diff options
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 3 insertions, 5 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 3a62c3a0..a84355ed 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3558,10 +3558,9 @@ CREATE TABLE citco_stax ( CONSTRAINT citco_stax_pk PRIMARY KEY (period_end_date, "row") ); -CREATE OR REPLACE VIEW tranche_risk_selene +CREATE OR REPLACE VIEW tranche_risk_isosel AS SELECT tranche_risk.date, tranche_risk.tranche_id AS trade_id, - b.identifier, cds.security_desc, index_version.index, index_version.series, @@ -3591,16 +3590,15 @@ AS SELECT tranche_risk.date, tranche_risk.hy_equiv, cds.initial_margin_percentage FROM tranche_risk - LEFT JOIN LATERAL ( SELECT identifier FROM citco_submission cs WHERE serenitas_id = concat('SCCDS', tranche_risk.tranche_id) ORDER BY submit_date DESC LIMIT 1) b ON true LEFT JOIN cds ON tranche_risk.tranche_id = cds.id FULL JOIN ( SELECT - citco_stax.fix_id , + citco_stax.trader_notes , citco_stax.period_end_date, 0 AS admin_accrued, sum(base_market_value) AS admin_clean_nav, sum(-quantity) AS admin_notional FROM citco_stax WHERE close_trade_date IS NULL - GROUP BY citco_stax.fix_id, citco_stax.period_end_date) a ON NULLIF("substring"(a.fix_id, 'SCCDS(\d*)'::text), ''::text)::integer = tranche_risk.tranche_id AND a.period_end_date = tranche_risk.date + GROUP BY citco_stax.trader_notes, citco_stax.period_end_date) a ON a.trader_notes= concat('SCCDS', tranche_risk.tranche_id) AND a.period_end_date = tranche_risk.date LEFT JOIN index_version ON cds.security_id::text = index_version.redindexcode LEFT JOIN external_marks_deriv ON cds.cpty_id = external_marks_deriv.identifier AND external_marks_deriv.date = tranche_risk.date WHERE cds.fund = 'ISOSEL'::fund |