1 files changed, 41 insertions, 2 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 58c388aa..03677d6a 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -411,7 +411,7 @@ CREATE OR REPLACE FUNCTION curve_quotes_fmt(varchar(4), date, bbgSource DEFAULT
        END;
        $$ LANGUAGE plpgsql;
 
-CREATE TABLE index_quotes(
+CREATE TABLE index_quotes_old(
        date date,
        index index_type,
        series smallint,
@@ -429,9 +429,48 @@ CREATE TABLE index_quotes(
        theta2 float,
        PRIMARY KEY(date, index, series, tenor, version));
 
+CREATE TABLE index_quotes_pre (
+	id serial NOT NULL PRIMARY KEY,
+	date date,
+	index index_type,
+	series smallint,
+	version smallint,
+	tenor tenor,
+	close_price float,
+	close_spread float,
+	model_price float,
+	model_spread float,
+	source bbgsource,
+    UNIQUE (date, index, series, tenor, version, source)
+);
+
+CREATE TABLE index_risk(
+	id integer PRIMARY REFERENCES index_quotes_new,
+    theta float,
+    duration float,
+    theta2 float,
+    duration2 float,
+    tweak float
+);
+
+CREATE VIEW index_quotes AS
+SELECT date, index, series, version, tenor, close_price, close_spread,
+model_price, model_spread, duration, theta, duration2, theta2
+FROM index_quotes_pre JOIN index_risk USING (id) WHERE SOURCE='MKIT';
+
+CREATE TABLE bbg_ticker_mapping(
+       ticker text PRIMARY KEY,
+       index index_type,
+       series smallint,
+       version smallint,
+       tenor tenor
+);
+
 CREATE TABLE bbg_index_quotes(
        date date,
-       ticker text,
+       ticker text REFERENCES bbg_ticker_mapping,
+       index index_type,
+       series smallint,
        version smallint,
        tenor tenor,
        last_price float,