diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 4c74cc93..2c0ec646 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -278,6 +278,8 @@ CREATE TABLE cds(id serial primary key, cpty_id text, globeop_id int, full_globeop_id text GENERATED ALWAYS AS ('CDS'||lpad(cast(globeop_id as text), 6, '0')|| 'K00SCLMA') STORED, + stale bool default true, + traded_level numeric(9, 5) NULL, CONSTRAINT tranche_check CHECK (( swap_type IN ('CD_INDEX_TRANCHE', 'BESPOKE') AND (orig_attach IS NOT NULL AND orig_detach IS NOT NULL AND clearing_facility IS NULL)) @@ -299,7 +301,7 @@ UPDATE maturity, trade_date, upfront_settle_date, - "ref", + traded_level, notional, protection ON cds FOR EACH ROW EXECUTE FUNCTION notify_id(); @@ -2334,9 +2336,9 @@ SELECT cds.id, 'Buyer'::protection END AS protection, termination_fee AS upfront, - ref + terminations.traded_level FROM terminations RIGHT JOIN cds USING (dealid) -left JOIN counterparties on termination_cp=code +LEFT JOIN counterparties on termination_cp=code WHERE termination_date is NOT NULL UNION ALL ( SELECT id, @@ -2356,7 +2358,7 @@ SELECT id, detach, protection, upfront, - ref + traded_level FROM cds JOIN counterparties ON cp_code = code) ORDER BY trade_date DESC, folder; CREATE TABLE curve_risk( |