1 files changed, 13 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 4566d61e..8c073703 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -801,3 +801,16 @@ CREATE TABLE swaption_vol_cube(
        cube bytea NOT NULL,
        source vol_source,
        UNIQUE (date, vol_source))
+
+CREATE OR REPLACE VIEW public.on_the_run AS
+ SELECT DISTINCT ON (index_quotes.date, index_quotes.index) index_quotes.date,
+    index_quotes.index,
+    index_quotes.series,
+    index_quotes.version,
+    index_quotes.duration,
+    index_quotes.theta,
+    index_quotes.closeprice,
+    index_quotes.closespread
+   FROM index_quotes
+  WHERE index_quotes.tenor = '5yr'::tenor
+  ORDER BY index_quotes.date, index_quotes.index, index_quotes.series DESC, index_quotes.version;