diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 18 |
1 files changed, 17 insertions, 1 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index ffca9741..0157c7d0 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -193,7 +193,23 @@ CREATE TABLE cds_quotes( Recovery float,
PRIMARY KEY(curve_ticker, Date));
-GRANT ALL ON cds_quotes to serenitas_user;
+GRANT ALL ON cds_quotes TO serenitas_user;
+
+CREATE TABLE markit_tranche_quotes(
+ quotedate date,
+ basketid integer REFERENCES index_version,
+ tenor tenor,
+ attach smallint,
+ detach smallint,
+ upfront_bid float,
+ upfront_mid float,
+ upfront_ask float,
+ tranche_spread smallint,
+ index_price float,
+ PRIMARY KEY (quotedate, basketid, tenor, attach, detach)
+)
+
+GRANT ALL ON markit_tranche_quotes TO serenitas_user;
CREATE OR REPLACE FUNCTION nameToBasketID(index_name varchar(4), p_date date) RETURNS integer AS $$
DECLARE
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