diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 16 |
1 files changed, 8 insertions, 8 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index a09943ff..fda00375 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3595,14 +3595,14 @@ AS SELECT tranche_risk.date, FROM tranche_risk LEFT JOIN cds ON tranche_risk.tranche_id = cds.id FULL JOIN ( SELECT - COALESCE(citco_stax.trader_notes, citco_stax.fix_id) AS fix_id, - opening_aexeo_trade_id AS admin_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 COALESCE(citco_stax.trader_notes, citco_stax.fix_id), opening_aexeo_trade_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 + COALESCE(init_trader_notes, init_fix_id) AS fix_id, + tid AS admin_id, + period_end_date, + sum(total_acc_int) AS admin_accrued, + sum(end_mkt_value) AS admin_clean_nav, + sum(-position) AS admin_notional + FROM isosel_accrued WHERE liqd_date IS NULL + GROUP BY COALESCE(init_trader_notes, init_fix_id), tid , 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 |