diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index bd671454..f8471817 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3830,7 +3830,7 @@ AS SELECT tranche_risk.date, tranche_risk.ir_dv01 FROM tranche_risk LEFT JOIN cds ON tranche_risk.tranche_id = cds.id - FULL JOIN ( SELECT COALESCE(isosel_accrued.init_trader_notes, isosel_accrued.init_fix_id) AS fix_id, + FULL JOIN ( SELECT isosel_accrued.init_fix_id AS fix_id, isosel_accrued.init_order_id AS admin_id, isosel_accrued.period_end_date, sum(isosel_accrued.total_acc_int) AS admin_accrued, @@ -3838,7 +3838,7 @@ AS SELECT tranche_risk.date, sum(- isosel_accrued."position") AS admin_notional FROM isosel_accrued WHERE isosel_accrued.liqd_date IS NULL - GROUP BY (COALESCE(isosel_accrued.init_trader_notes, 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) 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) 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 @@ -3905,11 +3905,11 @@ AS SELECT tranche_risk.date, tranche_risk.index_duration, tranche_risk.hy_equiv, cds.initial_margin_percentage, - tranche_risk.ir_dv01 - cds.fund + tranche_risk.ir_dv01, + cds.fund FROM tranche_risk LEFT JOIN cds ON tranche_risk.tranche_id = cds.id - FULL JOIN ( SELECT COALESCE(isosel_accrued.init_trader_notes, isosel_accrued.init_fix_id) AS fix_id, + FULL JOIN ( SELECT isosel_accrued.init_fix_id AS fix_id, isosel_accrued.init_order_id AS admin_id, isosel_accrued.period_end_date, sum(isosel_accrued.total_acc_int) AS admin_accrued, @@ -3917,10 +3917,10 @@ AS SELECT tranche_risk.date, sum(- isosel_accrued."position") AS admin_notional FROM isosel_accrued WHERE isosel_accrued.liqd_date IS NULL - GROUP BY (COALESCE(isosel_accrued.init_trader_notes, 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) 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) 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::fund in ('ISOSEL', 'CRSE') + WHERE cds.fund = ANY (ARRAY['ISOSEL'::fund, 'CRSE'::fund]) ORDER BY index_version.index, index_version.series, cds.orig_attach; CREATE TABLE isosel_accrued ( |