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-rw-r--r--sql/serenitasdb.sql2
1 files changed, 2 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 27dd71a1..da7a3b41 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -324,6 +324,8 @@ CREATE TABLE index_quotes(
adjmodelprice float,
duration float,
theta float,
+ duration2 float,
+ theta2 float,
PRIMARY KEY(date, index, series, tenor, version));
CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series integer, pg_tenor text,