diff options
| -rw-r--r-- | sql/dawn.sql | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index b5871b8d..fcc94328 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1999,7 +1999,7 @@ query := 'SELECT date, security_desc, index, series, sum(admin_notional), avg(tranche_factor), avg(running), sum(serenitas_clean_nav), sum(serenitas_accrued), - sum(initial_margin_percentage * abs(notional)/100), + sum(initial_margin_percentage * tranche_factor * abs(notional)/100), avg(theta), avg(duration), avg(delta), avg(upfront), avg(index_refprice), avg(index_refspread), |