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-rw-r--r--sql/dawn.sql108
1 files changed, 54 insertions, 54 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 8550c41f..cecfbd02 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1944,39 +1944,39 @@ END;
$function$
;
-CREATE VIEW ir_swap_risk_master AS SELECT
- isr.date,
- irs.effective_date,
- irs.maturity_date,
- irs.fixed_rate,
- irs.fund,
- irs.folder,
- irs.cash_account,
- irs.float_index,
- irs.currency,
- irs.clearing_facility,
- irs.roll_day,
- sum(CASE WHEN irs.payreceive THEN irs.notional ELSE -irs.notional end) AS notional,
- sum(pv) AS pv,
- sum("DV01") AS "DV01",
- sum("IRGamma1bp") AS "IRGamma1bp"
-FROM
- ir_swap_risk isr
-LEFT JOIN
- irs ON isr.swp_id=irs.id
-GROUP BY
- isr.date,
- irs.effective_date,
- irs.maturity_date,
- irs.fixed_rate,
- irs.fund,
- irs.folder,
- irs.cash_account,
- irs.float_index,
- irs.currency,
- irs.clearing_facility,
- irs.roll_day
-HAVING
+CREATE VIEW ir_swap_risk_master AS SELECT
+ isr.date,
+ irs.effective_date,
+ irs.maturity_date,
+ irs.fixed_rate,
+ irs.fund,
+ irs.folder,
+ irs.cash_account,
+ irs.float_index,
+ irs.currency,
+ irs.clearing_facility,
+ irs.roll_day,
+ sum(CASE WHEN irs.payreceive THEN irs.notional ELSE -irs.notional end) AS notional,
+ sum(pv) AS pv,
+ sum("DV01") AS "DV01",
+ sum("IRGamma1bp") AS "IRGamma1bp"
+FROM
+ ir_swap_risk isr
+LEFT JOIN
+ irs ON isr.swp_id=irs.id
+GROUP BY
+ isr.date,
+ irs.effective_date,
+ irs.maturity_date,
+ irs.fixed_rate,
+ irs.fund,
+ irs.folder,
+ irs.cash_account,
+ irs.float_index,
+ irs.currency,
+ irs.clearing_facility,
+ irs.roll_day
+HAVING
sum(CASE WHEN irs.payreceive THEN irs.notional ELSE -irs.notional end) !=0;
@@ -4975,9 +4975,9 @@ GROUP BY periodenddate, knowledgedate, fund, invccy, invid, port, strat
HAVING invid IN ('EURF') ORDER BY periodenddate desc, fund;
CREATE OR REPLACE VIEW citco_forward_valuations
-AS SELECT
+AS SELECT
cr.period_end_date AS periodenddate,
- cr.knowledge_date as knowledgedate,
+ cr.knowledge_date as knowledgedate,
cr.fund,
"substring"(cr.bloomberg_code, 0, 4)::currency AS invccy,
"substring"(cr.bloomberg_code, 0, 4) || 'F'::text AS invid,
@@ -5018,7 +5018,7 @@ AS SELECT cr.period_end_date AS periodenddate,
ORDER BY cr.period_end_date DESC, cr.fund;
CREATE OR REPLACE VIEW globeop_cash_valuations
-AS SELECT
+AS SELECT
vr.periodenddate,
vr.knowledgedate,
vr.fund,
@@ -5033,8 +5033,8 @@ AS SELECT
HAVING vr.invid = ANY (ARRAY['EUR'::text, 'USD'::text]) ORDER BY periodenddate DESC, fund;
CREATE OR REPLACE VIEW citco_cash_valuations
-AS
-SELECT
+AS
+SELECT
cr.period_end_date AS periodenddate,
cr.knowledge_date as knowledgedate,
cr.fund,
@@ -5108,28 +5108,28 @@ $$ LANGUAGE plpgsql;
CREATE TABLE citco_account_mapping (fund fund, citco_code text, account TEXT references accounts2(cash_account), PRIMARY KEY (fund, citco_code));
-CREATE VIEW cds_termination_mapping AS
+CREATE VIEW cds_termination_mapping AS
SELECT t.id AS termination_id, cds.*
FROM terminations t
LEFT JOIN cds ON t.deal_type = 'CDS' AND t.dealid = cds.dealid WHERE deal_type='CDS';
-CREATE VIEW swaption_termination_mapping AS
+CREATE VIEW swaption_termination_mapping AS
SELECT t.id AS termination_id, swaptions.*
FROM terminations t
LEFT JOIN swaptions ON (t.deal_type = 'CreditSwaption' OR t.deal_type = 'IRSwaption') AND t.dealid = swaptions.dealid WHERE deal_type IN ('CreditSwaption', 'IRSwaption');
-CREATE VIEW trs_termination_mapping AS
+CREATE VIEW trs_termination_mapping AS
SELECT t.id AS termination_id, trs.*
FROM terminations t
LEFT JOIN trs ON t.deal_type = 'TRS' AND t.dealid = trs.dealid WHERE deal_type='TRS';
-CREATE VIEW termination_collateral_mapping AS
+CREATE VIEW termination_collateral_mapping AS
SELECT * FROM (SELECT fund, folder::text, termination_id FROM cds_termination_mapping
UNION
SELECT fund, folder::text, termination_id FROM swaption_termination_mapping
UNION
-SELECT fund, folder::text, termination_id from trs_termination_mapping) a LEFT JOIN
+SELECT fund, folder::text, termination_id from trs_termination_mapping) a LEFT JOIN
terminations on a.termination_id = terminations.id;
@@ -5147,16 +5147,16 @@ CREATE OR REPLACE FUNCTION compare_citco_bonds(
AS $$
BEGIN
RETURN QUERY
- SELECT b.citco_security_id::text, a.identifier::text AS security_id, a.factor AS serenitas_factor,
- a.notional AS serenitas_notional, b.factor AS admin_factor,
- b."quantity(end)" AS admin_notional
- FROM risk_positions(p_date, NULL, p_fund, True) a
- LEFT JOIN
+ SELECT b.citco_security_id::text, a.identifier::text AS security_id, a.factor AS serenitas_factor,
+ a.notional AS serenitas_notional, b.factor AS admin_factor,
+ b."quantity(end)" AS admin_notional
+ FROM risk_positions(p_date, NULL, p_fund, True) a
+ LEFT JOIN
(
- SELECT cusip, factor, "quantity(end)", cr.citco_security_id
- FROM citco_reports cr
+ SELECT cusip, factor, "quantity(end)", cr.citco_security_id
+ FROM citco_reports cr
WHERE fund=p_fund AND cusip IS NOT NULL AND period_end_date=p_date
- ) b
+ ) b
ON a.identifier=b.cusip;
END;
$$ LANGUAGE PLPGSQL;
@@ -5172,9 +5172,9 @@ AS SELECT tc.date AS settle_date,
tc.accrued::numeric(11,2) AS accrued,
(COALESCE(tc.principal, 0::double precision) + COALESCE(tc.accrued, 0::double precision))::numeric(11,2) AS total_cashflow,
tc.currency,
- cds.fund,
- cds.cpty_id
+ cds.fund,
+ cds.cpty_id
FROM tranche_cashflows tc
LEFT JOIN cds ON tc.tranche_id = cds.id
LEFT JOIN counterparties ON cds.cp_code::text = counterparties.code::text
- ORDER BY tc.date DESC, cds.fund, cds.cp_code; \ No newline at end of file
+ ORDER BY tc.date DESC, cds.fund, cds.cp_code;