1 files changed, 34 insertions, 14 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 277ad0d9..cc4fda41 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1922,20 +1922,40 @@ AND fund=p_fund;
 END;
 $$ LANGUAGE plpgsql;
 
-CREATE OR REPLACE FUNCTION list_ir_positions(p_date date, p_fund fund)
- RETURNS TABLE(date date, effective_date date, maturity_date date, fixed_rate double precision, fund fund, folder strategy, cash_account text, float_index cash_rate, currency currency, clearing_facility clearing_cp, roll_day roll_day, notional double precision, ids integer[])
- LANGUAGE plpgsql
-AS $function$
-BEGIN
-    RETURN QUERY SELECT p_date, i.effective_date, i.maturity_date, i.fixed_rate, i.fund, i.folder, i.cash_account, i.float_index, i.currency, i.clearing_facility, i.roll_day,
-        sum(CASE WHEN payreceive THEN i.notional ELSE -i.notional end) AS notional, array_agg(i.id)
-    FROM irs i
-    WHERE i.fund = $2 AND i.trade_date <= $1
-    GROUP BY i.effective_date, i.maturity_date, i.fixed_rate, i.fund, i.folder, i.cash_account, i.float_index, i.currency, i.clearing_facility, i.roll_day
-    HAVING sum(CASE WHEN payreceive THEN i.notional ELSE -i.notional end) != 0;
-END;
-$function$
-;
+CREATE VIEW ir_swap_risk_master AS SELECT 
+    isr.date, 
+    irs.effective_date, 
+    irs.maturity_date, 
+    irs.fixed_rate, 
+    irs.fund, 
+    irs.folder, 
+    irs.cash_account, 
+    irs.float_index, 
+    irs.currency, 
+    irs.clearing_facility, 
+    irs.roll_day, 
+    sum(CASE WHEN irs.payreceive THEN irs.notional ELSE -irs.notional end) AS notional, 
+    sum(pv) AS pv, 
+    sum("DV01") AS "DV01", 
+    sum("IRGamma1bp") AS "IRGamma1bp" 
+FROM 
+    ir_swap_risk isr 
+LEFT JOIN 
+    irs ON isr.swp_id=irs.id 
+GROUP BY 
+    isr.date, 
+    irs.effective_date, 
+    irs.maturity_date, 
+    irs.fixed_rate, 
+    irs.fund, 
+    irs.folder, 
+    irs.cash_account, 
+    irs.float_index, 
+    irs.currency, 
+    irs.clearing_facility, 
+    irs.roll_day 
+HAVING 
+    sum(CASE WHEN irs.payreceive THEN irs.notional ELSE -irs.notional end) !=0;
 
 
 CREATE OR REPLACE function list_abscds_marks(p_date date, fund fund DEFAULT 'SERCGMAST'::fund)