diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 13 |
1 files changed, 7 insertions, 6 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index c4b138ab..185bb576 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1072,9 +1072,9 @@ AS SELECT bonds.dealid, bonds.accrued, bonds.folder, bonds.portfolio, - bonds.principal_payment * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS principal_payment, - bonds.accrued_payment * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS accrued_payment, - (bonds.principal_payment + bonds.accrued_payment) * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS net_amount, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * bonds.principal_payment)::numeric(11, 2) AS principal_payment, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * bonds.accrued_payment)::numeric(11, 2) AS accrued_payment, + ((bond_allocation.notional / sum(bond_allocation.notional) OVER w) * (bonds.principal_payment + bonds.accrued_payment))::numeric(11, 2) AS net_amount, bonds.current_face * bond_allocation.notional / sum(bond_allocation.notional) OVER w AS current_face, bond_allocation.notional AS faceamount, accounts.fund, @@ -1088,6 +1088,7 @@ AS SELECT bonds.dealid, LEFT JOIN counterparties ON bonds.cp_code = counterparties.code WINDOW w AS (PARTITION BY bond_allocation.tradeid); + CREATE OR REPLACE function list_positions(p_date date, p_class asset_class DEFAULT NULL, include_unsettled boolean DEFAULT True, @@ -4121,8 +4122,8 @@ CREATE TABLE bond_csv_upload( id int4 NOT NULL GENERATED ALWAYS AS IDENTITY, tradeid int NOT NULL, identifier text NOT NULL, - principal decimal NOT NULL, - interest decimal NOT NULL, + principal numeric(11, 2) NOT NULL, + interest numeric(11, 2) NOT NULL, CONSTRAINT unique_upload_check UNIQUE (tradeid, cusip, principal, interest) ); @@ -4179,4 +4180,4 @@ SELECT a.security_id::text, a.maturity::date, a.INDEX, a.security_desc::text, pr endlocalmarketprice , split_part(invid, '_', 2) AS security_id, split_part(invid, '_', 6)::date AS maturity - FROM valuation_reports WHERE invid LIKE 'CDS\_%%' AND periodenddate =p_date AND fund= p_fund) i)b USING (security_id, maturity); END $$ LANGUAGE plpgsql;
\ No newline at end of file + FROM valuation_reports WHERE invid LIKE 'CDS\_%%' AND periodenddate =p_date AND fund= p_fund) i)b USING (security_id, maturity); END $$ LANGUAGE plpgsql; |