diff options
| -rw-r--r-- | sql/et_tables.sql | 35 |
1 files changed, 0 insertions, 35 deletions
diff --git a/sql/et_tables.sql b/sql/et_tables.sql index 5bd1aca4..02d75c31 100644 --- a/sql/et_tables.sql +++ b/sql/et_tables.sql @@ -130,25 +130,6 @@ CREATE OR REPLACE FUNCTION historical_facility(p_date date) ALTER FUNCTION historical_facility(p_date date) OWNER TO et_user; -CREATE OR REPLACE FUNCTION et_historical_collateral(p_date date) - RETURNS TABLE(dealname varchar(8), updatedate date, name text, issuername text, - currentbalance float, maturity date, assetsubtype varchar(10), assettype varchar(25), - grosscoupon float, spread float, frequency varchar(1), nextpaydate date, - secondlien boolean, loanxid varchar(10), et_loanxid varchar(10), cusip varchar(9), - et_cusip varchar(10), intexprice float, intexpricesource text, intexpricedate date, - userprice float, userpricedate date, fixedorfloat intex_fixedorfloat, - defaultedflag boolean, covlite text, iscdo boolean) AS $$ - DECLARE latestdate date; - BEGIN - RETURN QUERY SELECT a.* FROM (SELECT max(et_collateral.updatedate) AS latestdate,et_collateral.dealname - FROM et_collateral WHERE updatedate <= p_date GROUP BY et_collateral.dealname) b - JOIN et_collateral a ON a.dealname=b.dealname AND a.updatedate=b.latestdate; - END; - $$ LANGUAGE plpgsql; - -ALTER FUNCTION et_historical_collateral(p_date date) - OWNER TO et_user; - CREATE VIEW latest_markit_prices2 AS SELECT c.loanxid, c.issuername, c.dealname, c.facility_type, c.loanx_facility_type, c.initial_amount, c.initial_spread, c.maturity, c.industry, b.bid, b.Offer, b.depth, a.latestdate @@ -301,22 +282,6 @@ CREATE VIEW latest_markit_prices AS FROM (SELECT MAX(pricingdate) AS latestdate, loanxid FROM markit_prices GROUP BY loanxid) a JOIN markit_prices b ON a.loanxid = b.loanxid AND a.latestdate= b.pricingdate; -CREATE OR REPLACE FUNCTION et_historical_collateral(p_date date) - RETURNS TABLE(dealname varchar(8), updatedate date, name text, issuername text, - currentbalance float, maturity date, assetsubtype varchar(10), assettype varchar(25), - grosscoupon float, spread float, frequency varchar(1), nextpaydate date, - secondlien boolean, loanxid varchar(10), et_loanxid varchar(10), cusip varchar(9), - et_cusip varchar(10), intexprice float, intexpricesource text, intexpricedate date, - userprice float, userpricedate date, fixedorfloat intex_fixedorfloat, - defaultedflag boolean, covlite text, iscdo boolean) AS $$ - DECLARE latestdate date; - BEGIN - RETURN QUERY SELECT a.* FROM (SELECT max(et_collateral.updatedate) AS latestdate,et_collateral.dealname - FROM et_collateral WHERE updatedate <= p_date GROUP BY et_collateral.dealname) b - JOIN et_collateral a ON a.dealname=b.dealname AND a.updatedate=b.latestdate; - END; - $$ LANGUAGE plpgsql; - CREATE OR REPLACE FUNCTION best_price (price1 float, pricedt1 date, price2 float, pricedt2 date) RETURNS float AS $$ |