diff options
| -rw-r--r-- | python/Dawn/models.py | 10 | ||||
| -rw-r--r-- | sql/dawn.sql | 7 |
2 files changed, 10 insertions, 7 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 6e5ad0ad..f03a7eee 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -36,7 +36,7 @@ class Accounts(db.Model): cash_account = db.Column(db.String) counterparty = db.Column(db.String(12), db.ForeignKey('counterparties.code')) -PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', name='portfolio') +PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', 'CURVE', 'TRANCHE', name='portfolio') BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'CSO_TRANCH', 'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU', @@ -82,7 +82,8 @@ CCY = ENUM('USD', 'CAD', 'EUR', 'YEN', name='currency') BBG_TYPE = ENUM('Mtge', 'Corp', name='bbg_type') -SWAP_TYPE = ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS', name='swap_type') +SWAP_TYPE = ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', + 'ABS_CDS', 'BESPOKE', name='swap_type') ISDA = ENUM('ISDA2014', 'ISDA2003Cred', name='isda') @@ -104,7 +105,7 @@ class BondDeal(db.Model): id = db.Column('id', db.Integer, primary_key=True) dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) folder = db.Column(BOND_STRAT, nullable=False) custodian = db.Column(db.String(12), default='BAC', nullable=False) cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False) @@ -140,7 +141,8 @@ class CDSDeal(db.Model): id = db.Column('id', db.Integer, primary_key=True) dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) - action = db.Column(ACTION) + action = db.Column(ACTION, nullable=False) + portfolio = db.Column(PORTFOLIO, nullable=False) folder = db.Column(CDS_STRAT, nullable=False) account_code = db.Column(db.String(5), db.ForeignKey('accounts.code'), info={'choices': [(None,'')], diff --git a/sql/dawn.sql b/sql/dawn.sql index e86c6fc2..46cc6325 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -109,7 +109,8 @@ CREATE TRIGGER dealid CREATE TABLE cds(id serial primary key, dealid varchar(28), lastupdate timestamptz DEFAULT now(), - action action, + action action NOT NULL, + portfolio portfolio NOT NULL, folder cds_strat NOT NULL, custodian varchar(12) NOT NULL, cashaccount varchar(10) NOT NULL, @@ -1240,7 +1241,7 @@ CREATE TABLE swaption_marks( CREATE TYPE portfolio AS ENUM('CASH', 'CLO', 'CURVE', 'GFS_HELPER_BUSINESS_UNIT', 'HEDGE_MAC', 'HY', 'IG', 'LQD_TRANCH', 'MORTGAGES', 'OPTIONS', 'SERCGLLC__SERCGLLC', 'SERCGLTD__SERCGLTD', 'SER_TEST__SER_TEST', 'STRUCTURED', - 'IR'); + 'IR', 'TRANCHE'); CREATE TYPE fund AS ENUM('SERCGLLC', 'SERCGLTD', 'SERCGMAST', 'SER_TEST') @@ -1248,7 +1249,7 @@ CREATE TYPE strategy AS ENUM( -- CLO portfolio 'CLOCDSCSH', 'CLO_AAA', 'CLO_BB20', 'CLO_BBB', 'HEDGE_CLO', -- TRANCHE portfolio -'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', +'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', 'BSPK', 'TCSH' -- CURVE portfolio 'IGCURVE', 'IGCVECSH', 'ITRXCURVE', 'ITRXCVCSH', 'HYCURVE', -- OPTIONS portfolio |