aboutsummaryrefslogtreecommitdiffstats
path: root/sql/dawn.sql
diff options
context:
space:
mode:
Diffstat (limited to 'sql/dawn.sql')
-rw-r--r--sql/dawn.sql5
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,