1 files changed, 16 insertions, 4 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 3f7cb751..a562ff8a 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -437,6 +437,17 @@ RETURNS SETOF cds_issuers_weight AS $$
    END;
 $$ LANGUAGE plpgsql;
 
+CREATE OR REPLACE FUNCTION index_curves(index_name varchar(4), p_date date)
+RETURNS TABLE(weight float, p_curve bytea) AS $$
+   DECLARE
+      p_basketid integer;
+   BEGIN
+   SELECT nameToBasketID(index_name, p_date) INTO p_basketid;
+   RETURN QUERY SELECT curr_weight, curve FROM basket_constituents_current
+                LEFT JOIN cds_curves USING (company_id, seniority)
+                WHERE basketid=p_basketid and date=p_date;
+   END;
+$$ LANGUAGE plpgsql;
 
 CREATE OR REPLACE FUNCTION historical_cds_quotes(date, bbgSource) RETURNS SETOF cds_quotes AS $$
        BEGIN
@@ -910,11 +921,12 @@ CREATE TABLE JPY_curves(
        curve bytea);
 
 CREATE TABLE cds_curves(
-       date date,
-       id integer,
-       seniority sen,
-       curve bytea,
+       date date NOT NULL,
+       company_id integer NOT NULL,
+       seniority sen NOT NULL,
+       curve bytea NOT NULL,
        FOREIGN KEY (id, seniority) REFERENCES bbg_issuers
+       PRIMARY KEY (date, company_id, seniority)
 )