diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 7ad59571..079cb045 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1711,13 +1711,15 @@ RETURN QUERY SELECT DISTINCT ON (a.dealid) a.dealid, a.security_id, c.maturity, (CASE WHEN buysell = 't' THEN 1 ELSE -1 END) * (a.notional - coalesce(terminated_amount, 0.)), a.option_type, a.strike, a.expiration_date, b.market_value, - end_mkt_value, + coalesce(endbooknav, base_market_value, end_mkt_value), f.ia, b.date, b.delta, b.gamma, b.vega, b.theta, b.hy_equiv, c.index, c.series, c.tenor, d.duration, a.portfolio, c.indexfactor FROM swaptions a LEFT JOIN (SELECT * FROM swaption_marks where date <= p_date) b USING (dealid) LEFT JOIN index_desc c ON a.security_id=redindexcode AND a.maturity=c.maturity LEFT JOIN (SELECT * FROM index_quotes WHERE date=p_date) d USING (index, series, tenor) +LEFT JOIN valuation_reports ON NULLIF(substring(invid FROM '\D{3}[0]*(\d*)K'), '')::integer = a.globeop_id +LEFT JOIN bowdst_val ON link_ref = a.dealid AND as_of_date=p_date LEFT JOIN isosel_accrued ON a.dealid=isosel_accrued.init_fix_id LEFT JOIN (SELECT dealid, SUM(termination_amount) AS terminated_amount FROM terminations WHERE termination_date <= p_date GROUP BY dealid) e USING (dealid) |