diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 24 |
1 files changed, 23 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 0762210c..8cb6e519 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3096,4 +3096,26 @@ CREATE TABLE public.irs ( CREATE TYPE public."bbg_code_type" AS ENUM ( 'BOND', 'CDS', - 'FX');
\ No newline at end of file + 'FX'); + + + CREATE TABLE public.trs ( + id serial4 NOT NULL PRIMARY KEY, + dealid text NULL GENERATED ALWAYS AS ('TRS'::text || id::text) STORED, + "portfolio" public."portfolio" NOT NULL, + folder public."cds_strat" NOT NULL, + cash_account text NOT NULL REFERENCES accounts2(cash_account) ON UPDATE CASCADE, + cp_code varchar(12) NOT NULL REFERENCES counterparties(code) ON UPDATE CASCADE, + trade_date date NOT NULL, + effective_date date NOT NULL, + maturity_date date NOT NULL, + buysell bool NOT NULL, + underlying varchar(32) NOT NULL, + price float8 NOT NULL, + upfront float8 NOT NULL, + initial_margin_percentage float8 NOT NULL, + notional float8 NOT NULL, + "fund" public."fund" NOT NULL DEFAULT 'SERCGMAST'::fund, + "currency" public."currency" NOT NULL DEFAULT 'USD'::currency, + cpty_id text NULL, +);
\ No newline at end of file |