diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 10 |
1 files changed, 9 insertions, 1 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index e2e98be7..4566d61e 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -713,7 +713,7 @@ CREATE TABLE USD_swap_fixings( "30y" numeric(5, 3)
);
-CREATE TYPE VOL_SOURCE AS ENUM('BVOL', 'CMPN', 'BBIR');
+CREATE TYPE VOL_SOURCE AS ENUM('BVOL', 'CMPN', 'BBIR', 'GFIS');
CREATE TABLE swaption_normal_vol(
date date,
@@ -793,3 +793,11 @@ CREATE TABLE swaption_calib( vol_receiver float,
vol_payer_black float,
vol_receiver_black float);
+
+
+CREATE TABLE swaption_vol_cube(
+ id serial PRIMARY KEY,
+ date date NOT NULL,
+ cube bytea NOT NULL,
+ source vol_source,
+ UNIQUE (date, vol_source))
|