diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index ddb1cdb0..86b30b8c 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3828,10 +3828,10 @@ AS SELECT tranche_risk.date, tranche_risk.hy_equiv, cds.initial_margin_percentage, tranche_risk.ir_dv01, - im.init_fix_id + a.fix_id FROM tranche_risk - LEFT JOIN cds ON tranche_risk.tranche_id = cds.id - LEFT JOIN lateral (SELECT init_fix_id FROM id_mapping im LEFT JOIN isosel_accrued ia ON im.globeop_id =ia.init_order_id WHERE ia.period_end_date =tranche_risk.date AND im.serenitas_id=tranche_risk.tranche_id ORDER BY date DESC LIMIT 1) im on TRUE + LEFT JOIN cds ON tranche_risk.tranche_id = cds.id + LEFT JOIN lateral (SELECT 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 FULL JOIN ( SELECT isosel_accrued.init_fix_id AS fix_id, isosel_accrued.init_order_id AS admin_id, isosel_accrued.period_end_date, @@ -3840,7 +3840,7 @@ AS SELECT tranche_risk.date, sum(- isosel_accrued."position") AS admin_notional FROM isosel_accrued WHERE isosel_accrued.liqd_date IS NULL - GROUP BY isosel_accrued.init_fix_id, isosel_accrued.init_order_id, isosel_accrued.period_end_date) a ON a.fix_id = coalesce(im.init_fix_id, concat('SCCDS', tranche_risk.tranche_id)) AND a.period_end_date = tranche_risk.date + GROUP BY isosel_accrued.init_fix_id, isosel_accrued.init_order_id, isosel_accrued.period_end_date) a ON (a.fix_id=concat('SCCDS', tranche_risk.tranche_id) OR a.admin_id=b.globeop_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 |