diff options
| -rw-r--r-- | python/Dawn/models.py | 1 | ||||
| -rw-r--r-- | python/Dawn/static/dawn.js | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 3 |
3 files changed, 6 insertions, 0 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index d71a520e..d11a6394 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -241,6 +241,7 @@ class SwaptionDeal(db.Model): fixed_rate = db.Column(db.Float) maturity = db.Column(db.Date, nullable=False) currency = db.Column(CCY, nullable=False) + settlement_type = db.Column(SETTLEMENT_TYPE, nullable=False) termination_date = db.Column(db.Date) termination_amount = db.Column(db.Float) termination_cp = db.Column(db.String(12), db.ForeignKey('counterparties.code'), diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js index 57788ce1..8ff78574 100644 --- a/python/Dawn/static/dawn.js +++ b/python/Dawn/static/dawn.js @@ -60,12 +60,14 @@ $(function() { $('#index_ref').parent().parent().css('display', 'none'); $('#security_desc').parent().parent().css('display', 'none'); $('#portfolio').val('IR'); + $('#settlement_type').val('Cash'); break; case 'CD_INDEX_OPTION': $('#fixed_rate').parent().parent().css('display', 'block'); $('#index_ref').parent().parent().css('display', 'block'); $('#security_desc').parent().parent().css('display', 'block'); $('#portfolio').val('OPTIONS'); + $('#settlement_type').val('Delivery'); break; } }); diff --git a/sql/dawn.sql b/sql/dawn.sql index 4fcf451b..8f142814 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -45,6 +45,8 @@ CREATE TYPE protection AS ENUM('Buyer', 'Seller'); CREATE TYPE call_notice AS ENUM('24H', '48H', '3D', '4D', '5D', '6D', '1W', '8D', '9D', '10D', '2W', '1M', '2M'); +CREATE TYPE settlement_type AS ENUM('Delivery', 'Cash'); + CREATE TABLE accounts( code varchar(5) PRIMARY KEY, name text, @@ -206,6 +208,7 @@ CREATE TABLE swaptions(id serial PRIMARY KEY, security_desc varchar(32), maturity date NOT NULL, currency currency NOT NULL, + settlement_type settlement_type NOT NULL, fixed_rate float, termination_date date, termination_amount float, |