diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 5742bce2..50775091 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -35,7 +35,7 @@ CREATE TABLE counterparties(code varchar(12) primary key, CREATE INDEX ON counterparties(name); CREATE TABLE bonds(id serial primary key, - deal_id varchar(28), + dealid varchar(28), lastupdate timestamp, action action, folder bond_strat, @@ -275,7 +275,7 @@ BEGIN c.price/100. * a.notional * (CASE WHEN coalesce(b.factor,1)=0 THEN 1 ELSE coalesce(b.factor,1) END) * fxrate, b.coupon, a.notional * coalesce(b.factor,1) * fxrate * - yearfrac(case WHEN start_accrued_date>p_date+1 THEN b.prev_cpn_date ELSE start_accrued_date END, p_date+1, daycount) * b.coupon/100., + yearfrac(case WHEN start_accrued_date>=p_date+1 THEN b.prev_cpn_date ELSE start_accrued_date END, p_date+1, daycount) * b.coupon/100., b.last_pay_date, a.principal_payment, a.accrued_payment, a.last_settle_date FROM list_positions(p_date, p_assetclass) a LEFT JOIN factors_history(p_date) b USING (identifier) |