1 files changed, 48 insertions, 5 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 878947bf..e16e101b 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -6,7 +6,12 @@ CREATE TYPE bond_strat AS ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
 
 CREATE TYPE cds_strat AS ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS',
        'SER_IGSNR', 'SER_IGMEZ', 'SER_IGEQY', 'SER_IGINX', 'SER_HYSNR',
-       'SER_HYMEZ', 'SER_HYEQY', 'SER_HYINX', 'SER_IGCURVE', 'MBSCDS');
+       'SER_HYMEZ', 'SER_HYEQY', 'SER_HYINX', 'SER_IGCURVE', 'MBSCDS',
+       'IGOPTDEL', 'HYOPTDEL');
+
+CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC');
+
+CREATE TYPE repo_strat AS ENUM('');
 
 CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared');
 
@@ -18,10 +23,14 @@ CREATE type bus_day_convention AS ENUM('Modified Following', 'Following', 'Modif
        'Second-Day-After', 'End-of-Month');
 CREATE type index_type AS ENUM('IG', 'HY', 'EU', 'LCDX', 'XO');
 CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr');
+
 CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS');
-CREATE type isda AS ENUM('ISDA2014', 'ISDA2003Cred');
-CREATE type protection AS ENUM('Buyer', 'Seller');
 CREATE TYPE repo_type AS ENUM('REPO', 'REVERSE REPO');
+CREATE TYPE swaption_type AS ENUM('PAYER', 'RECEIVER');
+
+CREATE TYPE isda AS ENUM('ISDA2014', 'ISDA2003Cred');
+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');
 
@@ -61,6 +70,7 @@ CREATE TABLE bonds(id serial primary key,
        isin varchar(12),
        identifier varchar(12),
        description varchar(32) NOT NULL,
+       buysell bool NOT NULL,
        faceamount float NOT NULL,
        price float NOT NULL,
        accrued float NOT NULL,
@@ -135,7 +145,7 @@ CREATE TABLE repo(id serial primary key,
        folder bond_strat NOT NULL,
        custodian varchar(12) NOT NULL,
        cashaccount varchar(10) NOT NULL,
-       cp_code varchar(12) NOT NULL REFERENCES counterparties(code),
+       cp_code varchar(12) NOT NULL REFERENCES counterparties(code) ON UPDATE CASCADE,
        trade_date date NOT NULL,
        settle_date date NOT NULL,
        cusip varchar(9),
@@ -161,7 +171,7 @@ CREATE TABLE repo(id serial primary key,
 CREATE OR REPLACE FUNCTION auto_repo_dealid()
     RETURNS TRIGGER AS $$
     BEGIN
-       UPDATE cds SET dealid = 'SC_REP' ||id WHERE cds.id = NEW.id AND dealid is Null;
+       UPDATE repo SET dealid = 'SC_REP' ||id WHERE repo.id = NEW.id AND dealid is Null;
        RETURN NEW;
     END;
     $$ language plpgsql;
@@ -171,6 +181,39 @@ FOR EACH ROW EXECUTE PROCEDURE auto_repo_dealid();
 
 ALTER TABLE repo OWNER TO dawn_user;
 
+CREATE TABLE swaptions(id serial PRIMARY KEY,
+       dealid varchar(28),
+       lastupdate timestamp DEFAULT now(),
+       action action,
+       folder swaption_strat NOT NULL,
+       custodian varchar(12) NOT NULL,
+       cashaccount varchar(10) NOT NULL,
+       cp_code varchar(12) NOT NULL REFERENCES counterparties(code) ON UPDATE CASCADE,
+       trade_date date NOT NULL,
+       settle_date date NOT NULL,
+       buysell bool NOT NULL,
+       notional float NOT NULL,
+       swaption_type swaption_type NOT NULL,
+       price float NOT NULL,
+       expiration_date date NOT NULL,
+       security_id varchar(12) NOT NULL,
+       security_desc varchar(32) NOT NULL,
+       maturity date NOT NULL,
+       fixed_rate float NOT NULL);
+
+CREATE OR REPLACE FUNCTION auto_swaption_dealid()
+    RETURNS TRIGGER AS $$
+    BEGIN
+       UPDATE swaptions SET dealid = 'SWPTN' ||id WHERE swaptions.id = NEW.id AND dealid is Null;
+       RETURN NEW;
+    END;
+    $$ language plpgsql;
+
+CREATE TRIGGER swaptions_dealid AFTER INSERT ON swaptions
+FOR EACH ROW EXECUTE PROCEDURE auto_swaption_dealid();
+
+ALTER TABLE swaptions OWNER TO dawn_user;
+
 CREATE TABLE securities(identifier varchar(12) PRIMARY KEY,
        cusip varchar(9),
        isin varchar(12),