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| -rw-r--r-- | sql/dawn.sql | 32 |
1 files changed, 32 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 1ee89080..7f0029aa 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3160,4 +3160,36 @@ CREATE TABLE public.strat_cash_realloc ( "fund" public."fund" NOT NULL DEFAULT 'BOWDST'::fund, cash_account text NOT NULL, CONSTRAINT strat_cash_realloc_un UNIQUE (folder, trade_date, amount, currency, fund, cash_account) +); + +CREATE TYPE "instrument_type" AS ENUM ( + 'IRS', + 'CDS', + 'BNDO', + 'SWPO', + 'TRS'); + + +CREATE TYPE "id_source" AS ENUM ( + "RED", "USERID"); + +CREATE TYPE "serenitas_product" AS ENUM( + "tranche", "cdx_swaption", "ir_swaption", "irs", "trs" +) + +CREATE TABLE public.citco_instruments ( + id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, + dealid text NULL GENERATED ALWAYS AS ('GIL'::text || id::text) STORED, + serenitas_product "serenitas_product" NOT NULL, + instrument_type "instrument_type" NOT NULL, + underlying_id_source "id_source" NOT NULL, + underlying_security_id text NOT NULL, + birth_date date NULL, + death_date date NULL, + active bool NULL, + attach int8 NULL, + detach int8 NULL, + strike float NULL, + expiration date NULL, + callput bool NULL );
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