diff options
Diffstat (limited to 'python/report_ops')
| -rw-r--r-- | python/report_ops/sma.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index a46553b6..8b95496c 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -87,6 +87,7 @@ _sql_query = { "cdx_swaption": "SELECT abs(spr.notional) AS active_notional, spr.serenitas_nav, swaptions.*, index_version_markit.annexdate FROM list_swaption_positions_and_risks(%s, %s) 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, %s) 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, %s) cds LEFT JOIN index_version_markit ivm ON security_id=redindexcode;", + "ir": "SELECT * FROM ir_swap_risk isr LEFT JOIN irs ON id=swp_id WHERE date=%s AND fund=%s;", } _fund_custodian = {"BOWDST": "BONY2", "ISOSEL": "NT"} |