diff options
| -rw-r--r-- | sql/dawn.sql | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index b930501c..1eb6b5a9 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) AS $$ + globeop_nav float, globeop_notional float, globeop_price numeric(6,2)) AS $$ 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 FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.globeop_nav, b.globeop_notional, 100 - ((b.globeop_nav-l.accrued)/(b.globeop_notional*(factor/100)))::numeric(6,2)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, @@ -1687,7 +1687,7 @@ ELSIF p_fund = 'BRINKER' THEN 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 FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.dirty_nav, b.position, 100 - ((b.dirty_nav-l.accrued)/(b.position*(factor/100)))::numeric(6,2) 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 ( |