diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 90ec971d..ba7164cc 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3844,7 +3844,7 @@ AS SELECT tranche_risk.date, WHERE cds.fund = 'ISOSEL'::fund ORDER BY index_version.index, index_version.series, cds.orig_attach; -CREATE OR REPLACE VIEW tranche_risk_crse +CREATE OR REPLACE VIEW tranche_risk_citco AS SELECT tranche_risk.date, tranche_risk.tranche_id AS trade_id, a.admin_id, @@ -3877,6 +3877,7 @@ AS SELECT tranche_risk.date, tranche_risk.hy_equiv, cds.initial_margin_percentage, tranche_risk.ir_dv01 + cds.fund FROM tranche_risk LEFT JOIN cds ON tranche_risk.tranche_id = cds.id FULL JOIN ( SELECT COALESCE(isosel_accrued.init_trader_notes, isosel_accrued.init_fix_id) AS fix_id, @@ -3890,7 +3891,7 @@ AS SELECT tranche_risk.date, GROUP BY (COALESCE(isosel_accrued.init_trader_notes, isosel_accrued.init_fix_id)), isosel_accrued.init_order_id, isosel_accrued.period_end_date) a ON a.fix_id = concat('SCCDS', tranche_risk.tranche_id) AND a.period_end_date = tranche_risk.date LEFT JOIN index_version ON cds.security_id::text = index_version.redindexcode LEFT JOIN external_marks_deriv ON cds.cpty_id = external_marks_deriv.identifier AND external_marks_deriv.date = tranche_risk.date - WHERE cds.fund = 'CRSE'::fund + WHERE cds.fund::fund in ('ISOSEL', 'CRSE') ORDER BY index_version.index, index_version.series, cds.orig_attach; CREATE TABLE isosel_accrued ( |