diff options
| -rw-r--r-- | sql/dawn.sql | 14 |
1 files changed, 12 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 35ebd395..e19c3207 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -159,7 +159,7 @@ FOR EACH ROW EXECUTE PROCEDURE auto_dealid(); ALTER TABLE repo OWNER TO dawn_user; CREATE TABLE swaptions(id serial PRIMARY KEY, - dealid varchar(28), + dealid varchar(28) UNIQUE, lastupdate timestamp DEFAULT now(), action action, folder swaption_strat NOT NULL, @@ -179,7 +179,9 @@ CREATE TABLE swaptions(id serial PRIMARY KEY, security_desc varchar(32) NOT NULL, maturity date NOT NULL, currency currency NOT NULL, - fixed_rate float NOT NULL); + fixed_rate float NOT NULL, + termination_date date, + termination_amount float); CREATE OR REPLACE FUNCTION auto_dealid() @@ -858,3 +860,11 @@ END IF; RETURN QUERY EXECUTE query USING p_date, p_cusip; END $$ LANGUAGE plpgsql; + + +CREATE TABLE swaption_marks( + dealid varchar(28) REFERENCES swaptions(dealid), + market_value float, + delta float, + gamma float, + vega float) |