diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 9 |
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
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