diff options
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 8072091e..a7e8e277 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -508,14 +508,14 @@ END; $$ LANGUAGE plpgsql; CREATE OR REPLACE function list_risk_numbers(p_date date, assetclass asset_class, - include_unsettled boolean DEFAULT False) + include_unsettled boolean DEFAULT False, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(identifier varchar(12), description varchar(32), mark float, delta float, index_delta index_type, duration float, wal float, undiscounted_price float, model_price float) AS $$ BEGIN RETURN QUERY SELECT a.identifier, a.description, b.price, c.delta, c.index_delta, c.duration, c.wal, c.undiscounted_price, c.model_price - FROM list_positions(p_date, assetclass, include_unsettled) a + FROM list_positions(p_date, assetclass, include_unsettled, p_fund) a LEFT JOIN (SELECT DISTINCT ON (identifier) date, marks.identifier, marks.price FROM marks WHERE date <= p_date ORDER BY identifier, date DESC) b USING (identifier) LEFT JOIN (SELECT DISTINCT ON (identifier) * FROM risk_numbers |