diff options
| -rw-r--r-- | python/Dawn/models.py | 3 | ||||
| -rw-r--r-- | sql/dawn.sql | 10 |
2 files changed, 12 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index c094f531..51246072 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -343,6 +343,7 @@ class CDSDeal(db.Model): ) isda_definition = db.Column(ISDA) termination_date = db.Column(db.Date) + termination_fee = db.Column(db.Float) termination_amount = db.Column(db.Float) termination_cp = db.Column( db.String(12), @@ -469,6 +470,7 @@ class SwaptionDeal(db.Model): currency = db.Column(CCY, nullable=False) settlement_type = db.Column(SETTLEMENT_TYPE, nullable=False) termination_date = db.Column(db.Date) + termination_fee = db.Column(db.Float) termination_amount = db.Column(db.Float) termination_cp = db.Column( db.String(12), @@ -630,6 +632,7 @@ class CapFloorDeal(db.Model): reset_lag = db.Column(db.Integer, default=2) trade_confirm = db.Column(db.String, info={"form_field_class": FileField}) termination_date = db.Column(db.Date) + termination_fee = db.Column(db.Float) termination_amount = db.Column(db.Float) termination_cp = db.Column( db.String(12), diff --git a/sql/dawn.sql b/sql/dawn.sql index e16d0a60..5914388e 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -142,6 +142,7 @@ CREATE TABLE cds(id serial primary key, clearing_facility varchar(12) DEFAULT NULL, isda_definition isda, termination_date date DEFAULT NULL, + termination_fee float DEFAULT NULL, termination_amount float DEFAULT NULL, termination_cp varchar(12) DEFAULT NULL REFERENCES counterparties(code) ON UPDATE CASCADE, initial_margin_percentage float DEFAULT NULL, @@ -149,6 +150,8 @@ CREATE TABLE cds(id serial primary key, corr_attach float DEFAULT NULL, corr_detach float DEFAULT NULL, account_code varchar(5) NOT NULL, + cpty_id text, + globeop_id text, CONSTRAINT tranche_check CHECK (( swap_type IN ('CD_INDEX_TRANCHE', 'BESPOKE') AND (orig_attach IS NOT NULL AND orig_detach IS NOT NULL AND clearing_facility IS NULL)) @@ -224,8 +227,11 @@ CREATE TABLE swaptions(id serial PRIMARY KEY, settlement_type settlement_type NOT NULL, fixed_rate float, termination_date date, + termination_fee float, termination_amount float, - termination_cp varchar(12) REFERENCES counterparties(code) ON UPDATE CASCADE); + termination_cp varchar(12) REFERENCES counterparties(code) ON UPDATE CASCADE, + cpty_id text, + globeop_id text); CREATE TRIGGER swaptions_dealid AFTER INSERT ON swaptions FOR EACH ROW EXECUTE PROCEDURE auto_dealid(); @@ -264,9 +270,11 @@ CREATE TABLE capfloors ( reset_lag int4, trade_confirm varchar, termination_date date, + termination_fee float8, termination_amount float8, termination_cp varchar(12) REFERENCES counterparties(code) ON UPDATE CASCADE, cpty_id text, + globeop_id text ) CREATE TRIGGER dealid AFTER INSERT ON capfloors FOR EACH ROW EXECUTE PROCEDURE auto_dealid(); |