Search Results xtr_price_models




Overview
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Overview

The XTR_PRICE_MODELS table is a core data repository within the Oracle Treasury (XTR) module of Oracle E-Business Suite (EBS) versions 12.1.1 and 12.2.2. It serves as the master source for all pricing models used in the fair value revaluation of treasury transactions. The table stores both Oracle-seeded models, which provide standard valuation methodologies out-of-the-box, and user-defined models, allowing for customized valuation logic to meet specific organizational or regulatory requirements. Its primary role is to define and maintain the mathematical and financial rules applied when calculating the current market value of various treasury deals, a critical process for financial reporting, risk management, and compliance.

Key Information Stored

While the provided metadata does not list all columns, the structure centers on identifying and classifying each pricing model. The primary key, PRICE_MODEL_ID, uniquely identifies each model record. A critical foreign key column is DEAL_TYPE, which links the pricing model to specific treasury transaction categories (e.g., swaps, options, forwards) defined in the XTR_DEAL_TYPES table. This relationship ensures that only appropriate and valid models can be applied to a given deal type. Other columns would typically store descriptive information such as the model name, calculation parameters, effective dates, and flags to indicate whether the model is system-seeded or user-created.

Common Use Cases and Queries

The primary use case is the configuration and execution of fair value revaluations. A treasury analyst would query this table to identify which models are available for a specific instrument before running a valuation batch process. Common reporting needs include listing all user-defined models or auditing which models are assigned to active deal types. Sample SQL patterns include fetching models for a specific deal type or joining with deal tables to understand valuation dependencies.

  • Listing all pricing models for a specific deal type: SELECT * FROM XTR_PRICE_MODELS WHERE DEAL_TYPE = 'SWAP';
  • Distinguishing between seeded and custom models: SELECT PRICE_MODEL_ID, DEAL_TYPE FROM XTR_PRICE_MODELS WHERE USER_DEFINED_FLAG = 'Y';

Related Objects

The XTR_PRICE_MODELS table has documented relationships with other key Treasury tables, primarily through foreign key constraints. The most significant relationship is with the XTR_DEAL_TYPES table, enforcing that a pricing model is associated with a valid treasury deal type. This is implemented via the foreign key on the XTR_PRICE_MODELS.DEAL_TYPE column. While not listed in the excerpt, this table is also logically central to the valuation engine and is likely referenced by transaction-level tables that store the results of fair value calculations, ensuring traceability from a deal's final revalued amount back to the specific pricing model and its parameters used in the computation.