diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 9f7df1f9..b81f8e56 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -10,6 +10,7 @@ CREATE TYPE cds_strat AS ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS' 'IGOPTDEL', 'HYOPTDEL', 'SER_ITRXCURVE'); CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP'); +CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_strat AS ENUM(''); @@ -36,7 +37,7 @@ CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS', 'CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_type AS ENUM('REPO', 'REVERSE REPO'); -CREATE TYPE swaption_type AS ENUM('PAYER', 'RECEIVER'); +CREATE TYPE option_type AS ENUM('PAYER', 'RECEIVER'); CREATE TYPE isda AS ENUM('ISDA2014', 'ISDA2003Cred'); CREATE TYPE protection AS ENUM('Buyer', 'Seller'); @@ -186,15 +187,17 @@ CREATE TABLE swaptions(id serial PRIMARY KEY, dealid varchar(28) UNIQUE, lastupdate timestamptz DEFAULT now(), action action, + portfolio portfolio NOT NULL, folder swaption_strat NOT NULL, custodian varchar(12) NOT NULL, cashaccount varchar(10) NOT NULL, cp_code varchar(12) NOT NULL REFERENCES counterparties(code) ON UPDATE CASCADE, + swap_type swaption_type NOT NULL, trade_date date NOT NULL, settle_date date NOT NULL, buysell bool NOT NULL, notional float NOT NULL, - swaption_type swaption_type NOT NULL, + option_type option_type NOT NULL, strike float NOT NULL, price float NOT NULL, expiration_date date NOT NULL, |