diff options
| -rw-r--r-- | sql/dawn.sql | 9 |
1 files changed, 4 insertions, 5 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 80b40522..7ad59571 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1711,15 +1711,14 @@ RETURN QUERY SELECT DISTINCT ON (a.dealid) a.dealid, a.security_id, c.maturity, (CASE WHEN buysell = 't' THEN 1 ELSE -1 END) * (a.notional - coalesce(terminated_amount, 0.)), a.option_type, a.strike, a.expiration_date, b.market_value, - coalesce(endbooknav, base_market_value), + end_mkt_value, f.ia, b.date, b.delta, b.gamma, b.vega, b.theta, b.hy_equiv, c.index, c.series, c.tenor, d.duration, a.portfolio, c.indexfactor FROM swaptions a LEFT JOIN (SELECT * FROM swaption_marks where date <= p_date) b USING (dealid) LEFT JOIN index_desc c ON a.security_id=redindexcode AND a.maturity=c.maturity LEFT JOIN (SELECT * FROM index_quotes WHERE date=p_date) d USING (index, series, tenor) -LEFT JOIN valuation_reports ON NULLIF(substring(invid FROM '\D{3}[0]*(\d*)K'), '')::integer = a.globeop_id -LEFT JOIN bowdst_val ON link_ref = a.dealid AND as_of_date=p_date +LEFT JOIN isosel_accrued ON a.dealid=isosel_accrued.init_fix_id LEFT JOIN (SELECT dealid, SUM(termination_amount) AS terminated_amount FROM terminations WHERE termination_date <= p_date GROUP BY dealid) e USING (dealid) LEFT JOIN external_marks_deriv f ON identifier=cpty_id AND f.date=p_date @@ -3615,7 +3614,7 @@ AS SELECT tranche_risk.date, CREATE TABLE isosel_accrued ( "status" text NULL, tid text NULL, - tid_fwd_date text NULL, + tid_fwd_date date NULL, fund_abbrev text NULL, trader_name text NULL, clear_agent text NULL, @@ -3769,7 +3768,7 @@ AS SELECT tranche_risk.date, base_acq_relief float8 NULL, ntv_end_accrual float8 NULL, base_end_accrual float8 NULL, - last_cpn_date float8 NULL, + last_cpn_date date NULL, liqd_orig_date text NULL, days_betw_orig_dates float8 NULL, "long/short_adjustment" float8 NULL, |