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---------------------------
--Déclaration
---------------------------
DECLARE
date_ini TIMESTAMP(3);
date_fin TIMESTAMP(3);
date_c date;
-- maDate date;
AbonneID number;
GrpId number;
Horizon number;
-- RatedIssuers number;
-- RatedIssuersPonderes number;
-- IssuerUpgrades number;
-- IssuerUpgradesPonderes number;
-- IssuerDowngrades number;
-- IssuerDowngradesPonderes number;
-- RatingsDrift number;
-- RatingsDriftPondere number;
-- RatingsTurnover number;
-- RatingsTurnoverPondere number;
--maVar monpack.tab_indicateur;
n number;
-- Record --
TYPE typ_indicateur IS RECORD (
maDate date,
RatedIssuers number,
RatedIssuersPonderes number,
IssuerUpgrades number,
IssuerUpgradesPonderes number,
IssuerDowngrades number,
IssuerDowngradesPonderes number,
RatingsDrift number,
RatingsDriftPondere number,
RatingsTurnover number,
RatingsTurnoverPondere number
);
-- Table de records --
TYPE tab_indicateur IS TABLE OF typ_indicateur index by binary_integer ;
maVar tab_indicateur ; -- variable tableau d'enregistrements
BEGIN
date_ini := '01/09/00';
date_fin := '01/09/06';
AbonneID := '323156';
GrpID := '390';
Horizon := '12';
n := 0;
---------------------------
--Boucle
---------------------------
for i in 0..months_between(date_fin,date_ini) loop
---------------------------
-- incrémente date calcul
---------------------------
date_c := add_months (date_ini, i);
---------------------------
-- sélection
---------------------------
SELECT
date_c as date_calcul,
selTot.RatedIssuers,
selTot.RatedIssuersPonderes,
selUp.IssuerUpgrades,
selUp.IssuerUpgradesPonderes,
selDown.IssuerDowngrades,
selDown.IssuerDowngradesPonderes,
round((selUp.IssuerUpgrades-selDown.IssuerDowngrades)/selTot.RatedIssuers,3) as RatingsDrift,
round((selUp.IssuerUpgradesPonderes-selDown.IssuerDowngradesPonderes)/selTot.RatedIssuersPonderes,3) as RatingsDriftPondere,
round((selUp.IssuerUpgrades+selDown.IssuerDowngrades)/selTot.RatedIssuers,3) as RatingsTurnover,
round((selUp.IssuerUpgradesPonderes+selDown.IssuerDowngradesPonderes)/selTot.RatedIssuersPonderes,3) as RatingsTurnoverPondere
INTO maVar(i).maDate, maVar(i).RatedIssuers, maVar(i).RatedIssuersPonderes,
maVar(i).IssuerUpgrades,maVar(i).IssuerUpgradesPonderes,
maVar(i).IssuerDowngrades,maVar(i).IssuerDowngradesPonderes,
maVar(i).RatingsDrift,maVar(i).RatingsDriftPondere,
maVar(i).RatingsTurnover,maVar(i).RatingsTurnoverPondere
FROM
(
SELECT count (*) as RatedIssuers,
sum(nvl(selAll.c_notche,1)) as RatedIssuersPonderes
FROM
(SELECT *
FROM rdt_fs_histo_sp_w spx
WHERE (spx.d_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spw.d_rating_date), spw.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spw
WHERE spw.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spw.d_rating_date <= date_c
GROUP BY spw.c_rating_agency_issuer)
AND (spx.d_previous_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spu.d_previous_rating_date), spu.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spu
WHERE spu.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spu.d_rating_date <= date_c
AND spu.d_previous_rating_date <= add_months(date_c,-Horizon)
GROUP BY spu.c_rating_agency_issuer)
)selAll
)selTot,
(
SELECT count (*) as IssuerUpgrades,
nvl(sum(nvl(selAll.c_notche,0)),0) as IssuerUpgradesPonderes
FROM
(SELECT *
FROM rdt_fs_histo_sp_w spx
WHERE (spx.d_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spw.d_rating_date), spw.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spw
WHERE spw.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spw.d_rating_date <= date_c
GROUP BY spw.c_rating_agency_issuer)
AND (spx.d_previous_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spu.d_previous_rating_date), spu.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spu
WHERE spu.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spu.d_rating_date <= date_c
AND spu.d_previous_rating_date <= add_months(date_c,-Horizon)
GROUP BY spu.c_rating_agency_issuer)
)selAll
WHERE selAll.c_last_action_rating_code='UPG'
)SelUp,
(
SELECT count (*) as IssuerDowngrades,
nvl(sum(nvl(selAll.c_notche,0)),0) as IssuerDowngradesPonderes
FROM
(SELECT *
FROM rdt_fs_histo_sp_w spx
WHERE (spx.d_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spw.d_rating_date), spw.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spw
WHERE spw.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spw.d_rating_date <= date_c
GROUP BY spw.c_rating_agency_issuer)
AND (spx.d_previous_rating_date, spx.c_rating_agency_issuer) in
(SELECT max(spu.d_previous_rating_date), spu.c_rating_agency_issuer
FROM V_RDT_FS_HISTO_SP spu
WHERE spu.c_rating_agency_issuer in (
select gcsp.id_sp
from rdt_groupes_contenus gcsp
where gcsp.client_id=AbonneID
and gcsp.grp_id=GrpID)
AND spu.d_rating_date <= date_c
AND spu.d_previous_rating_date <= add_months(date_c,-Horizon)
GROUP BY spu.c_rating_agency_issuer)
)selAll
WHERE selAll.c_last_action_rating_code='DNG'
)SelDown;
---------------------------
-- sortie
---------------------------
/*dbms_output.put_line(date_c);
dbms_output.put_line(maVar(i).RatedIssuers);
dbms_output.put_line(maVar(i).RatedIssuersPonderes);
dbms_output.put_line(maVar(i).IssuerUpgrades);
dbms_output.put_line(maVar(i).IssuerUpgradesPonderes);
dbms_output.put_line(maVar(i).IssuerDowngrades);
dbms_output.put_line(maVar(i).IssuerDowngradesPonderes);
dbms_output.put_line(maVar(i).RatingsDrift);
dbms_output.put_line(maVar(i).RatingsDriftPondere);
dbms_output.put_line(maVar(i).RatingsTurnover);
dbms_output.put_line(maVar(i).RatingsTurnoverPondere);*/
end loop;
dbms_output.put_line(date_c);
dbms_output.put_line(maVar(2).maDate);
dbms_output.put_line(maVar(2).RatedIssuers);
dbms_output.put_line(maVar(2).RatedIssuersPonderes);
dbms_output.put_line(maVar(2).IssuerUpgrades);
dbms_output.put_line(maVar(2).IssuerUpgradesPonderes);
dbms_output.put_line(maVar(2).IssuerDowngrades);
dbms_output.put_line(maVar(2).IssuerDowngradesPonderes);
dbms_output.put_line(maVar(2).RatingsDrift);
dbms_output.put_line(maVar(2).RatingsDriftPondere);
dbms_output.put_line(maVar(2).RatingsTurnover);
dbms_output.put_line(maVar(2).RatingsTurnoverPondere);
END; |
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