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-rw-r--r--sql/et_tables.sql13
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)
);