1 files changed, 61 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index fa80f8cf..ec0d6ad9 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -21,6 +21,7 @@ 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 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');
 
@@ -970,6 +971,66 @@ CREATE TABLE pnl_reports(
 
 CREATE INDEX on pnl_reports (date);
 
+CREATE TYPE clearing_cp AS ENUM('ICE-CREDIT');
+CREATE TYPE trade_type AS ENUM('CREDIT_DEFAULT_SWAP', 'SWAPTION');
+CREATE TYPE transaction_status AS ENUM('Bilateral', 'Cleared');
+CREATE TYPE calendar AS ENUM('Payment-GB,US', 'Payment-US,GB');
+CREATE TYPE clearing_broker AS ENUM('ML', 'SGFCM');
+CREATE TYpe frequency AS ENUM('Monthly', 'Quarterly');
+
+CREATE TABLE cds_reports(
+       date date NOT NULL,
+       row integer NOT NULL,
+       attachment_point float,
+       exhaustion_point float,
+       basis day_count,
+       "buy/sell" protection,
+       ccp clearing_cp,
+       calendar calendar,
+       cash_account text,
+       ccy currency,
+       client_ref_id text,
+       comments text,
+       commission float,
+       contractual_definition isda,
+       counterparty text REFERENCES counterparties(code),
+       cpty_ref_id text,
+       created_date timestamp,
+       description text,
+       effective_date date,
+       external_trade_id text,
+       factor float,
+       fixed_rate float,
+       frequency frequency,
+       fund fund,
+       gtid text,
+       geneva_id text,
+       "independent_%" float,
+       independent_amount float,
+       maturity_date  date,
+       notional float,
+       original_gtid text,
+       original_notional float,
+       period_end_date last_period_convention,
+       price float,
+       prime_broker clearing_broker,
+       product_sub_type swap_type,
+       red_code text,
+       recovery_rate float,
+       remaining_notional float,
+       roll_convention bus_day_convention,
+       strategy strategy,
+       strike float,
+       swapswire_id text,
+       trade_date date,
+       trade_type trade_type,
+       transaction_status transaction_status,
+       underlying_id text,
+       underlying_name text,
+       upfront_fee float,
+       upfront_fee_date date,
+       PRIMARY KEY(date, row));
+
 CREATE TYPE mark_list AS (date date,
                       identifier text,
                       "BROKER" float,