1 files changed, 4 insertions, 1 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 6422df45..850b46d8 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -639,7 +639,7 @@ CREATE TABLE bbg_index_quotes(
        PRIMARY KEY(date, ticker, version));
 
 CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series integer, pg_tenor text,
-       pg_date date) RETURNS SETOF tranche_quotes AS
+       pg_date date, source text DEFAULT NULL) RETURNS SETOF tranche_quotes AS
 $$
        DECLARE r RECORD;
        DECLARE best_quote RECORD DEFAULT NULL;
@@ -667,6 +667,9 @@ $$
        IF r.quotesource = 'MSre' THEN
            CONTINUE;
        END IF;
+       If r.quotesource != source and source is not null THEN
+           CONTINUE;
+       END IF;
        EXECUTE
           'SELECT array_agg(attach ORDER BY attach ASC)||100::smallint = $6||array_agg(detach ORDER BY detach ASC)
            FROM tranche_quotes