diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 16cdf4bf..58a8f904 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -400,10 +400,9 @@ DECLARE BEGIN days:=days_accrued(p_date); RETURN QUERY -WITH temp AS (SELECT a.*, c.index, c.series, c.version, d.tenor, c.indexfactor/100. AS fact +WITH temp AS (SELECT a.*, c.index, c.series, c.version, c.tenor, c.indexfactor/100. AS fact FROM list_cds_positions(p_date) a - LEFT JOIN index_version c ON a.security_id=c.redindexcode - LEFT JOIN index_desc d USING (redindexcode, maturity)), + LEFT JOIN index_desc c ON (a.security_id=c.redindexcode AND a.maturity=c.maturity)), index_price AS (SELECT index, series, version, tenor, closeprice, index_quotes.duration FROM index_quotes WHERE date=p_date) SELECT temp.security_id, temp.security_desc, temp.maturity, temp.notional, temp.fact, temp.fixed_rate/100, |