1 files changed, 14 insertions, 10 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 6b221da4..6de6957e 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -27,8 +27,8 @@ CREATE TYPE action AS ENUM('NEW', 'UPDATE', 'CANCEL');
 CREATE TYPE currency AS ENUM('USD', 'CAD', 'EUR', 'YEN');
 CREATE TYPE bbg_type AS ENUM('Mtge', 'Corp');
 CREATE type day_count AS ENUM('ACT/360', 'ACT/ACT', '30/360', 'ACT/365');
-CREATE type bus_day_convention AS ENUM('Modified Following', 'Following', 'Modified Preceding', 'Preceding',
-       'Second-Day-After', 'End-of-Month');
+CREATE type bus_day_convention AS ENUM('Modified Following', 'Following',
+       'Modified Preceding', 'Preceding', 'Second-Day-After', 'End-of-Month');
 CREATE type last_period_convention AS ENUM('Adjusted', 'Unadjusted');
 CREATE type index_type AS ENUM('IG', 'HY', 'EU', 'LCDX', 'XO');
 CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr');
@@ -45,11 +45,12 @@ CREATE TYPE call_notice AS ENUM('24H', '48H', '3D', '4D', '5D', '6D',
 
 CREATE TABLE accounts(
        code varchar(5) PRIMARY KEY,
+       name text,
        custodian text,
        cash_account text,
-       counterparty text REFERENCES counterparties(code))
+       counterparty varchar(12) REFERENCES counterparties(code))
 
-CREATE TABLE counterparties(code varchar(12) primary key,
+CREATE TABLE counterparties(code varchar(12) PRIMARY KEY,
        name text,
        city text,
        state varchar(2),
@@ -314,17 +315,19 @@ WHERE date<= p_date ORDER BY identifier, date DESC) b USING (identifier);
 END;
 $$ LANGUAGE plpgsql;
 
-CREATE OR REPLACE function list_risk_numbers(p_date date, assetclass asset_class, include_unsettled boolean DEFAULT False)
-RETURNS TABLE(identifier varchar(12), description varchar(32), mark float, delta float, index_delta index_type, duration float, wal float,
-undiscounted_price float, model_price float) AS $$
+CREATE OR REPLACE function list_risk_numbers(p_date date, assetclass asset_class,
+       include_unsettled boolean DEFAULT False)
+RETURNS TABLE(identifier varchar(12), description varchar(32), mark float,
+              delta float, index_delta index_type, duration float, wal float,
+              undiscounted_price float, model_price float) AS $$
 BEGIN
   RETURN QUERY SELECT a.identifier, a.description, b.price, c.delta, c.index_delta,
   c.duration, c.wal, c.undiscounted_price, c.model_price
   FROM list_positions(p_date, assetclass, include_unsettled) a
   LEFT JOIN (SELECT DISTINCT ON (identifier) date, marks.identifier, marks.price FROM marks
-WHERE date<= p_date ORDER BY identifier, date DESC) b USING (identifier)
+WHERE date <= p_date ORDER BY identifier, date DESC) b USING (identifier)
   LEFT JOIN (SELECT DISTINCT ON (identifier) * FROM risk_numbers
-  WHERE date<=p_date ORDER BY identifier, date DESC) c USING (identifier);
+  WHERE date <=p_date ORDER BY identifier, date DESC) c USING (identifier);
 END;
 $$ LANGUAGE plpgsql;
 
@@ -1111,7 +1114,8 @@ CREATE TABLE valuation_reports(
         periodenddate date NOT NULL,
         port portfolio,
         strat strategy,
-        row integer,
+        row integer NOT NULL,
+        counterparty varchar(12) REFERENCES counterparties(code),
         PRIMARY KEY(periodenddate, row)
 );