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-rw-r--r--sql/dawn.sql14
1 files changed, 13 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 4815a8c4..01a1e10b 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -4197,4 +4197,16 @@ CREATE TABLE iams (
fund fund NOT NULL,
portfolio portfolio NOT NULL,
CONSTRAINT iams_pk PRIMARY KEY (trade_date, strategy, broker, currency, is_offset, fund)
-); \ No newline at end of file
+);
+
+CREATE TABLE shocks (
+ date date NOT NULL,
+ risk_type risk_type NOT NULL,
+ spread_shock float8 NOT NULL,
+ strategy text NOT NULL,
+ value numeric(11, 2) NOT NULL,
+ fund fund NOT NULL,
+ CONSTRAINT shocks_pkey PRIMARY KEY (date, risk_type, spread_shock, strategy, fund)
+);
+
+CREATE TYPE risk_type AS ENUM ('HY_EQUIV', 'PNL'); \ No newline at end of file