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-rw-r--r--python/Dawn/models.py1
-rw-r--r--sql/dawn.sql1
2 files changed, 2 insertions, 0 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index 5bde4974..3cfd1e2a 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -197,6 +197,7 @@ class SwaptionDeal(db.Model):
strike = db.Column(db.Float, nullable = False)
price = db.Column(db.Float, nullable = False)
expiration_date = db.Column(db.Date, nullable = False)
+ initial_margin_percentage = db.Column(db.Float)
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)
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 3a8c0e4d..c30759ea 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -172,6 +172,7 @@ CREATE TABLE swaptions(id serial PRIMARY KEY,
strike float NOT NULL,
price float NOT NULL,
expiration_date date NOT NULL,
+ initial_margin_percentage float,
security_id varchar(12) NOT NULL,
security_desc varchar(32) NOT NULL,
maturity date NOT NULL,