1 files changed, 19 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index b2707cc3..fc01d1bd 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1030,6 +1030,25 @@ WHERE fund=p_fund and notional IS DISTINCT FROM terminated_amount
 END;
 $$ LANGUAGE plpgsql;
 
+CREATE OR REPLACE function list_cds2(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund)
+-- Do not include unsettled terminations
+RETURNS SETOF LIST_CDS AS $$
+BEGIN
+RETURN QUERY
+SELECT id, trade_date, security_id, security_desc, maturity, fixed_rate, currency,
+       folder, protection, (notional - coalesce(terminated_amount, 0.)) *
+       (CASE WHEN cds.protection='Buyer' THEN 1 ELSE -1 END)
+       AS notional,
+       orig_attach, orig_detach, attach, detach, account_code, initial_margin_percentage,
+       cpty_id,
+       cp_code
+FROM cds LEFT JOIN (
+     SELECT dealid, SUM(termination_amount) AS terminated_amount
+     FROM terminations WHERE fee_payment_date <= p_date GROUP BY dealid) b USING (dealid)
+WHERE fund=p_fund and notional IS DISTINCT FROM terminated_amount
+      AND trade_date <= p_date AND maturity > p_date;
+END;
+$$ LANGUAGE plpgsql;
 
 CREATE OR REPLACE function list_cds_positions (p_date date,
                                                strat cds_strat DEFAULT NULL::cds_strat,