1 files changed, 10 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 4b5d2367..b947ae13 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1713,6 +1713,16 @@ RETURN QUERY EXECUTE sqlquery USING p_date, eur_fx, days;
 END;
 $$ LANGUAGE plpgsql;
 
+CREATE TABLE index_risk(
+       date date,
+       fund fund,
+       security_id text,
+       maturity date,
+       folder cds_strat,
+       notional float,
+       index_factor float,
+       hy_equiv float,
+       PRIMARY KEY (date, fund, security_id, maturity, folder));
 
 CREATE TABLE tranche_risk(
        date date,