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-rw-r--r--sql/dawn.sql119
1 files changed, 11 insertions, 108 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 4cf637f9..113a0c74 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1200,116 +1200,19 @@ CREATE FOREIGN TABLE priced_percentiles_orig_ntl(
SERVER mysql_server
OPTIONS (dbname 'rmbs_model');
-CREATE FOREIGN TABLE index_desc(
- basketid integer,
- index index_type,
- series smallint,
- version smallint,
- indexfactor float,
- cumulativeloss float,
- lastdate date,
- redindexcode text,
- tenor tenor,
- maturity date,
- coupon integer,
- issue_date date)
- SERVER postgresql_server;
-
-CREATE FOREIGN TABLE index_version(
- basketID serial,
- Index index_type,
- Series smallint,
- Version smallint,
- IndexFactor float,
- CumulativeLoss float,
- lastdate date,
- redindexcode text)
- SERVER postgresql_server;
-
-CREATE FOREIGN TABLE IF NOT EXISTS index_version_markit(
- redindexcode text,
- indexfamily text,
- indexsubfamily text,
- indexname text,
- ccy currency,
- indexfactor float,
- recoveryrate float,
- series smallint,
- version smallint,
- annexdate date,
- effectivedate date,
- firstpaymentdate date,
- activeversion bool,
- nextredindexcode text,
- prevredindexcode text)
-SERVER postgresql_server;
-
-CREATE FOREIGN TABLE index_maturity(
- index index_type,
- series smallint,
- tenor tenor,
- maturity date,
- coupon integer,
- issue_date date)
- SERVER postgresql_server;
-
-CREATE IF NOT EXISTS FOREIGN TABLE index_quotes(
- date date,
- index index_type,
- series smallint,
- version smallint,
- tenor tenor,
- closeprice float,
- closespread float,
- modelprice float,
- modelspread float,
- duration float,
- theta float,
- duration2 float,
- theta2 float)
-SERVER postgresql_server;
+CREATE TYPE INDEXFAMILY AS ENUM('ITRAXX-Asian', 'LCDXNA', 'MCDXNA',
+'ITRAXX-SOVX', 'ITRAXX-SDI', 'ITRAXX-L', 'CDX', 'ITRAXX-European');
+CREATE TYPE curr AS ENUM('USD', 'EUR', 'JPY', 'GBP', 'CAD');
-CREATE FOREIGN TABLE markit_tranche_quotes(
- quotedate date,
- basketid integer,
- tenor tenor,
- attach smallint,
- detach smallint,
- upfront_bid float,
- upfront_mid float,
- upfront_ask float,
- tranche_spread smallint,
- index_price float)
-SERVER postgresql_server;
+IMPORT FOREIGN SCHEMA public FROM SERVER postgresql_server LIMIT TO
+(index_desc,
+ index_version,
+ index_version_markit,
+ index_maturity,
+ index_quotes,
+ markit_tranche_quotes,
+ risk_num_per_quote) INTO public;
-CREATE FOREIGN TABLE risk_num_per_quote(
- tranche_id integer,
- date date,
- index text,
- series integer,
- tenor tenor,
- index_price float,
- index_basis float,
- index_expected_loss float,
- index_duration float,
- index_theta float,
- attach smallint,
- detach smallint,
- corr_at_detach float,
- delta float,
- forward_delta float,
- gamma float,
- theta float,
- corr01 float,
- duration float,
- expected_loss float,
- trancheupfrontmid float,
- trancherunningmid float,
- indexrefprice float,
- indexrefspread smallint,
- tranchedelta float,
- quotesource text)
- SERVER postgresql_server;
CREATE FOREIGN TABLE model_versions(
model_id smallint,