diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 17 |
1 files changed, 8 insertions, 9 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index b94a295d..39eb021c 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -34,11 +34,10 @@ CREATE TABLE counterparties(code varchar(12) primary key, valuation_email2 text, valuation_contact3 text, valuation_email3 text, - valuation_contact3 text, - valuation_email3 text, - valuation_contact4 = text, - valuation_email4 = text, - notes text); + valuation_contact4 text, + valuation_email4 text, + notes text, + instructions text); CREATE INDEX ON counterparties(name); @@ -107,8 +106,8 @@ CREATE TABLE securities(identifier varchar(12) PRIMARY KEY, currency currency default 'USD', bbg_type bbg_type default 'Mtge', asset_class asset_class, - paid_down date default 'Infinity' - start_accrued_date date) + paid_down date default 'Infinity', + start_accrued_date date); CREATE TABLE marks(date date, identifier varchar(12) REFERENCES securities(identifier), @@ -149,10 +148,10 @@ END; $$ LANGUAGE plpgsql; CREATE OR REPLACE function list_risk_numbers(p_date date, assetclass asset_class, include_unsettled boolean DEFAULT False) -RETURNS TABLE(identifier varchar(12), price float, delta float, index_delta index_type, duration float, wal float, +RETURNS TABLE(identifier varchar(12), description varchar(32), mark float, delta float, index_delta index_type, duration float, wal float, undiscounted_price float, model_price float) AS $$ BEGIN - RETURN QUERY SELECT a.identifier, b.price, c.delta, c.index_delta, + RETURN QUERY SELECT a.identifier, a.description, b.price, c.delta, c.index_delta, c.duration, c.wal, c_undiscounted_price, c.model_price FROM list_positions(p_date, assetclass, include_unsettled) a LEFT JOIN (SELECT DISTINCT ON (identifier) date, marks.identifier, marks.price FROM marks |