diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index ff6e7de8..ccac41b9 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -677,7 +677,8 @@ CREATE TYPE LIST_CDS AS( attach float, detach float, fcm text, - initial_margin_percentage float + initial_margin_percentage float, + cpty_id text ); CREATE OR REPLACE function list_cds(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) @@ -686,7 +687,8 @@ BEGIN RETURN QUERY SELECT id, trade_date, security_id, security_desc, maturity, fixed_rate, currency, folder, protection, notional - coalesce(terminated_amount, 0.) AS notional, - orig_attach, orig_detach, attach, detach, account_code, initial_margin_percentage + orig_attach, orig_detach, attach, detach, account_code, initial_margin_percentage, + cpty_id FROM cds LEFT JOIN ( SELECT id, SUM(termination_amount ) AS terminated_amount FROM (SELECT id, unnest(termination_amount) as termination_amount, |