diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 16 |
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'); |
