diff options
| -rw-r--r-- | sql/dawn.sql | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 7fbb8cbd..90ec971d 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -27,7 +27,7 @@ CREATE TYPE repo_strat AS ENUM(''); CREATE TYPE spot_strat AS ENUM('M_STR_MAV', 'M_STR_MEZZ', 'SER_ITRXCURVE', 'M_CSH_CASH', 'TCSH'); CREATE TYPE future_strat AS ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', - 'SER_ITRXCURVE', 'M_CSH_CASH', 'DELTAONE', 'TCSH'); + 'SER_ITRXCURVE', 'M_CSH_CASH', 'DELTAONE', 'TCSH', 'SOFR'); CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', @@ -2411,7 +2411,7 @@ CREATE TYPE strategy AS ENUM( -- HY portfolio (deprecated) 'HYTCDSCSH', 'HYCURVE', 'HYEQY', 'HYINX', 'HYMEZ', 'HYSNR', -- HEDGE_MAC portfolio -'HEDGE_MAC', 'MACCDSCSH', 'CASH_BASIS', +'HEDGE_MAC', 'MACCDSCSH', 'CASH_BASIS', 'SOFR', -- CASH portfolio 'M_CSH_CASH', 'M_CSH_EXP', -- GFS_HELPER_BUSINESS_UNIT portfolio @@ -2500,6 +2500,7 @@ CREATE TYPE strategy_dirty AS ENUM ( 'COCSH', '*', 'CASH_BASIS', + 'SOFR', 'CRT_SD'); CREATE TABLE valuation_reports( @@ -3265,6 +3266,7 @@ SELECT eo.id, eo.quantity * eo.underlyingshares * price * (2* buysell::integer -1.) eo.underlyingshares FROM equityoptions eo JOIN counterparties cps ON cp_code = code) ORDER BY trade_date DESC; + CREATE TABLE bond_tickets ( bbg_ticket_id text NOT NULL, "Match" text NULL, |