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 96400a7d..ece9de82 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -679,7 +679,7 @@ RETURNS TABLE(security_id varchar(12), security_desc varchar(32), p_index index_ accrued float, initial_margin_percentage float, theta float, duration float, tranchedelta float, trancheupfrontmid float, indexrefprice float, indexrefspread smallint, - attach smallint, detach smallint) AS $$ + attach smallint, detach smallint, index_duration float) AS $$ DECLARE days integer; eur_fx float; @@ -707,7 +707,7 @@ SELECT temp.security_id, temp.security_desc, temp.index, temp.series, temp.versi (CASE WHEN temp.currency = 'EUR' THEN eur_fx ELSE 1 END), temp.initial_margin_percentage, risk_num.theta, risk_num.duration, risk_num.tranchedelta, risk_num.trancheupfrontmid, risk_num.indexrefprice, risk_num.indexrefspread, - risk_num.attach, risk_num.detach + risk_num.attach, risk_num.detach, risk_num.index_duration FROM temp LEFT JOIN tranche_price USING (basketid, attach, detach, tenor) LEFT JOIN risk_num USING (series, attach, detach, tenor); |