diff options
Diffstat (limited to 'python/position_file_isosel.py')
| -rw-r--r-- | python/position_file_isosel.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/position_file_isosel.py b/python/position_file_isosel.py index ccf880d4..aea63d8d 100644 --- a/python/position_file_isosel.py +++ b/python/position_file_isosel.py @@ -74,7 +74,7 @@ _sql_query = { "WHERE fund='ISOSEL' AND trade_date <= %s) " "SELECT bbg_ticker, notional, code AS cp_code, cash_account, security_desc, currency, maturity FROM tmp LEFT JOIN accounts USING (fund) WHERE tmp.notional != 0 AND account_type='Future';" ), - "tranche": "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.* FROM tranche_risk_selene trb left join cds on trade_id=id WHERE date=%s", + "tranche": "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.* FROM tranche_risk_isosel trb left join cds on trade_id=id WHERE date=%s", "cdx_swaption": "SELECT abs(spr.notional) AS active_notional, spr.serenitas_nav, swaptions.*, index_version_markit.annexdate FROM list_swaption_positions_and_risks(%s, 'ISOSEL') spr LEFT JOIN swaptions ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;", "ir_swaption": "SELECT abs(spr.notional) AS active_notional, spr.nav as serenitas_nav, swaptions.*, index_version_markit.effectivedate FROM list_ir_swaption_positions(%s, 'ISOSEL') spr LEFT JOIN swaptions ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;", "cdx": "SELECT cds.*, ivm.effectivedate FROM list_cds_marks(%s, null, 'ISOSEL') cds LEFT JOIN index_version_markit ivm ON security_id=redindexcode;", |