XTR Positions - Derivatives Disclosure by Hedge Type

Description
Categories: BI Publisher
Application: Treasury
Source: Positions - Derivatives Disclosure by Hedge Type Report (XML)
Short Name: XTRDDHTY_XML
DB package: XTR_XTRDDHTY_XMLP_PKG

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select hs.objective_code,hs.strategy_code strategy_code,hs.strategy_name, hs.description,
       hs.risk_type,hs.policy_reference,hs.derivative_disclosure,hs.hedge_type,
	   ha.hedge_attribute_id hedge_no,ha.start_date,ha.end_date,
	   ha.hedge_currency,ha.company_code,
       	   ha.hedge_status,
                   hs.hedge_approach,
                   ha.hedge_amount, 
	XTR_XTRDDHTY_XMLP_PKG.company_nameformula(ha.company_code) COMPANY_NAME, 
	XTR_XTRDDHTY_XMLP_PKG.hedge_type_dspformula(hs.hedge_type) HEDGE_TYPE_DSP, 
	XTR_XTRDDHTY_XMLP_PKG.rpt_ccyformula(ha.company_code) rpt_ccy, 
	XTR_XTRDDHTY_XMLP_PKG.objective_nameformula(hs.objective_code) objective_name, 
	XTR_XTRDDHTY_XMLP_PKG.objective_descformula(hs.objective_code) objective_desc, 
	XTR_XTRDDHTY_XMLP_PKG.risk_type_dspformula(hs.risk_type) risk_type_dsp, 
	XTR_XTRDDHTY_XMLP_PKG.hitem_amtformula(ha.hedge_attribute_id, hs.hedge_approach, ha.hedge_amount) HITEM_AMT, 
	XTR_XTRDDHTY_XMLP_PKG.chinst_amtformula(ha.hedge_attribute_id) CHINST_AMT, 
	XTR_XTRDDHTY_XMLP_PKG.hinst_amtformula(XTR_XTRDDHTY_XMLP_PKG.chinst_amtformula(ha.hedge_attribute_id)) HINST_AMT, 
	XTR_XTRDDHTY_XMLP_PKG.hitem_rccyformula(ha.company_code, ha.hedge_currency,XTR_XTRDDHTY_XMLP_PKG.hinst_amtformula(XTR_XTRDDHTY_XMLP_PKG.chinst_amtformula(ha.hedge_attribute_id))) HITEM_RCCY, 
	XTR_XTRDDHTY_XMLP_PKG.hinst_rccyformula(ha.company_code, ha.hedge_currency,XTR_XTRDDHTY_XMLP_PKG.hinst_amtformula(XTR_XTRDDHTY_XMLP_PKG.chinst_amtformula(ha.hedge_attribute_id))) HINST_RCCY, 
	XTR_XTRDDHTY_XMLP_PKG.starformula(ha.hedge_status) STR
from xtr_hedge_attributes ha,
	   xtr_hedge_strategies hs
where  hs.strategy_code  = ha.strategy_code 
and    ha.company_code   = nvl(:p_company, ha.company_code)
and    hs.risk_type      = nvl(:p_risk_type,hs.risk_type)
and    hs.hedge_type     = nvl(:p_hedge_type, hs.hedge_type)
and    hs.objective_code = nvl(:p_objective, hs.objective_code)
and    hs.strategy_code  = nvl(:p_strategy, hs.strategy_code)
and    ha.hedge_status   = decode(:p_hedge_status,'CURRENT', 'CURRENT',ha.hedge_status)
and    ha.hedge_status <> 'CANCELLED'
and    :P_DATE between ha.start_date and nvl(least(nvl(ha.end_date,ha.discontinue_date), nvl(ha.discontinue_date,ha.end_date)),:P_DATE+2)
and ha.company_code in (select party_code from xtr_parties_v where party_type = 'C')
order by company_code, hedge_type, objective_code, strategy_code, hedge_attribute_id
Parameter Name SQL text Validation
Company
 
LOV Oracle
Risk Type
 
LOV Oracle
Hedge Type
 
LOV Oracle
Hedge Objective
 
LOV Oracle
Hedge Strategy
 
LOV Oracle
Hedge Status
 
LOV Oracle
As of Date
 
Date
Report Currency
 
LOV Oracle
Factor
 
LOV Oracle