diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 1c373cb6..486bbad6 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -939,7 +939,7 @@ CREATE OR REPLACE function risk_positions(p_date date, (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, last_pay_date date, principal_payment float, -accrued_payment float, last_settle_date date, cusip varchar(9)) AS $$ +accrued_payment float, last_settle_date date, figi varchar(12)) AS $$ BEGIN RETURN QUERY SELECT a.description, a.identifier, a.notional, c.price, a.strategy, coalesce(b.factor, 1), @@ -948,10 +948,10 @@ BEGIN 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., - b.last_pay_date, a.principal_payment, a.accrued_payment, a.last_settle_date, a.cusip + b.last_pay_date, a.principal_payment, a.accrued_payment, a.last_settle_date, a.figi FROM list_positions(p_date, p_assetclass, true, p_fund) a - LEFT JOIN factors_history(p_date) b USING (identifier) - LEFT JOIN list_marks(p_date) c USING (identifier) + LEFT JOIN factors_history(p_date) b ON a.figi = b.identifier + LEFT JOIN list_marks(p_date) c ON a.figi = c.identifier LEFT JOIN fx_rate(p_date) USING (currency) ORDER by identifier asc; END; |