diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index efbf68df..f7da814d 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -451,15 +451,17 @@ CREATE TABLE index_risk( CREATE TABLE index_risk2(
id integer PRIMARY REFERENCES index_quotes_pre,
- theta2 float,
- duration2 float,
+ theta float,
+ duration float,
tweak float
);
CREATE OR REPLACE VIEW index_quotes AS
SELECT id, date, index, series, version, tenor, close_price AS closeprice,
close_spread AS closespread,
-model_price AS modelprice, model_spread AS modelspread, duration, theta, duration2, theta2
+model_price AS modelprice, model_spread AS modelspread,
+index_risk.duration, index_risk.theta,
+index_risk2.duration AS duration2, index_risk2.theta AS theta2
FROM index_quotes_pre
LEFT JOIN index_risk USING (id)
LEFT JOIN index_risk2 USING(id)
|