diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 2326969b..5f0f00f3 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1029,7 +1029,7 @@ END IF; END; $$ LANGUAGE plpgsql; -CREATE OR REPLACE function list_cds_marks(p_date date, strat cds_strat DEFAULT NULL::cds_strat) +CREATE OR REPLACE function list_cds_marks(p_date date, strat cds_strat DEFAULT NULL::cds_strat, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(security_id varchar(12), security_desc varchar(32), index index_type, series smallint, version smallint, tenor tenor, maturity date, notional float, @@ -1156,7 +1156,7 @@ LEFT JOIN risk_num ON END $$ LANGUAGE plpgsql; -CREATE OR REPLACE FUNCTION list_swaption_positions_and_risks(IN p_date date) +CREATE OR REPLACE FUNCTION list_swaption_positions_and_risks(IN p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(deal_id character varying, security_id character varying, maturity date, notional double precision, option_type option_type, strike double precision, expiration_date date, serenitas_nav double precision, @@ -1190,7 +1190,7 @@ ORDER BY dealid, date DESC, periodenddate DESC; END $$ LANGUAGE plpgsql; -CREATE OR REPLACE FUNCTION public.list_ir_capfloor_positions(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) +CREATE OR REPLACE FUNCTION list_ir_capfloor_positions(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(deal_id character varying, strategy swaption_strat, amount double precision, cap_or_floor cap_or_floor, strike double precision, floating_rate_index character varying, expiration_date date, initial_margin_percentage double precision, @@ -1943,7 +1943,7 @@ LEFT JOIN external_marks_deriv on cpty_id=identifier and external_marks_deriv.da WHERE fund='BRINKER' ORDER BY index, series, orig_attach; -CREATE OR REPLACE FUNCTION tranche_risk_agg(p_date date, p_fund fund) +CREATE OR REPLACE FUNCTION tranche_risk_agg(p_date date, p_fund fund DEFAULT 'SERCGMAST'::fund) RETURNS TABLE(date date, security_desc varchar(32), index index_type, series smallint, admin_notional float, admin_clean_nav float, maturity date, serenitas_notional float, tranche_factor float, running float, serenitas_clean_nav float, serenitas_accrued float, initial_margin float, theta float, duration float, delta float, upfront float, index_refprice float, index_refspread float, orig_attach smallint, orig_detach smallint, index_duration float, gamma float) AS $$ DECLARE |