diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/report_ops/queries.py | 4 | ||||
| -rw-r--r-- | python/report_ops/sma.py | 4 |
2 files changed, 4 insertions, 4 deletions
diff --git a/python/report_ops/queries.py b/python/report_ops/queries.py index e1ec9c9c..1c735fa8 100644 --- a/python/report_ops/queries.py +++ b/python/report_ops/queries.py @@ -6,11 +6,11 @@ FUTURE_QUERY = ( "SELECT bbg_ticker, notional, code AS cp_code, cash_account, security_desc, currency, maturity, account_code, dealid, buysell FROM tmp LEFT JOIN accounts USING (fund) WHERE tmp.notional != 0 AND account_type='Future';" ) -TRANCHE_QUERY = "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_master trb left join cds on trade_id=id WHERE date=%s AND trb.fund=%s;" +TRANCHE_QUERY = "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.*, index_version.redindexcode as globeop_id FROM tranche_risk_master trb left join cds on trade_id=id LEFT JOIN index_version using (INDEX, series) WHERE date=%s AND trb.fund=%s AND lastdate= 'infinity';" CDX_SWAPTION_QUERY = "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_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 LEFT JOIN swaptions ON deal_id=dealid LEFT JOIN index_version_markit ON swaptions.security_id=redindexcode;" +IR_SWAPTION_QUERY = "SELECT abs(spr.notional) AS active_notional, spr.nav as serenitas_nav, swaptions.*, index_version_markit.effectivedate, swaptions.security_id as globeop_id 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_QUERY = "SELECT cds.*, ivm.effectivedate FROM list_cds_marks(%s, null, %s) cds LEFT JOIN index_version_markit ivm ON security_id=redindexcode;" diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index 99a4f90b..1073b209 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -329,8 +329,8 @@ class SwaptionPosition: "trade_date": "start_date", "effectivedate": "effective_date", "serenitas_nav": "mtm_valuation", - "expiration_date": "Underlying Maturity", - "security_id": "identifier", + "expiration_date": "maturity", + "globeop_id": "identifier", "security_desc": "description", }, ) |