aboutsummaryrefslogtreecommitdiffstats
path: root/sql/dawn.sql
diff options
context:
space:
mode:
Diffstat (limited to 'sql/dawn.sql')
-rw-r--r--sql/dawn.sql16
1 files changed, 14 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 6482803b..443dfe8b 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1284,14 +1284,15 @@ CREATE TYPE INDEXFAMILY AS ENUM('ITRAXX-Asian', 'LCDXNA', 'MCDXNA',
'ITRAXX-SOVX', 'ITRAXX-SDI', 'ITRAXX-L', 'CDX', 'ITRAXX-European');
CREATE TYPE curr AS ENUM('USD', 'EUR', 'JPY', 'GBP', 'CAD');
-IMPORT FOREIGN SCHEMA public FROM SERVER postgresql_server LIMIT TO
+IMPORT FOREIGN SCHEMA public LIMIT TO
(index_desc,
index_version,
index_version_markit,
index_maturity,
index_quotes,
markit_tranche_quotes,
- risk_num_per_quote) INTO public;
+ risk_num_per_quote,
+ rates) FROM SERVER postgresql_server INTO public;
CREATE FOREIGN TABLE model_versions(
@@ -1660,3 +1661,14 @@ CREATE TABLE fcm_im(
amount float NOT NULL,
PRIMARY KEY(date, account, currency)
)
+
+CREATE TABLE strategy_im(
+ date date NOT NULL,
+ broker text NOT NULL,
+ strategy strategy NOT NULL,
+ amount float NOT NULL,
+ currency currency NOT NULL,
+ PRIMARY KEY (date, strategy, broker)
+)
+
+CREATE TYPE cash_rate AS ENUM('FED_FUND', '1M_LIBOR', '3M_LIBOR');