diff options
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 22d88f3e..7a46a860 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1234,7 +1234,7 @@ 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, - endbooknav, + coalesce(endbooknav, base_market_value), f.ia, b.date, b.delta, b.gamma, b.vega, b.theta, c.index, c.series, c.tenor, d.duration, c.indexfactor FROM swaptions a @@ -1242,13 +1242,14 @@ 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 invid = a.full_globeop_id +LEFT JOIN bowdst_val ON link_ref = a.dealid AND as_of_date=p_date 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 WHERE a.notional IS DISTINCT FROM terminated_amount AND a.expiration_date > p_date AND trade_date <= p_date AND swap_type = 'CD_INDEX_OPTION' -AND periodenddate <= p_date +AND (periodenddate IS NULL OR periodenddate <= p_date) AND a.fund = p_fund ORDER BY dealid, date DESC, periodenddate DESC; END |