diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index dc1dbeb4..69eb2586 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1735,8 +1735,9 @@ SELECT id, expiration_date, strike, buysell, - notional * price / 100 * (2* buysell::integer -1.) -FROM swaptions JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC; + notional * price / 100 * (2* buysell::integer -1.) * indexfactor +FROM swaptions JOIN counterparties ON cp_code = code + JOIN index_version ON security_id = redindexcode) ORDER BY trade_date DESC; CREATE OR REPLACE VIEW cds_trades AS SELECT id, |