diff options
Diffstat (limited to 'python/report_ops')
| -rw-r--r-- | python/report_ops/queries.py | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/python/report_ops/queries.py b/python/report_ops/queries.py index 2ae517aa..bc6c087a 100644 --- a/python/report_ops/queries.py +++ b/python/report_ops/queries.py @@ -33,12 +33,16 @@ WHERE trm.date = %s """ CDX_SWAPTION_QUERY = """ -SELECT abs(spr.notional) AS active_notional, spr.serenitas_nav, swaptions.*, index_version_markit.annexdate +SELECT abs(spr.notional) AS active_notional, + spr.serenitas_nav, + swaptions.*, + ivm.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; +LEFT JOIN swaptions ON spr.deal_id = swaptions.dealid +LEFT JOIN index_version_markit ivm ON swaptions.security_id = ivm.redindexcode; """ + IR_SWAPTION_QUERY = """ 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 |