diff options
| -rw-r--r-- | sql/serenitasdb.sql | 18 |
1 files changed, 10 insertions, 8 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index cc439070..5fb13e4b 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -228,14 +228,16 @@ CREATE OR REPLACE FUNCTION curve_quotes_fmt(varchar(4), date) RETURNS $$ LANGUAGE plpgsql;
CREATE TABLE index_quotes(
- Date date,
- Index index_type,
- Series smallint,
- Version smallint,
- Tenor tenor,
- Price float,
- Spread float,
- PRIMARY KEY(Date, Index, Series, Tenor));
+ date date,
+ index index_type,
+ series smallint,
+ version smallint,
+ tenor tenor,
+ closeprice float,
+ closespread float,
+ modelprice float,
+ modelpread float,
+ PRIMARY KEY(date, index, series, tenor));
CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series integer, pg_tenor text,
pg_date date)
|