diff options
| -rw-r--r-- | sql/dawn.sql | 27 |
1 files changed, 17 insertions, 10 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 0415a8c8..96c14999 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3062,9 +3062,9 @@ CREATE TABLE public.fx_tickets ( CREATE TABLE public.irs ( id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, dealid text NULL GENERATED ALWAYS AS ('IRS_'::text || id::text) STORED, - "fund" public."fund" NOT NULL DEFAULT 'SERCGMAST'::fund, - "portfolio" public."portfolio" NOT NULL, - folder public."cds_strat" NOT NULL, + "fund" "fund" NOT NULL DEFAULT 'SERCGMAST'::fund, + "portfolio" "portfolio" NOT NULL, + folder "cds_strat" NOT NULL, cash_account text NOT NULL REFERENCES accounts2(cash_account) ON UPDATE CASCADE, cp_code varchar(12) NOT NULL, trade_date date NOT NULL, @@ -3072,13 +3072,18 @@ CREATE TABLE public.irs ( maturity_date date NOT NULL, payreceive bool NOT NULL, fixed_rate float8 NOT NULL, - fixed_daycount public."day_count" NOT NULL, - fixed_payment_freq text NOT NULL, + fixed_daycount day_count NOT NULL, + fixed_payment_freq frequency NOT NULL, + fixed_bdc bus_day_convention NOT NULL, + fixed_calendar rate_calendar NOT NULL, notional float8 NOT NULL, - float_daycount text NOT NULL, - float_payment_freq text NOT NULL, - float_index text NOT NULL, - "currency" text NOT NULL, + float_index cash_rate NOT NULL, + float_daycount day_count NOT NULL, + float_payment_freq frequency NOT NULL, + float_bdc bus_day_convention NOT NULL, + float_calendar rate_calendar NOT NULL, + float_arrears bool NOT NULL, + "currency" "currency" NOT NULL, initial_margin_percentage float8 NULL, float_fixing_freq text NOT NULL, pay_interest_calc_method text NOT NULL, @@ -3096,7 +3101,9 @@ CREATE TYPE "interest_calc_method" AS ENUM ( 'Compound', 'Simple'); - +CREATE TYPE "rate_calendar" AS ENUM ( + 'P US;R US', + 'P US'); CREATE TABLE public.trs ( id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, |