1 files changed, 24 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 2f6d2471..fe48cecf 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -292,3 +292,27 @@ CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series inte
        END LOOP;
        END;
        $$ language plpgsql;
+
+CREATE TABLE risk_numbers(
+       date date,
+       index index_type,
+       series integer,
+       tenor tenor,
+       indexprice float,
+       indexbasis float,
+       indexEL float,
+       indexduration float,
+       indextheta float,
+       attach integer[],
+       Skew float[],
+       "Dealer Deltas" float[],
+       "Model Deltas" float[],
+       "Forward Deltas" float[],
+       Gammas float[],
+       Thetas float[],
+       Corr01 float[],
+       Durations float[],
+       EL float[],
+       PRIMARY KEY(date, index, series, tenor));
+
+GRANT ALL ON risk_numbers to serenitas_user;