1 files changed, 37 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
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+-- -*- mode: sql; sql-product: postgres; -*-
+CREATE TYPE bonds_strat AS ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
+       'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU',
+       'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW');
+
+CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared');
+
+CREATE TABLE counterparties(code text primary key,
+       name text,
+       location text,
+       dtc_number integer,
+       sales_contact text,
+       email1 text,
+       phone text,
+       valuation_contact1 text,
+       valuation_email1 text,
+       valuation_contact2 text,
+       valuation_email2 text,
+       valuation_contact3 text,
+       valuation_email3 text,
+       notes text);
+
+CREATE INDEX ON counterparties(name);
+
+CREATE TABLE bonds(id serial primary key,
+       trade_date date,
+       settle_date date,
+       cusip varchar(9),
+       isin varchar(12),
+       description text,
+       notional float,
+       price float,
+       counterparty text references counterparties(code),
+       strategy bonds_start,
+       account text
+       acc_int float,
+       asset_class );