diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 7a46a860..a32833a8 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1112,6 +1112,8 @@ JOIN (SELECT a.security_id, a.maturity, sum(endbooknav) AS globeop_nav, USING (security_id, maturity)', and_clause); ELSIF p_fund = 'BOWDST' THEN sqlquery := 'SELECT a.*, bowdst_index.admin_clean_nav, bowdst_index.admin_notional FROM list_cds_marks_pre($1, $2, $3) a LEFT JOIN bowdst_index USING (p_index, p_series, maturity) WHERE as_of_date=$1'; +ELSIF p_fund = 'BRINKER' THEN +sqlquery := 'SELECT *, 0::double precision, 0::double precision FROM list_cds_marks_pre($1, $2, $3)'; END IF; RETURN QUERY EXECUTE sqlquery USING p_date, strat, p_fund; END; @@ -1255,6 +1257,7 @@ ORDER BY dealid, date DESC, periodenddate DESC; END $$ LANGUAGE plpgsql; + CREATE OR REPLACE FUNCTION list_ir_capfloor_positions(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(deal_id character varying, strategy swaption_strat, amount double precision, cap_or_floor cap_or_floor, strike double precision, floating_rate_index character varying, |