRA at fixing.

Tables Accessed

The package reads Treasury market data through APPS synonyms. XTR_MARKET_PRICES supplies observed market quotations used in pricing and curve construction. XTR_SPOT_RATES provides spot rate information for FX and interest-rate lookups. XTR_RM_MD_CURVES stores risk-management market-data curve definitions consumed by the curve retrieval routines. XTR_PRO_PARAM holds processing parameters such as day-count and quotation conventions that influence calculator behaviour. PLITBLM is the PL/SQL index-by table type used for numeric collections within the package body. All access is read-oriented, reflecting the package's role as a data consumer rather than a maintenance utility.

Usage Notes

QRM_CALCULATORS_P is invoked at runtime by Treasury money-market, FX, and derivatives forms whenever an instrument must be priced or revalued, and by concurrent programs performing portfolio valuation, mark-to-market, and risk reporting. Custom code should call the public procedures directly after populating inputs from the documented tables; the routines perform no DML and therefore require no commit. Because the referencing report shows zero dependent packages, integrators can safely deploy or patch it independently, but must preserve its procedural signatures since 12.1.1 and 12.2.2 forms bind to them.