diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/et_tables.sql | 13 |
1 files changed, 8 insertions, 5 deletions
diff --git a/sql/et_tables.sql b/sql/et_tables.sql index a26ad542..069f0c66 100644 --- a/sql/et_tables.sql +++ b/sql/et_tables.sql @@ -452,18 +452,20 @@ CREATE OR REPLACE FUNCTION et_cusip_details(p_cusips VARIADIC varchar(10)[]) manager text, empty2 unknown, spread float, issuedate date, reinvenddate date, maturity date, stale_percentage float, cdo_percentage float, wap_basis float, portfolio_spread float, - subordination float, thickness float ) AS $$ + subordination float, thickness float, empty3 unknown, pricingdate date, + delta float, duration float, wal float, price float) AS $$ BEGIN RETURN QUERY SELECT a.Orig_Moody, a.Curr_Moody, NULL, b."Deal Name", b.manager, NULL, a.Spread/100, b."Deal Issue Date", b."Reinv End Date", b.Maturity, - e.stalepercentage, greatest(b."CDO Percentage"/100, e.cdopercentage), CAST(NULL AS float), e.dealspread, - d.subordination, d.thickness - FROM cusip_universe a LEFT JOIN latest_clo_universe b + e.stalepercentage, greatest(b."CDO Percentage"/100, e.cdopercentage), e.wapbasis, e.dealspread, + a.subordination, a.thickness, NULL, d.updatedate, d.delta, d.duration, d.wal, d.price + FROM latest_cusip_universe a LEFT JOIN latest_clo_universe b ON a.dealname = b.dealname LEFT JOIN latest_deal_model_numbers e ON a.dealname = e.dealname RIGHT JOIN (SELECT unnest($1) AS cusip, generate_subscripts(p_cusips, 1) AS id) c - ON c.cusip = a.cusip LEFT JOIN et_model_numbers d ON d.cusip = c.cusip ORDER BY c.id; + ON c.cusip = a.cusip + LEFT JOIN latest_cusip_model_numbers d ON d.cusip = c.cusip ORDER BY c.id; END; $$ LANGUAGE plpgsql; @@ -553,6 +555,7 @@ CREATE TABLE et_deal_model_numbers( dealspread float, marketvalue float, updatedate date, + wapbasis float, PRIMARY KEY(dealname, updatedate) ); |
