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 5f79cdf3..6703c8e2 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -2930,7 +2930,8 @@ SELECT swaptions.id, expiration_date, strike, NOT buysell AS buysell, - -termination_fee AS fee + -termination_fee AS fee, + deal_type FROM terminations RIGHT JOIN swaptions USING (dealid) LEFT JOIN counterparties ON termination_cp = code WHERE termination_date IS NOT NULL @@ -2952,7 +2953,8 @@ SELECT id, expiration_date, strike, buysell, - notional * price / 100 * (2* buysell::integer -1.) * COALESCE(indexfactor / 100, 1.) + notional * price / 100 * (2* buysell::integer -1.) * COALESCE(indexfactor / 100, 1.), + (CASE WHEN swap_type='CD_INDEX_OPTION' THEN 'CreditSwaption' ELSE 'IRSwaption' END)::deal_type FROM swaptions JOIN counterparties ON cp_code = code LEFT JOIN index_version ON security_id = redindexcode) ORDER BY trade_date DESC; |