1 files changed, 19 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 8c073703..69c793e5 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -587,6 +587,25 @@ CREATE TABLE risk_numbers_new(
 
 GRANT ALL ON risk_numbers to serenitas_user;
 
+CREATE TABLE tranche_risk(
+     id serial PRIMARY KEY,
+     tranche_id integer REFERENCES tranche_quotes(id),
+     index_price float,
+     index_basis float,
+     index_expected_loss float,
+     index_duration float,
+     index_theta float,
+     corr_at_detach float,
+     delta float,
+     fwd_delta float,
+     gamma float,
+     theta float,
+     corr01 float,
+     duration float,
+     spread float,
+     expected_loss float);
+
+GRANT ALL ON tranche_risk to serenitas_user;
 
 CREATE OR REPLACE FUNCTION riskmonitor_getindicesinfo2(
     IN p_date date,