diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 14aed6fe..3aeb00c2 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1818,7 +1818,7 @@ for t in (df.itertuples(index=False)): $$ LANGUAGE plpython3u; CREATE OR REPLACE VIEW tranche_risk_serenitas AS -SELECT tranche_risk.date, tranche_id as trade_id, security_desc, index, series, maturity, orig_attach, +SELECT tranche_risk.date, tranche_id as trade_id, b.globeop_id, security_desc, index, series, maturity, orig_attach, orig_detach, tranche_risk.notional, globeop_notional, clean_nav * coalesce(fx, 1.) as serenitas_clean_nav, @@ -1831,7 +1831,7 @@ SELECT tranche_risk.date, tranche_id as trade_id, security_desc, index, series, index_refprice, index_refspread, index_duration, initial_margin_percentage FROM tranche_risk LEFT JOIN LATERAL -(SELECT full_globeop_id FROM id_mapping WHERE id_mapping.serenitas_id=tranche_id AND date <= tranche_risk.date ORDER by date desc LIMIT 1) b ON true +(SELECT full_globeop_id, globeop_id FROM id_mapping WHERE id_mapping.serenitas_id=tranche_id AND date <= tranche_risk.date ORDER by date desc LIMIT 1) b ON true LEFT JOIN cds ON (tranche_id=id) RIGHT JOIN (SELECT invid, periodenddate, sum(endbookunrealincome) AS globeop_accrued, |