diff options
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 67626cdd..21dfde11 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1653,7 +1653,7 @@ RETURNS TABLE(security_id varchar(12), security_desc varchar(32), index index_ty version smallint, tenor tenor, maturity date, notional float, factor float, coupon float, duration float, theta float, price float, closespread float, clean_nav float, accrued float, - globeop_nav float, globeop_notional float, globeop_price numeric(6,2)) AS $$ + globeop_nav float, globeop_notional float) AS $$ DECLARE sqlquery text; and_clause text; @@ -1669,7 +1669,7 @@ ELSE END IF; IF p_fund = 'SERCGMAST' OR p_fund = 'BOWDST' THEN sqlquery := format(' -SELECT l.*, b.globeop_nav, b.globeop_notional, 100 - ((b.globeop_nav-l.accrued)/(b.globeop_notional/100))::numeric(6,2)FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.globeop_nav, b.globeop_notional FROM list_cds_marks_pre($1, $2, $3) l JOIN (SELECT a.security_id, a.maturity, sum(endbooknav) AS globeop_nav, sum(endqty) AS globeop_notional FROM (SELECT periodenddate as date, @@ -1684,10 +1684,10 @@ USING (security_id, maturity)', and_clause); -- ELSIF p_fund = 'BOWDST' THEN -- sqlquery := 'SELECT a.*, bowdst_index.admin_clean_nav, bowdst_index.admin_notional FROM list_cds_marks_pre($1, $2, $3) a LEFT JOIN bowdst_index USING (p_index, p_series, maturity) WHERE as_of_date=$1'; ELSIF p_fund = 'BRINKER' THEN -sqlquery := 'SELECT *, 0::double precision, 0::double precision, 0::numeric(6,2) FROM list_cds_marks_pre($1, $2, $3)'; +sqlquery := 'SELECT *, 0::double precision, 0::double precision FROM list_cds_marks_pre($1, $2, $3)'; ELSIF p_fund = 'ISOSEL' THEN sqlquery := format(' -SELECT l.*, b.dirty_nav, b.position, 100 - ((b.dirty_nav-l.accrued)/((b.position * l.factor)/100))::numeric(6,2) FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.dirty_nav, b.position FROM list_cds_marks_pre($1, $2, $3) l LEFT JOIN index_version ON security_id=redindexcode LEFT JOIN index_maturity USING (INDEX, series, maturity) LEFT JOIN ( |