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Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 14 |
1 files changed, 14 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 295e4d08..1ee89080 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -611,6 +611,20 @@ CREATE TABLE fx_swaps ( bbg_ticket_id text UNIQUE REFERENCES fx_tickets(bbg_ticket_id), ); +CREATE OR REPLACE VIEW forwards AS + SELECT UNNEST(ARRAY[dealid || '_near', dealid || '_far']) AS dealid, trade_date, unnest(ARRAY[near_settle_date, far_settle_date]) AS settle_date, + fund, + portfolio, + folder, + cp_code, + UNNEST(ARRAY[near_buy_currency, far_buy_currency]) AS buy_currency, + UNNEST(ARRAY[near_sell_currency, far_sell_currency]) AS sell_currency, + UNNEST(ARRAY[near_buy_amount, far_buy_amount]) AS buy_amount, + UNNEST(ARRAY[near_sell_amount, far_sell_amount]) AS sell_amount, + UNNEST(ARRAY[near_cpty_id, far_cpty_id]) AS cpty_id + FROM fx_swaps + UNION + SELECT dealid, trade_date, settle_date, fund, portfolio, folder, cp_code, buy_currency, sell_currency, buy_amount, sell_amount, cpty_id FROM spots; CREATE TABLE terminations ( id int GENERATED BY default as identity primary KEY, |