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Overview
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Overview

QRM_CALCULATORS_P is a PL/SQL package owned by the APPS schema in Oracle E-Business Suite, documented under the ETRM (Enterprise Treasury Risk Management) product family. It supplies the core mathematical engine used by Oracle Treasury to value financial instruments, derive interest rate curves, and price foreign exchange and forward rate agreements. The package encapsulates calculator logic that would otherwise be duplicated across treasury workflows, allowing valuation routines to be invoked consistently from forms, concurrent programs, and other PL/SQL units. Its status is VALID in both the 12.1.1 and 12.2.2 releases, and it is classified as an OTHER API, meaning it is an internal utility package rather than a formally published public interface. The dependency listing shows reliance on standard Oracle infrastructure (SYS.STANDARD, FND_LOG for logging, XTR_MD_NUM_TABLE) together with QRM_DATE_TABLE, QRM_VARCHAR_TABLE, and QRM_VARCHAR_TABLE-derived collection types, which indicate the package passes tabular date and string data internally as PL/SQL collections.

Key Procedures and Functions

Nine documented program units constitute the package interface:

  • NI_CALCULATOR — Performs net interest or notional interest computation used in interest rate instrument valuation.
  • FX_CALCULATOR — Computes foreign exchange valuation amounts, converting cash flows across currency pairs.
  • FXO_CALCULATOR — Handles foreign exchange option valuation and related sensitivity calculations.
  • GET_CURVES_FROM_BASE — Derives a set of yield or discount curves starting from a designated base curve.
  • GET_RATES_FROM_CURVES — Extracts individual rate values from previously constructed curve structures.
  • GET_RATES_FROM_BASE — Retrieves rates directly from the base rate source without an intermediate curve definition.
  • GET_SPOT_QUOTATION_BASIS — Determines the quotation basis (day count and compounding convention) applicable to spot market quotations.
  • FRA_PRICING — Calculates the theoretical price of a Forward Rate Agreement from market inputs.
  • FRA_SETTLEMENT — Computes the settlement amount payable under a FRA at maturity or close-out.

None of these routines are documented with public parameter lists; callers should treat them as internal and reuse them only through supported treasury flows.

Tables Accessed

The package reads and writes the following documented tables through APPS synonyms:

  • XTR_MARKET_PRICES — Source of observed market quotations used as inputs to rate and curve construction.
  • XTR_PRO_PARAM — Stores pricing parameters and configuration values that influence calculator behavior.
  • XTR_RM_MD_CURVES — Market data curve definitions consumed by GET_CURVES_FROM_BASE and the rate retrieval routines.
  • XTR_SPOT_RATES — Spot rate data used by GET_RATES_FROM_BASE and GET_SPOT_QUOTATION_BASIS.
  • PLITBLM — A general-purpose PL/SQL table used for intermediate collection storage during calculation.

Additional internal dependencies include FND_LOG for diagnostic logging, XTR_MD_NUM_TABLE for numeric tabular input, and the QRM_DATE_TABLE and QRM_VARCHAR_TABLE collection types.

Usage Notes

QRM_CALCULATORS_P is not directly referenced by any other documented package, which confirms its role as a leaf-level calculation utility. It is typically invoked from Oracle Treasury forms and concurrent programs that perform deal valuation, curve maintenance, and market data processing, rather than being called directly by customer extensions. Because the package is classified as OTHER and exposes no documented public parameter signatures, customization or direct invocation is discouraged; changes to the package are applied through standard Oracle patching. Developers troubleshooting valuation results should enable FND_LOG diagnostics, since the package writes trace information through that facility.