diff options
Diffstat (limited to 'sql/et_tables.sql')
| -rw-r--r-- | sql/et_tables.sql | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/sql/et_tables.sql b/sql/et_tables.sql index bb306904..9deaae6c 100644 --- a/sql/et_tables.sql +++ b/sql/et_tables.sql @@ -28,6 +28,7 @@ CREATE TABLE et_collateral ( CovLite text, isCDO boolean, Liborfloor float, + ReinvFlag boolean, PRIMARY KEY (updatedate, Name, dealname) ); @@ -299,7 +300,8 @@ CREATE OR REPLACE FUNCTION et_historicaldealinfo (p_dealname varchar(10), p_date secondlien boolean, loanxid varchar(10), et_loanxid varchar(10), cusip varchar(9), et_cusip varchar(10), intexprice float, intexpricesource text, intexpricedate date, userprice float, userpricedate date, fixedorfloat intex_fixedorfloat, - defaultedflag boolean, covlite text, iscdo boolean, liborfloor float) AS $$ + defaultedflag boolean, covlite text, iscdo boolean, liborfloor float, + reinvflag boolean) AS $$ DECLARE latestdate date; BEGIN SELECT max(et_collateral.updatedate) INTO latestdate FROM et_collateral @@ -317,7 +319,8 @@ CREATE OR REPLACE FUNCTION et_latestdealinfo (p_dealname varchar(10)) secondlien boolean, loanxid varchar(10), et_loanxid varchar(10), cusip varchar(9), et_cusip varchar(10), intexprice float, intexpricesource text, intexpricedate date, userprice float, userpricedate date, fixedorfloat intex_fixedorfloat, - defaultedflag boolean, covlite text, iscdo boolean, liborfloor float) AS $$ + defaultedflag boolean, covlite text, iscdo boolean, liborfloor float, + reinvflag boolean) AS $$ DECLARE latestdate date; BEGIN SELECT max(et_collateral.updatedate) INTO latestdate FROM et_collateral @@ -344,6 +347,7 @@ CREATE OR REPLACE FUNCTION et_aggdealinfo (p_dealname varchar(10)) bool_or(a.defaultedflag) AS defaultedflag FROM et_latestdealinfo(p_dealname) a LEFT JOIN latest_markit_prices2 b ON a.loanxid = b.loanxid LEFT JOIN bloomberg_corp c ON a.cusip=c.cusip WHERE a.dealname = p_dealname + and a.ReinvFlag IS NOT TRUE GROUP BY a.issuername, a.maturity, a.loanxid, a.fixedorfloat, a.frequency, a.cusip ORDER BY issuername; END; @@ -411,7 +415,7 @@ CREATE OR REPLACE FUNCTION et_aggdealinfo_historical (p_dealname varchar(10), p_ FROM et_historicaldealinfo(p_dealname, p_date) a LEFT JOIN historical_markit_prices2(p_date) b ON a.loanxid=b.loanxid LEFT JOIN historical_bloomberg_corp(p_date) c ON a.cusip=c.cusip - WHERE a.dealname = p_dealname + WHERE a.dealname = p_dealname AND a.ReinvFlag IS NOT TRUE GROUP BY a.issuername, a.maturity, a.loanxid, a.fixedorfloat, a.frequency, a.cusip, a.et_loanxid, a.et_cusip ORDER BY issuername; END; |