diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 1cb8e759..4746c154 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3561,6 +3561,7 @@ CREATE TABLE citco_stax ( CREATE OR REPLACE VIEW tranche_risk_isosel AS SELECT tranche_risk.date, tranche_risk.tranche_id AS trade_id, + a.admin_id, cds.security_desc, index_version.index, index_version.series, @@ -3593,12 +3594,13 @@ AS SELECT tranche_risk.date, LEFT JOIN cds ON tranche_risk.tranche_id = cds.id FULL JOIN ( SELECT COALESCE(citco_stax.trader_notes, citco_stax.fix_id) AS fix_id, + opening_aexeo_trade_id AS admin_id, citco_stax.period_end_date, 0 AS admin_accrued, sum(base_market_value) AS admin_clean_nav, sum(-quantity) AS admin_notional FROM citco_stax WHERE close_trade_date IS NULL - GROUP BY COALESCE(citco_stax.trader_notes, citco_stax.fix_id), citco_stax.period_end_date) a ON a.fix_id= concat('SCCDS', tranche_risk.tranche_id) AND a.period_end_date = tranche_risk.date + GROUP BY COALESCE(citco_stax.trader_notes, citco_stax.fix_id), opening_aexeo_trade_id , citco_stax.period_end_date) a ON a.fix_id= concat('SCCDS', tranche_risk.tranche_id) AND a.period_end_date = tranche_risk.date LEFT JOIN index_version ON cds.security_id::text = index_version.redindexcode LEFT JOIN external_marks_deriv ON cds.cpty_id = external_marks_deriv.identifier AND external_marks_deriv.date = tranche_risk.date WHERE cds.fund = 'ISOSEL'::fund |