1 files changed, 9 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 88f407e9..4bfe0196 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1738,6 +1738,15 @@ CREATE TABLE ir_swaption_risk(
        vega float,
        PRIMARY KEY (date, swpt_id));
 
+CREATE TABLE ir_swap_risk(
+       date date,
+       swp_id integer REFERENCES irs(id),
+       notional float,
+       pv float,
+       "DV01" float,
+       "IRGamma1bp" float,
+       PRIMARY KEY (date, swp_id));
+
 CREATE OR REPLACE function list_tranche_marks(p_date date, fund fund DEFAULT 'SERCGMAST'::fund)
 RETURNS TABLE(security_id varchar(12), security_desc varchar(32), p_index index_type,
               p_series smallint, p_version smallint, p_tenor tenor, maturity date,