diff options
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index fe63767c..75def89e 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1691,8 +1691,8 @@ SELECT l.*, b.dirty_nav, b.position 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 ( -SELECT ticker_bbg AS bbg_id, -sum(position) AS position, sum("end_mkt_value"+"bond_accrual") AS dirty_nav, -sum(bond_accrual) FROM isosel_accrued WHERE instr_type=''Credit Default Swap'' +SELECT ticker_bbg AS bbg_id, -sum(position) AS position, sum("end_mkt_value"+"total_acc_int") AS dirty_nav, +sum(total_acc_int) FROM isosel_accrued WHERE instr_type=''Credit Default Swap'' AND ticker_bbg IS NOT NULL AND status in (''Open'', ''P'') %s GROUP BY period_end_date, ticker_bbg HAVING period_end_date=$1 ) b USING (bbg_id)', and_clause); END IF; RETURN QUERY EXECUTE sqlquery USING p_date, strat, p_fund; |