diff options
| -rw-r--r-- | python/Dawn/models.py | 2 | ||||
| -rw-r--r-- | python/Dawn/templates/swaption_blotter.html | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
3 files changed, 6 insertions, 0 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index b5af22df..1f2da77a 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -195,12 +195,14 @@ class SwaptionDeal(db.Model): if x is not None else x}) notional = db.Column(db.Float, nullable = False) swaption_type = db.Column(SWAPTION_TYPE, nullable = False) + strike = db.Column(db.Float, nullable = False) price = db.Column(db.Float, nullable = False) expiration_date = db.Column(db.Date, nullable = False) security_id = db.Column(db.String(12), nullable = False) security_desc = db.Column(db.String(32), nullable = False) fixed_rate = db.Column(db.Float, nullable = False) maturity = db.Column(db.Date, nullable = False) + currency = db.Column(CCY, nullable = False) counterparty = db.relationship(Counterparties) BaseModelForm = model_form_factory(Form) diff --git a/python/Dawn/templates/swaption_blotter.html b/python/Dawn/templates/swaption_blotter.html index c0d84cf4..6057ffe1 100644 --- a/python/Dawn/templates/swaption_blotter.html +++ b/python/Dawn/templates/swaption_blotter.html @@ -9,6 +9,7 @@ <td>Buy/Sell</td> <td>Notional</td> <td>Type</td> + <td>Strike</td> <td>Price</td> <td>Description</td> <td>Red Code</td> @@ -24,6 +25,7 @@ <td>{% if trade.buysell %}Buy{% else %}Sell{% endif %}</td> <td>{{"{0:,.2f}".format(trade.notional)}}</td> <td>{{trade.swaption_type}}</td> + <td>{{trade.strike}}</td> <td>{{trade.price}}</td> <td>{{trade.security_desc}}</td> <td>{{trade.security_id}}</td> diff --git a/sql/dawn.sql b/sql/dawn.sql index e16e101b..cb1d4b9c 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -194,11 +194,13 @@ CREATE TABLE swaptions(id serial PRIMARY KEY, buysell bool NOT NULL, notional float NOT NULL, swaption_type swaption_type NOT NULL, + strike float NOT NULL, price float NOT NULL, expiration_date date NOT NULL, security_id varchar(12) NOT NULL, security_desc varchar(32) NOT NULL, maturity date NOT NULL, + currency currency NOT NULL, fixed_rate float NOT NULL); CREATE OR REPLACE FUNCTION auto_swaption_dealid() |