diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 34 |
1 files changed, 34 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index f423c3fd..3e498781 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -648,6 +648,40 @@ CREATE TABLE EUR_curves( effective_date date PRIMARY KEY,
curve bytea)
+CREATE TABLE USD_swap_fixings(
+ fixing_date date PRIMARY KEY,
+ "1y" numeric(5, 3),
+ "2y" numeric(5, 3),
+ "3y" numeric(5, 3),
+ "4y" numeric(5, 3),
+ "5y" numeric(5, 3),
+ "6y" numeric(5, 3),
+ "7y" numeric(5, 3),
+ "8y" numeric(5, 3),
+ "9y" numeric(5, 3),
+ "10y" numeric(5, 3),
+ "15y" numeric(5, 3),
+ "20y" numeric(5, 3),
+ "30y" numeric(5, 3)
+)
+
+CREATE TABLE swaption_vol(
+ date date PRIMARY KEY,
+ "1y" numeric(7, 4)[18],
+ "2y" numeric(7, 4)[18],
+ "3y" numeric(7, 4)[18],
+ "4y" numeric(7, 4)[18],
+ "5y" numeric(7, 4)[18],
+ "6y" numeric(7, 4)[18],
+ "7y" numeric(7, 4)[18],
+ "8y" numeric(7, 4)[18],
+ "9y" numeric(7, 4)[18],
+ "10y" numeric(7, 4)[18],
+ "15y" numeric(7, 4)[18],
+ "20y" numeric(7, 4)[18],
+ "25y" numeric(7, 4)[18],
+ "30y" numeric(7, 4)[18])
+
CREATE TABLE swaption_quotes(
quotedate timestamptz,
index index_type,
|