diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 208 |
1 files changed, 207 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 3ce7d84a..a09943ff 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3607,4 +3607,210 @@ AS SELECT tranche_risk.date, LEFT JOIN external_marks_deriv ON cds.cpty_id = external_marks_deriv.identifier AND external_marks_deriv.date = tranche_risk.date WHERE cds.fund = 'ISOSEL'::fund ORDER BY index_version.index, index_version.series, cds.orig_attach; -
\ No newline at end of file + + + CREATE TABLE isosel_accrued ( + "status" text NULL, + tid text NULL, + tid_fwd_date text NULL, + fund_abbrev text NULL, + trader_name text NULL, + clear_agent text NULL, + "strategy" text NULL, + init_exec_broker text NULL, + liqd_exec_broker text NULL, + instr_class text NULL, + instr_type text NULL, + instrument_description text NULL, + "l/s" text NULL, + "position" float8 NULL, + init_order_id int8 NULL, + liqd_order_id float8 NULL, + matching_id int8 NULL, + init_fix_id text NULL, + liqd_fix_id text NULL, + init_date date NULL, + init_settle_date date NULL, + liqd_date date NULL, + liqd_settle_date date NULL, + init_price float8 NULL, + liqd_price float8 NULL, + init_fx float8 NULL, + liqd_fx float8 NULL, + "cost_[n]" float8 NULL, + "avg_cost_[n]" float8 NULL, + "off-balance_cost_[n]" float8 NULL, + "off-balance_net_cost_[n]" float8 NULL, + "cost" float8 NULL, + avg_cost float8 NULL, + "off-balance_cost" float8 NULL, + "off-balance_net_cost" float8 NULL, + "off-balance_init_net_cost" float8 NULL, + init_net_cost float8 NULL, + net_cost float8 NULL, + "proceeds_[n]" float8 NULL, + proceeds float8 NULL, + net_proceeds float8 NULL, + "init_comms_[n]" float8 NULL, + "init_mfees_[n]" float8 NULL, + "init_mtax_[n]" float8 NULL, + "init_mexp_[n]" float8 NULL, + "liqd_comms_[n]" float8 NULL, + "liqd_mfees_[n]" float8 NULL, + "liqd_mtax_[n]" float8 NULL, + "liqd_mexp_[n]" float8 NULL, + init_comms float8 NULL, + init_mfees float8 NULL, + init_mtax float8 NULL, + init_mexp float8 NULL, + liqd_comms float8 NULL, + liqd_mfees float8 NULL, + liqd_mtax float8 NULL, + liqd_mexp float8 NULL, + sec_fees float8 NULL, + start_qty float8 NULL, + end_qty float8 NULL, + chg_qty float8 NULL, + "start_mkt_value_[n]" float8 NULL, + "start_mkt_value_realized_[n]" float8 NULL, + "end_mkt_value_[n]" float8 NULL, + "start_unrealized_[n]" float8 NULL, + "end_unrealized_[n]" float8 NULL, + "chg_unreal_[n]" float8 NULL, + "realized_[n]" float8 NULL, + "net_realized_[n]" float8 NULL, + start_mkt_value float8 NULL, + start_mkt_value_realized float8 NULL, + end_mkt_value float8 NULL, + start_unrealized float8 NULL, + end_unrealized float8 NULL, + chg_unreal float8 NULL, + realized float8 NULL, + net_realized float8 NULL, + unrealized_fx float8 NULL, + unrealized_fx_net float8 NULL, + chg_unreal_fx float8 NULL, + chg_unreal_fx_net float8 NULL, + realized_fx float8 NULL, + realized_fx_net float8 NULL, + "dividends_[n]" float8 NULL, + dividends float8 NULL, + "acq_int_[n]" float8 NULL, + "start_accrual_[n]" float8 NULL, + "bond_accrual_[n]" float8 NULL, + "interest_[n]" float8 NULL, + "total_int_[n]" float8 NULL, + acq_int float8 NULL, + start_accrual float8 