diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index d6b660ea..151066a9 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -877,7 +877,7 @@ CREATE OR REPLACE function list_positions(p_date date, p_class asset_class DEFAULT NULL, include_unsettled boolean DEFAULT True, p_fund fund DEFAULT 'SERCGMAST'::fund) -RETURNS TABLE(identifier varchar(12), description varchar(32), notional float, strategy bond_strat, +RETURNS TABLE(identifier varchar(12), description varchar(32), notional float, strategy strategy, curr_cpn float, start_accrued_date date, last_settle_date date, principal_payment float, accrued_payment float, currency currency, daycount day_count, bbg_type bbg_type, figi varchar(12)) AS $$ @@ -900,7 +900,8 @@ BEGIN principal_payment, accrued_payment, sum(faceamount*(2*buysell::int-1) ) OVER (PARTITION BY bond_trades.identifier) notional FROM bond_trades WHERE trade_date<=$1 AND fund=$3) - SELECT DISTINCT ON (identifier) securities.identifier, securities.description, notional, folder, + SELECT DISTINCT ON (identifier) securities.identifier, securities.description, notional, + substring(folder::text FROM ''(?:M_)?(.*)'')::strategy AS folder, securities.coupon, start_accrued_date, settle_date, temp.principal_payment, temp.accrued_payment, securities.currency, securities.day_count, securities.bbg_type, securities.figi FROM temp LEFT JOIN securities USING (identifier) @@ -941,7 +942,7 @@ CREATE OR REPLACE function risk_positions(p_date date, p_assetclass asset_class, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE (description varchar(32), identifier varchar(12), notional float, price float, -strategy bond_strat, factor float, local_market_value float, usd_market_value float, +strategy strategy, factor float, local_market_value float, usd_market_value float, curr_cpn float, int_acc float, last_pay_date date, principal_payment float, accrued_payment float, last_settle_date date, figi varchar(12)) AS $$ BEGIN |