diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/serenitasdb.sql | 19 |
1 files changed, 10 insertions, 9 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 95e57869..a209083a 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -245,15 +245,16 @@ CREATE OR REPLACE FUNCTION historical_cds_quotes(date) RETURNS SETOF cds_quotes -- END;
$$ LANGUAGE plpgsql;
-CREATE OR REPLACE FUNCTION historical_cds_issuers(date) RETURNS SETOF cds_issuers_old AS $$
- BEGIN
- RETURN QUERY SELECT bbg_issuers.*, map.markit_ticker, map.markit_tier, map.spread FROM
- (SELECT b.* FROM (SELECT min(c.date) AS latestdate, c.company_id FROM bbg_markit_mapping c
- WHERE c.date>=$1 GROUP BY c.company_id) a
- JOIN bbg_markit_mapping b ON a.company_id = b.company_id AND a.latestdate=b.date) map
- JOIN bbg_issuers USING (company_id);
- END;
- $$ LANGUAGE plpgsql;
+CREATE OR REPLACE FUNCTION historical_cds_issuers(date DEFAULT current_date)
+RETURNS SETOF cds_issuers_old AS $$
+ BEGIN
+ RETURN QUERY SELECT bbg_issuers.*, map.markit_ticker, map.markit_tier, map.spread FROM
+ (SELECT b.* FROM (SELECT min(c.date) AS latestdate, c.company_id FROM bbg_markit_mapping c
+ WHERE c.date>=$1 GROUP BY c.company_id) a
+ JOIN bbg_markit_mapping b ON a.company_id = b.company_id AND a.latestdate=b.date) map
+ JOIN bbg_issuers USING (company_id);
+ END;
+$$ LANGUAGE plpgsql;
CREATE OR REPLACE FUNCTION curve_quotes(varchar(4), date) RETURNS
TABLE(cds_ticker text, date date, spread_curve float[], upfront_curve float[], recovery_curve float[]) AS $$
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