diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 5e67fe84..59f4bcbf 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -1184,6 +1184,23 @@ CREATE TABLE USD_swap_fixings( "30y" numeric(5, 3)
);
+CREATE TABLE USD_swap_sofr_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 TYPE VOL_SOURCE AS ENUM('BVOL', 'CMPN', 'BBIR', 'GFIS');
CREATE TYPE "VOL_TYPE" AS ENUM('Normal', 'LogNormal');
|