diff options
Diffstat (limited to 'sql/et_tables.sql')
| -rw-r--r-- | sql/et_tables.sql | 12 |
1 files changed, 7 insertions, 5 deletions
diff --git a/sql/et_tables.sql b/sql/et_tables.sql index f0eb185f..3d674c59 100644 --- a/sql/et_tables.sql +++ b/sql/et_tables.sql @@ -451,14 +451,15 @@ CREATE OR REPLACE FUNCTION et_cusip_details(p_cusips VARIADIC varchar(10)[]) RETURNS TABLE(orig_moody text, curr_moody text, empty1 unknown, issuer text, manager text, empty2 unknown, spread float, issuedate date, reinvenddate date, maturity date, stale_percentage float, - cdo_percentage float, wap_basis float, portfolio_spread float, - subordination float, thickness float, empty3 unknown, pricingdate date, - delta float, duration float, wal float, price float) AS $$ + cdo_percentage float, wap_basis float, portfolio_spread_5y float, + portfolio_spread float, subordination float, thickness float, + empty3 unknown, pricingdate date, delta float, duration float, wal float, price float) AS $$ BEGIN RETURN QUERY SELECT a.Orig_Moody, a.Curr_Moody, NULL, b."Deal Name", b.manager, NULL, a.Spread/100, b."Deal Issue Date", b."Reinv End Date", b.Maturity, - e.stalepercentage, greatest(b."CDO Percentage"/100, e.cdopercentage), e.wapbasis, e.dealspread, - a.subordination, a.thickness, NULL, d.updatedate, d.delta, d.duration, d.wal, d.price + e.stalepercentage, greatest(b."CDO Percentage"/100, e.cdopercentage), e.wapbasis, + e.dealspread5y, e.dealspread, a.subordination, a.thickness, NULL, d.updatedate, + d.delta, d.duration, d.wal, d.price FROM latest_cusip_universe a LEFT JOIN latest_clo_universe b ON a.dealname = b.dealname LEFT JOIN latest_deal_model_numbers e @@ -558,6 +559,7 @@ CREATE TABLE et_deal_model_numbers( cdopercentage float, stalepercentage float, dealspread float, + dealspread5y float, marketvalue float, updatedate date, wapbasis float, |