1 files changed, 38 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 50775091..de38b3a4 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -2,6 +2,9 @@
 CREATE TYPE bond_strat AS ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
        'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU',
        'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW');
+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');
 
 CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared');
 
@@ -9,7 +12,11 @@ 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 index_type AS ENUM('IG', 'HY', 'EU');
+CREATE type bus_day_convention AS ENUM('Modified Following', 'Following', 'Modified Preceding', 'Preceding',
+       'Second-Day-After', 'End-of-Month');
+CREATE type index_type AS ENUM('IG', 'HY', 'EU', 'XO', 'LCDX');
+CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS');
+CREATE type isda AS ENUM('ISDA2014', 'ISDA2003Cred');
 
 CREATE TABLE counterparties(code varchar(12) primary key,
        name text,
@@ -55,6 +62,36 @@ CREATE TABLE bonds(id serial primary key,
        principal_payment float,
        accrued_payment float);
 
+CREATE TABLE cds(is serial primary key,
+       dealid varchar(28),
+       lastupdate timestamp,
+       action action,
+       folder cds_strat,
+       custodian varchar(12),
+       cashaccount varchar(10),
+       cp_code varchar(12),
+       trade_date date,
+       effective_date date,
+       maturity date,
+       currency currency,
+       payment_rolldate bus_day_convention,
+       notional float,
+       fixed_rate float,
+       day_count day_count,
+       frequency samllint,
+       protection protection,
+       security_id varchar(12),
+       security_desc varchar(32),
+       upfront float,
+       upfront_settle_date date,
+       swap_type swap_type,
+       attach smallint,
+       detach smallint,
+       clearing_facility varchar(12),
+       isda_definition isda);
+
+
+
 CREATE TABLE securities(identifier varchar(12) PRIMARY KEY,
        cusip varchar(9),
        isin varchar(12),