1 files changed, 12 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 2eb58df5..3ef49d37 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -524,3 +524,15 @@ CREATE TABLE swaption_ref_quotes(
        fwdspread  float,
        fwdbpv float,
        PRIMARY KEY(quotedate, index, series, expiry))
+
+CREATE TABLE swaption_calib(
+       quotedate timestamp,
+       index index_type,
+       series smallint,
+       expiry date,
+       strike float,
+       vol_payer float,
+       vol_receiver float
+       vol_payer_black float,
+       vol_receiver_black float,
+       PRIMARY KEY(quotedate, index, series, expiry, strike))