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 927b4763..82c5994d 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -876,7 +876,7 @@ CREATE OR REPLACE function list_positions(p_date date, RETURNS TABLE(identifier varchar(12), description varchar(32), notional float, strategy bond_strat, curr_cpn float, start_accrued_date date, last_settle_date date, principal_payment float, accrued_payment float, currency currency, daycount day_count, - bbg_type bbg_type) AS $$ + bbg_type bbg_type, cusip varchar(9)) AS $$ DECLARE sqlquery text; DECLARE asset_opt text; DECLARE unsettled_opt text; @@ -898,7 +898,7 @@ BEGIN AND fund=$3) SELECT DISTINCT ON (temp.identifier) securities.figi, securities.description, notional, folder, securities.coupon, start_accrued_date, settle_date, temp.principal_payment, - temp.accrued_payment, securities.currency, securities.day_count, securities.bbg_type + temp.accrued_payment, securities.currency, securities.day_count, securities.bbg_type, securities.cusip FROM temp LEFT JOIN securities USING (identifier) WHERE (temp.notional>0 '||unsettled_opt||') AND paid_down>$1 '||asset_opt ||' ORDER BY identifier, settle_date desc'; @@ -939,7 +939,7 @@ CREATE OR REPLACE function risk_positions(p_date date, (description varchar(32), identifier varchar(12), notional float, price float, strategy bond_strat, factor float, local_market_value float, usd_market_value float, curr_cpn float, int_acc float, last_pay_date date, principal_payment float, -accrued_payment float, last_settle_date date) AS $$ +accrued_payment float, last_settle_date date, cusip varchar(9)) AS $$ BEGIN RETURN QUERY SELECT a.description, a.identifier, a.notional, c.price, a.strategy, coalesce(b.factor, 1), @@ -948,7 +948,7 @@ BEGIN b.coupon, a.notional * coalesce(b.factor,1) * fxrate * yearfrac(case WHEN start_accrued_date>=p_date+1 THEN b.prev_cpn_date ELSE start_accrued_date END, p_date+1, daycount) * b.coupon/100., - b.last_pay_date, a.principal_payment, a.accrued_payment, a.last_settle_date + b.last_pay_date, a.principal_payment, a.accrued_payment, a.last_settle_date, a.cusip FROM list_positions(p_date, p_assetclass, true, p_fund) a LEFT JOIN factors_history(p_date) b USING (identifier) LEFT JOIN list_marks(p_date) c USING (identifier) |