diff options
| -rw-r--r-- | sql/dawn.sql | 14 |
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 |
