diff options
| -rw-r--r-- | sql/mlpdb.sql | 29 |
1 files changed, 26 insertions, 3 deletions
diff --git a/sql/mlpdb.sql b/sql/mlpdb.sql index 4ac869f7..ffb67ae9 100644 --- a/sql/mlpdb.sql +++ b/sql/mlpdb.sql @@ -71,6 +71,29 @@ CREATE TABLE quotes ( GRANT ALL ON quotes TO mlpdb_user;
-select * from quotes inner join (select tranche_desc.* from tranche_desc inner join (select * from index_desc where tenor='Y10' and series=9 and index='IG') b on tranche_desc.basketID = b.basketID
-and tranche_desc.tenor = b.tenor where attach=7 and detach=10) a
- on quotes.trancheID=a.trancheID and quotes.tenor = a.tenor order by quotedate desc;
+-- Idiosyncracies:
+
+-- for Itraxx 9 index:
+
+-- tr.id coupon type
+-- 3-6 98155 all running
+-- 98154 U+500
+-- 6-9 98160 all running
+-- 166395 U+300
+-- 98159 U+500
+
+-- For IG 9 index:
+
+-- tr.id coupon type
+-- 3-7 162290 all running
+-- 162291 U+500
+-- 7-10 162298 all running
+-- 162300 U+500
+-- 10-15 162301 all running
+-- 162304 U+500
+-- 15-30 162305 all running
+-- 162306 U+500
+-- 30-100 162307 all running
+-- 162308 U+500
+
+-- All other tranches should have a unique trancheid for a given basketid, attach, detach combination
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