diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 10 |
1 files changed, 1 insertions, 9 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 1eb6b5a9..2e1e3d41 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -4182,12 +4182,4 @@ SELECT id, upfront, settle_date, swap_type -FROM irs JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC, folder; - - -CREATE OR REPLACE FUNCTION compare_globeop_quotes(p_date date, p_fund fund) RETURNS TABLE (identifier TEXT, maturity date, INDEX index_type, security_desc TEXT, serenitas_quote NUMERIC(6,2), globeop_quote NUMERIC(6,2)) AS $$ BEGIN RETURN QUERY -SELECT a.security_id::text, a.maturity::date, a.INDEX, a.security_desc::text, price::NUMERIC(6,2), endlocalmarketprice::numeric(6,2) FROM list_cds_marks(p_date, NULL, p_fund) a LEFT JOIN (SELECT DISTINCT endlocalmarketprice::NUMERIC(6,2), i.security_id, i.maturity FROM (SELECT - endlocalmarketprice , - split_part(invid, '_', 2) AS security_id, - split_part(invid, '_', 6)::date AS maturity - FROM valuation_reports WHERE invid LIKE 'CDS\_%%' AND periodenddate =p_date AND fund= p_fund) i)b USING (security_id, maturity); END $$ LANGUAGE plpgsql; +FROM irs JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC, folder;
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