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-rw-r--r--sql/serenitasdb.sql9
1 files changed, 9 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 90decbe0..42ff5338 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -391,6 +391,15 @@ CREATE TABLE index_quotes(
theta2 float,
PRIMARY KEY(date, index, series, tenor, version));
+CREATE TABLE bbg_index_quotes(
+ date date,
+ ticker text,
+ version smallint,
+ tenor tenor,
+ last_price float,
+ source bbgSource,
+ PRIMARY KEY(date, ticker, version));
+
CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series integer, pg_tenor text,
pg_date date)
RETURNS SETOF tranche_quotes AS