diff options
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 03236419..a72b8f92 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1076,9 +1076,11 @@ SELECT as_of_date, substring(security_description_1 FROM '(IG|HY|EU|XO)')::index sum(base_market_value) OVER w as admin_clean_nav, row_number() OVER w FROM bowdst_val WHERE security_description_1 LIKE '%CCP%' -WINDOW w AS (PARTITION BY substring(security_description_1 FROM '(IG|HY|EU|XO)')::index_type, - substring(security_description_1 FROM '(?:IG|HY|EUR|XOVER)(?:\.| )([0-9]{2})')::smallint, - maturity_date) +WINDOW w AS (PARTITION BY + as_of_date, + substring(security_description_1 FROM '(IG|HY|EU|XO)')::index_type, + substring(security_description_1 FROM '(?:IG|HY|EUR|XOVER)(?:\.| )([0-9]{2})')::smallint, + maturity_date) ) AS ss WHERE row_number=1; CREATE OR REPLACE function list_cds_marks( |