11.8 SEPKS_YIELD_CALC Package

Hook is given in SEPKS_YIELD_CALC.

Table 11-13 FN_BOND_PRICETOYIELD/8/0-FN_PRE_BOND_PRICETOYIELD

Parameter Description
Function FN_BOND_PRICETOYIELD
No of Parameters 8
Function Call Id 0
Cluster/Custom Function Name FN_PRE_BOND_PRICETOYIELD
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590

Table 11-14 FN_BOND_PRICETOYIELD/8/0-FN_POST_BOND_PRICETOYIELD

Parameter Description
Function FN_BOND_PRICETOYIELD
No of Parameters 8
Function Call Id 0
Cluster/Custom Function Name FN_POST_BOND_PRICETOYIELD
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590

Table 11-15 FN_BOND_YIELDTOPRICE/6/0-FN_PRE_BOND_YIELDTOPRICE

Parameter Description
Function FN_BOND_YIELDTOPRICE
No of Parameters 6
Function Call Id 0
Cluster/Custom Function Name FN_PRE_BOND_YIELDTOPRICE
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590

Table 11-16 FN_BOND_YIELDTOPRICE/6/0-FN_POST_BOND_YIELDTOPRICE

Parameter Description
Function FN_BOND_YIELDTOPRICE
No of Parameters 6
Function Call Id 0
Cluster/Custom Function Name FN_POST_BOND_YIELDTOPRICE
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590

Table 11-17 FN_COMPUTE_BOND_YLDTOPRICE/8/0-FN_PRE_COMPUTE_BOND_YLDTOPRICE

Parameter Description
Function FN_COMPUTE_BOND_YLDTOPRICE
No of Parameters 8
Function Call Id 0
Cluster/Custom Function Name FN_PRE_COMPUTE_BOND_YLDTOPRICE
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590

Table 11-18 FN_COMPUTE_BOND_YLDTOPRICE/8/0-FN_POST_COMPUTE_BOND_YLDTOPRICE

Parameter Description
Function FN_COMPUTE_BOND_YLDTOPRICE
No of Parameters 8
Function Call Id 0
Cluster/Custom Function Name FN_POST_COMPUTE_BOND_YLDTOPRICE
Additional parameters None
Sent to Extensible layer None
Received from Extensible layer None
Hook Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

Description

HD reference number:NBE14.7_14.7_07_JUN_2024_01_0000 Sepks_yield_calc package: Require pre hooks in the below functions with option to skip kernel.

FUNCTION fn_bond_yieldtoprice(p_value_date IN DATE, p_yield IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_dirty_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_yieldtoprice(p_yield IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_accr_interest IN NUMBER, p_absolute_price OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_bond_pricetoyield(p_module_cd IN VARCHAR, p_abs_price IN NUMBER, p_accrued_interest IN NUMBER, p_coupon_rate IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_yield OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

FUNCTION fn_compute_bnd_yldtoprice(p_yield IN NUMBER, p_accrued_interest IN NUMBER, p_os_redemption_prem_accr IN NUMBER, p_os_interest_adj_accr IN NUMBER, p_tor_cash_flows IN tor_cash_flows, p_disc_tba OUT NUMBER, p_error_code IN OUT VARCHAR2, p_error_parameter IN OUT VARCHAR2) RETURN BOOLEAN;

All parameters received by kernel function are passed to the cluster hook.

Additional parameters passed to cluster hook are mentioned in field "Additional Parameters".

The variables mentioned in "Sent to Extensible Layer" field are passed to cluster hook.

The variables mentioned in "Received from Extensible Layer" field are reassigned to kernel.

Bug No 36768590