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-rw-r--r--sql/dawn.sql47
1 files changed, 47 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 50040029..cdc7e6b1 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -4012,3 +4012,50 @@ CREATE TABLE bond_csv_upload(
interest decimal NOT NULL,
CONSTRAINT unique_upload_check UNIQUE (tradeid, cusip, principal, interest)
);
+
+CREATE OR REPLACE VIEW irs_trades AS
+SELECT irs.id,
+ dealid,
+ termination_date AS trade_date,
+ termination_amount AS notional,
+ maturity_date,
+ float_index,
+ CASE WHEN termination_cp=cp_code THEN
+ 'Termination'
+ ELSE
+ 'Assignment'
+ END AS trade_type,
+ folder,
+ fund,
+ termination_cp AS cp_code,
+ name,
+ fixed_rate,
+ CASE WHEN payreceive THEN
+ False
+ ELSE
+ True
+ END AS payreceive,
+ termination_fee AS upfront,
+ fee_payment_date as settle_date,
+ swap_type
+FROM terminations RIGHT JOIN irs USING (dealid)
+LEFT JOIN counterparties on termination_cp=code
+WHERE termination_date is NOT NULL
+UNION ALL (
+SELECT id,
+ dealid,
+ trade_date,
+ notional,
+ maturity_date,
+ float_index,
+ 'New',
+ folder,
+ fund,
+ cp_code,
+ name,
+ fixed_rate,
+ payreceive,
+ upfront,
+ settle_date,
+ swap_type
+FROM irs JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC, folder; \ No newline at end of file