diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/quantifi.sql | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/sql/quantifi.sql b/sql/quantifi.sql index 215e7418..4de01d47 100644 --- a/sql/quantifi.sql +++ b/sql/quantifi.sql @@ -323,13 +323,13 @@ CREATE TABLE swaptions ( CREATE USER MAPPING FOR quantifi_user SERVER dawndb_server OPTIONS (user 'dawn_user', password '****'); CREATE OR REPLACE FUNCTION list_unterminated_tranche(p_date DATE) -RETURNS TABLE(tradeid text, productname TEXT, most_recent_tradedate DATE, currentnotional integer) AS $$ +RETURNS TABLE(tradeid text, productname TEXT, termination_date DATE, currentnotional integer) AS $$ BEGIN RETURN QUERY - SELECT t.tradeid, t.productname, m.most_recent_tradedate, t.currentnotional::integer + SELECT t.tradeid, t.productname, m.termination_date, t.currentnotional::integer FROM cdxtrancheut t JOIN ( - SELECT c.productname, MAX(c.tradedate) as most_recent_tradedate + SELECT c.productname, MAX(c.tradedate) as termination_date FROM cdxtrancheut c WHERE c.date = p_date AND c.productname IN ( @@ -340,7 +340,7 @@ BEGIN HAVING SUM(c2.currentnotional) = 0 ) GROUP BY c.productname - ) m ON t.productname = m.productname AND t.tradedate = m.most_recent_tradedate + ) m ON t.productname = m.productname AND t.tradedate = m.termination_date WHERE t.date = p_date; END; $$ LANGUAGE plpgsql; |