diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 155cc3c9..d0db7ba3 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -2415,7 +2415,6 @@ for t in (df.itertuples(index=False)): $$ LANGUAGE plpython3u; - CREATE OR REPLACE VIEW tranche_risk_serenitas AS SELECT tranche_risk.date, tranche_id as trade_id, b.globeop_id, security_desc, index, series, maturity, orig_attach, orig_detach, tranche_risk.notional, @@ -2432,14 +2431,15 @@ FROM tranche_risk LEFT JOIN LATERAL (SELECT globeop_id FROM id_mapping WHERE id_mapping.serenitas_id=tranche_id AND date <= tranche_risk.date ORDER by date desc LIMIT 1) b ON true LEFT JOIN cds ON (tranche_id=id) -RIGHT JOIN (SELECT invid, periodenddate, +FULL JOIN (SELECT invid, periodenddate, sum(endbookunrealincome) AS admin_accrued, sum(endbooknav-endbookunrealincome) AS admin_clean_nav, sum(endqty) AS admin_notional FROM valuation_reports GROUP BY invid, periodenddate) a - ON (NULLIF(substring(invid FROM '\D{3}[0]*(\d*)K00SCLMA'), '')::integer=b.globeop_id AND periodenddate=tranche_risk.date) + ON (NULLIF(substring(invid FROM '\D{3}[0]*(\d*)K00SCLMA'), '')::integer IS NOT DISTINCT FROM b.globeop_id AND periodenddate=tranche_risk.date) LEFT JOIN index_version ON (security_id=redindexcode) LEFT JOIN external_marks_deriv ON cpty_id=identifier AND external_marks_deriv.date=tranche_risk.date +WHERE fund='SERCGMAST' ORDER BY index, series, orig_attach; -- bony reports version |