diff options
| -rw-r--r-- | sql/dawn.sql | 11 |
1 files changed, 8 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index f82ed4db..58369822 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1662,15 +1662,20 @@ SELECT date, tranche_id as trade_id, security_desc, index, series, maturity, ori orig_detach, CASE protection WHEN 'Buyer' THEN notional ELSE -notional END AS notional, endqty as globeop_notional, clean_nav as serenitas_clean_nav, - endbooknav-endbookunrealincome as globeop_clean_nav, - accrued as serenitas_accrued, endbookunrealincome as globeop_accrued, + globeop_clean_nav, + accrued as serenitas_accrued, globeop_accrued, duration, delta, gamma, theta, tranche_factor, tranche_risk.corr_attach, tranche_risk.corr_detach, tranche_risk.upfront, tranche_risk.running, index_refprice, index_refspread, index_duration, initial_margin_percentage FROM tranche_risk LEFT JOIN cds ON (tranche_id=id) -LEFT JOIN valuation_reports ON (invid=globeop_id AND periodenddate=date) +LEFT JOIN (SELECT invid, periodenddate, + sum(endbookunrealincome) AS globeop_accrued, + sum(endbooknav-endbookunrealincome) AS globeop_clean_nav + sum(endqty) AS globeop_notional + FROM valuation_reports GROUP BY invid, periodenddate) a + ON (invid=globeop_id AND periodenddate=date) LEFT JOIN index_version ON (security_id=redindexcode) ORDER BY index, series, orig_attach; |