diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index dc618b99..31412a44 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1669,7 +1669,7 @@ ELSE END IF; IF p_fund = 'SERCGMAST' OR p_fund = 'BOWDST' THEN sqlquery := format(' -SELECT l.*, b.globeop_nav, b.globeop_notional, 100 - ((b.globeop_nav-l.accrued)/(b.globeop_notional*(factor/100)))::numeric(6,2)FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.globeop_nav, b.globeop_notional, 100 - ((b.globeop_nav-l.accrued)/(b.globeop_notional/100))::numeric(6,2)FROM list_cds_marks_pre($1, $2, $3) l JOIN (SELECT a.security_id, a.maturity, sum(endbooknav) AS globeop_nav, sum(endqty) AS globeop_notional FROM (SELECT periodenddate as date, @@ -1687,7 +1687,7 @@ ELSIF p_fund = 'BRINKER' THEN sqlquery := 'SELECT *, 0::double precision, 0::double precision, 0::double precision, 0::numeric(6,2) FROM list_cds_marks_pre($1, $2, $3)'; ELSIF p_fund = 'ISOSEL' THEN sqlquery := format(' -SELECT l.*, b.dirty_nav, b.position, 100 - ((b.dirty_nav-l.accrued)/(b.position*(factor/100)))::numeric(6,2) FROM list_cds_marks_pre($1, $2, $3) l +SELECT l.*, b.dirty_nav, b.position, 100 - ((b.dirty_nav-l.accrued)/((b.position * l.factor)/100))::numeric(6,2) FROM list_cds_marks_pre($1, $2, $3) l LEFT JOIN index_version ON security_id=redindexcode LEFT JOIN index_maturity USING (INDEX, series, maturity) LEFT JOIN ( @@ -1700,6 +1700,7 @@ END; $$ LANGUAGE plpgsql; + CREATE OR REPLACE function list_cds_marks_by_strat(p_date date) RETURNS TABLE(security_id varchar(12), security_desc varchar(32), strategy cds_strat, p_index index_type, p_series smallint, |