diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index a84355ed..1cb8e759 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3592,15 +3592,15 @@ AS SELECT tranche_risk.date, FROM tranche_risk LEFT JOIN cds ON tranche_risk.tranche_id = cds.id FULL JOIN ( SELECT - citco_stax.trader_notes , + COALESCE(citco_stax.trader_notes, citco_stax.fix_id) AS fix_id, citco_stax.period_end_date, 0 AS admin_accrued, sum(base_market_value) AS admin_clean_nav, sum(-quantity) AS admin_notional FROM citco_stax WHERE close_trade_date IS NULL - GROUP BY citco_stax.trader_notes, citco_stax.period_end_date) a ON a.trader_notes= concat('SCCDS', tranche_risk.tranche_id) AND a.period_end_date = tranche_risk.date + GROUP BY COALESCE(citco_stax.trader_notes, citco_stax.fix_id), citco_stax.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 = 'ISOSEL'::fund ORDER BY index_version.index, index_version.series, cds.orig_attach; -
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