diff options
| -rw-r--r-- | sql/dawn.sql | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 89e07fad..a9ae718e 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1913,7 +1913,7 @@ SELECT tranche_risk.date, tranche_id as trade_id, security_desc, index, series, index_refprice, index_refspread, index_duration, initial_margin_percentage FROM tranche_risk LEFT JOIN cds ON (tranche_id=id) -LEFT JOIN (SELECT as_of_date, link_ref, current_notional * (CASE WHEN coupon_rate=0 THEN 1. ELSE -1. END) AS admin_notional, base_market_value * (CASE WHEN coupon_rate=0 THEN 1. ELSE -1. END) AS admin_clean_nav FROM bowdst_val WHERE link_ref LIKE 'SCCDS%' AND base_market_value!=0) b ON link_ref=format('SCCDS%s',tranche_id) AND as_of_date=tranche_risk.date +LEFT JOIN (SELECT as_of_date, link_ref, (CASE WHEN coupon_rate=0 THEN current_notional ELSE -current_notional END) AS admin_notional, base_market_value AS admin_clean_nav FROM bowdst_val WHERE security_description_1 LIKE 'TRNCH%' AND base_market_value!=0) b ON link_ref=format('SCCDS%s',tranche_id) AND as_of_date=tranche_risk.date LEFT JOIN index_version ON (security_id=redindexcode) LEFT JOIN (SELECT date, 'EUR'::currency AS currency, eurusd AS fx FROM fx) fx USING (date, currency) LEFT JOIN external_marks_deriv ON cpty_id=identifier AND external_marks_deriv.date=tranche_risk.date |