diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 30a95e96..f60c8ed9 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -909,11 +909,14 @@ CREATE TABLE tranche_risk( tranche_id integer REFERENCES cds(id), clean_nav float, accrued float, - theta float, duration float, delta float, + gamma float, + theta float, upfront float, running float, + corr_attach float, + corr_detach float, index_refprice float, index_refspread float, index_duration float, |
