1 files changed, 16 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 50af3d17..ea854239 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -845,6 +845,22 @@ RETURN QUERY EXECUTE sqlquery USING p_date, eur_fx, days;
 END;
 $$ LANGUAGE plpgsql;
 
+
+CREATE TABLE tranche_risk(
+       date date,
+       tranche_id integer REFERENCES cds(id),
+       clean_nav float,
+       accrued float,
+       theta float,
+       duration float,
+       delta float,
+       upfront float,
+       running float,
+       index_refprice float,
+       index_refspread float,
+       index_duration float,
+       PRIMARY KEY (date, tranche_id))
+
 CREATE OR REPLACE function list_tranche_marks(p_date date)
 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,