1 files changed, 7 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index f0e09836..e4d80e57 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1051,16 +1051,17 @@ CREATE OR REPLACE FUNCTION public.list_ir_capfloor_positions(p_date date, p_fund
   RETURNS TABLE(deal_id character varying, strategy swaption_strat, amount double precision,
   cap_or_floor cap_or_floor, strike double precision, floating_rate_index character varying,
   expiration_date date, initial_margin_percentage double precision,
-  comments character varying, cp_code character varying) AS $$
+  comments character varying, cp_code character varying, nav double precision ) AS $$
 BEGIN
 RETURN QUERY
 SELECT a.dealid, folder,
        (CASE WHEN buysell = 't' THEN 1 ELSE -1 END) * (a.amount -  coalesce(terminated_amount, 0.)),
       a.cap_or_floor, a.strike, a.floating_rate_index, a.expiration_date, a.initial_margin_percentage,
-      a.comments, a.cp_code
+      a.comments, a.cp_code, c.nav
 FROM capfloors a
 LEFT JOIN (SELECT dealid, SUM(termination_amount) AS terminated_amount
            FROM terminations WHERE termination_date <= p_date GROUP BY dealid) b USING (dealid)
+LEFT join (select * from external_marks_deriv where date = p_date) c on a.cpty_id = c.identifier
 WHERE a.amount IS DISTINCT FROM terminated_amount
 AND  a.expiration_date > p_date
 AND a.trade_date <= p_date
@@ -1071,15 +1072,17 @@ $$ LANGUAGE plpgsql;
 CREATE OR REPLACE FUNCTION list_ir_swaption_positions(IN p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund)
   RETURNS TABLE(deal_id character varying, strategy swaption_strat, notional double precision,
   option_type option_type, strike double precision, security_id varchar, expiration_date date, maturity date,
-  initial_margin_percentage double precision) AS $$
+  initial_margin_percentage double precision, cp_code character varying, nav double precision) AS $$
 BEGIN
 RETURN QUERY
 SELECT a.dealid, folder,
        (CASE WHEN buysell = 't' THEN 1 ELSE -1 END) * (a.notional -  coalesce(terminated_amount, 0.)),
-a.option_type, a.strike, a.security_id, a.expiration_date, a.maturity, a.initial_margin_percentage
+       a.option_type, a.strike, a.security_id, a.expiration_date, a.maturity, a.initial_margin_percentage,
+       a.cp_code, c.nav
 FROM swaptions a
 LEFT JOIN (SELECT dealid, SUM(termination_amount) AS terminated_amount
            FROM terminations WHERE termination_date <= p_date GROUP BY dealid) b USING (dealid)
+LEFT join (select * from external_marks_deriv where date = p_date) c on a.cpty_id = c.identifier
 WHERE a.notional IS DISTINCT FROM terminated_amount
 AND  a.expiration_date > p_date
 AND a.trade_date <= p_date