diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 443dfe8b..da6392fc 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -913,6 +913,7 @@ CREATE TABLE tranche_risk( delta float, gamma float, theta float, + tranche_factor float, upfront float, running float, corr_attach float, @@ -1638,13 +1639,14 @@ $$ LANGUAGE plpythonu; CREATE OR REPLACE VIEW globeop_tranche_risk AS -SELECT date, security_desc, index, series, maturity, orig_attach, +SELECT date, tranche_id as trade_id, security_desc, index, series, maturity, orig_attach, orig_detach, CASE protection WHEN 'Buyer' THEN notional ELSE -notional END AS notional, endqty as globeop_notional, clean_nav as serenitas_clean_nav, endbooknav-endbookunrealincome as globeop_clean_nav, - accrued as serenitas_accrued, endbookunrealincome, - duration, delta, gamma, theta, tranche_risk.corr_attach, tranche_risk.corr_detach, + accrued as serenitas_accrued, endbookunrealincome as globeop_accrued, + duration, delta, gamma, theta, tranche_factor, + tranche_risk.corr_attach, tranche_risk.corr_detach, tranche_risk.upfront, tranche_risk.running, index_refprice, index_refspread, index_duration FROM tranche_risk |