diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index cc8cc948..12e97e9e 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1723,6 +1723,7 @@ CREATE TABLE tranche_risk( index_duration float, hy_equiv float, theta_amount float, + ir_dv01 float, PRIMARY KEY (date, tranche_id)); CREATE TABLE ir_swaption_risk( @@ -3593,7 +3594,7 @@ AS SELECT tranche_risk.date, 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; - + CREATE TABLE isosel_accrued ( "status" text NULL, @@ -3832,7 +3833,7 @@ SELECT trs.id, fund, termination_cp AS cp_code, name, - funding_index, + funding_index, CASE WHEN buysell THEN False ELSE @@ -3849,7 +3850,7 @@ UNION ALL ( SELECT id, dealid, trade_date, - notional, + notional, underlying_desc, underlying_security, 'New', @@ -3857,8 +3858,8 @@ SELECT id, fund, cp_code, name, - funding_index, - buysell, + funding_index, + buysell, accrued as upfront, price, maturity_date, |