NULL, + bond_accrual float8 NULL, + interest float8 NULL, + total_int float8 NULL, + "p&l" float8 NULL, + "p&l_[n]" float8 NULL, + "p&l_total" float8 NULL, + start_mkt_px float8 NULL, + end_mkt_px float8 NULL, + chg_mkt_px float8 NULL, + instr_ccy text NULL, + trade_ccy text NULL, + fund_ccy text NULL, + price_factor float8 NULL, + notes text NULL, + tax_status text NULL, + days_held float8 NULL, + account_988 float8 NULL, + cost_basis text NULL, + bond_coupon float8 NULL, + source_ccy text NULL, + "end_mkt_value_[source_ccy]" float8 NULL, + fund_ending_notional float8 NULL, + symbol text NULL, + exchange text NULL, + "country" text NULL, + ticker_cusip text NULL, + ticker_isin text NULL, + ticker_sedol text NULL, + ticker_userid text NULL, + ticker_u_isin float8 NULL, + ticker_u_sedol float8 NULL, + industry float8 NULL, + u_tid int8 NULL, + u_name text NULL, + "posted_init_fees_[n]" float8 NULL, + posted_init_fees float8 NULL, + "avg_netpx_[n]" float8 NULL, + "avg_netliqdpx_[n]" float8 NULL, + avg_netpx float8 NULL, + fas_157 text NULL, + fas_157_moved float8 NULL, + orig_date date NULL, + start_date date NULL, + end_date date NULL, + lot_commissions float8 NULL, + lot_sec_fees float8 NULL, + "fwd_unwind_[n]" float8 NULL, + fwd_unwind float8 NULL, + instr_country text NULL, + "lot_cost_[n]" float8 NULL, + lot_cost float8 NULL, + "lot_net_cost_[n]" float8 NULL, + lot_net_cost float8 NULL, + "net_proceeds_[n]" float8 NULL, + zz_int float8 NULL, + fas157_major_type float8 NULL, + fas161_trade_hedge float8 NULL, + fas161_risk float8 NULL, + lot_init_comms float8 NULL, + lot_liqd_comms float8 NULL, + ntv_acq_relief float8 NULL, + base_acq_relief float8 NULL, + ntv_end_accrual float8 NULL, + base_end_accrual float8 NULL, + last_cpn_date float8 NULL, + liqd_orig_date text NULL, + days_betw_orig_dates float8 NULL, + "long/short_adjustment" float8 NULL, + "$p&l_fx" float8 NULL, + "opt_put/call" text NULL, + beta float8 NULL, + option_type_name text NULL, + instrument_subtype text NULL, + std_stratery float8 NULL, + u_mkt_price float8 NULL, + delta float8 NULL, + option_strike float8 NULL, + "total_acc_int_[n]" float8 NULL, + total_acc_int float8 NULL, + end_princ_factor float8 NULL, + end_face_value float8 NULL, + "acq_int_(fx)" float8 NULL, + init_ticket_bs text NULL, + start_tax_status text NULL, + active_bond_int float8 NULL, + end_last_progname text NULL, + init_corpact_id float8 NULL, + liqd_corpact_id float8 NULL, + init_client_order_id text NULL, + liqd_client_order_id text NULL, + deal_id float8 NULL, + apost_tax_status text NULL, + start_apost_tax_status text NULL, + ticker_bbg text NULL, + "order-level_attr_name" float8 NULL, + init_order_attr_value float8 NULL, + liqd_order_attr_value float8 NULL, + ticker_pb_code_1 float8 NULL, + ticker_pb_code_2 float8 NULL, + init_trader_notes text NULL, + liqd_trader_notes text NULL, + u_symbol text NULL, + ticker_u_cusip float8 NULL, + bond_class text NULL, + bond_maturity text NULL, + trader_group float8 NULL, + subfund text NULL, + "row" int8 NOT NULL, + period_end_date date NOT NULL, + knowledge_date timestamp NULL, + CONSTRAINT isosel_accrued_pk PRIMARY KEY (period_end_date, "row") +);
\ No newline at end of file |