Advertisement
Not a member of Pastebin yet?
Sign Up,
it unlocks many cool features!
- QUERY 1:
- select eur2.*, (case when srm2.gflag5='Y' then -srm2.g5 else null end) as basis_eur, e.a_exposure as a_exposure_eur,
- round(((trunc(eur2.ytw_date_eur)+0-trunc(dd.price_date)+1)/365.25), 2) as T_eur,
- (eur2.coupon_eur*100)/eur2.price_eur as coupon_carry_eur,
- dr.rate as financing_eur
- from eur2
- join pm_own.sec_risk_measures2 srm2 ON (eur2.ssm_id_eur = srm2.ssm_id)
- join pm_own.preload_exposure_all e ON (srm2.ssm_id = e.ssm_id)
- cross join dd
- join pm_own.deposit_rates dr ON (eur2.currency_settlement_eur = dr.currency_code AND trunc(dr.asof_date) = trunc(dd.price_date) and dr.term_months=12 and
- (case when eur2.currency_settlement_eur = 'EUR' and dr.market = 'E' then 'VALID' when eur2.currency_settlement_eur <> 'EUR' and dr.market = 'L' then 'VALID' end) = 'VALID'
- )
- where a_exposure+b_exposure>0
- QUERY 2:
- select eur2.*, (case when srm2.gflag5='Y' then -srm2.g5 else null end) as basis_eur, e.a_exposure as a_exposure_eur,
- round(((trunc(eur2.ytw_date_eur)+0-trunc(dd.price_date)+1)/365.25), 2) as T_eur,
- (eur2.coupon_eur*100)/eur2.price_eur as coupon_carry_eur,
- dr.rate as financing_eur
- from eur2, pm_own.sec_risk_measures2 srm2,pm_own.preload_exposure_all e, pm_own.deposit_rates dr, dd
- where eur2.ssm_id_eur = srm2.ssm_id and srm2.ssm_id = e.ssm_id and a_exposure+b_exposure>0
- and eur2.currency_settlement_eur = dr.currency_code and dr.term_months=12 and trunc(dr.asof_date) = trunc(dd.price_date)
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement