diff options
| -rw-r--r-- | sql/dawn.sql | 20 |
1 files changed, 19 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index af7b2d4c..3341675c 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -25,7 +25,7 @@ CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared'); CREATE TYPE action AS ENUM('NEW', 'UPDATE', 'CANCEL'); -CREATE TYPE currency AS ENUM('USD', 'CAD', 'EUR', 'YEN'); +CREATE TYPE currency AS ENUM('USD', 'CAD', 'EUR', 'JPY', 'GBP'); CREATE TYPE bbg_type AS ENUM('Mtge', 'Corp'); CREATE type day_count AS ENUM('ACT/360', 'ACT/ACT', '30/360', 'ACT/365'); CREATE type bus_day_convention AS ENUM('Modified Following', 'Following', @@ -1045,6 +1045,24 @@ CREATE FOREIGN TABLE index_version( 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, |