1 files changed, 8 insertions, 6 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index eaaa289d..c80f22d1 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -106,7 +106,7 @@ CREATE OR REPLACE function list_positions(p_date date,
 RETURNS TABLE(identifier varchar(12), description varchar(32), notional float, strategy bond_strat,
               curr_cpn float, start_accrued_date date, last_settle_date date,
               principal_payment float, accrued_payment float, currency currency, daycount day_count,
-              day_bbg_type bbg_type) AS $$
+              bbg_type bbg_type) AS $$
 DECLARE sqlquery text;
 DECLARE asset_opt text;
 DECLARE unsettled_opt text;
@@ -226,15 +226,17 @@ $$ LANGUAGE plpgsql;
 CREATE OR REPLACE function risk_positions(p_date date, p_assetclass asset_class) RETURNS TABLE
 (description varchar(32), identifier varchar(12), notional float, price float,
 strategy bond_strat, factor float, local_market_value float, usd_market_value float,
-curr_cpn float, int_acc float) AS $$
+curr_cpn float, int_acc float, last_pay_date date, principal_payment float,
+accrued_payment float, last_settle_date date) AS $$
 BEGIN
   RETURN QUERY
   SELECT a.description, a.identifier, a.notional, c.price, a.strategy, coalesce(b.factor, 1),
-      c.price * a.notional * coalesce(b.factor,1),
-      c.price * a.notional * coalesce(b.factor,1) * fxrate,
+      c.price/100. * a.notional * (CASE WHEN coalesce(b.factor,1)=0 THEN 1 ELSE coalesce(b.factor,1) END),
+      c.price/100. * a.notional * (CASE WHEN coalesce(b.factor,1)=0 THEN 1 ELSE coalesce(b.factor,1) END) * fxrate,
       a.curr_cpn,
-      a.notional * coalesce(b.factor,1) * fxrate *yearfrac(start_accrued_date, '2015-08-06', daycount) *
-      a.curr_cpn/100.
+      a.notional * coalesce(b.factor,1) * fxrate *
+      yearfrac(start_accrued_date, p_date+1, daycount) * a.curr_cpn/100.,
+      b.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)
   LEFT JOIN list_marks(p_date, True) c USING (identifier)