diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 27 |
1 files changed, 27 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 6c8bfdd8..523cd2a4 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -37,6 +37,25 @@ CREATE TABLE index_version( redindexcode text,
PRIMARY KEY(BasketID)
);
+CREATE TYPE INDEXFAMILY AS ENUM('ITRAXX-Asian', 'LCDXNA', 'MCDXNA',
+'ITRAXX-SOVX', 'ITRAXX-SDI', 'ITRAXX-L', 'CDX', 'ITRAXX-European');
+
+CREATE TABLE index_version_markit(
+ redindexcode text PRIMARY KEY,
+ indexfamily INDEXFAMILY,
+ indexsubfamily text,
+ indexname text,
+ ccy curr,
+ indexfactor float,
+ recoveryrate float,
+ series smallint,
+ version smallint,
+ annexdate date,
+ effectivedate date,
+ firstpaymentdate date,
+ activeversion bool,
+ nextredindexcode text,
+ prevredindexcode text)
GRANT ALL ON index_version TO serenitas_users;
@@ -50,6 +69,14 @@ CREATE TABLE index_maturity( PRIMARY KEY(index, series, tenor)
);
+CREATE TABLE index_maturity_markit(
+ redindexcode text REFERENCES index_version_markit,
+ tenor tenor,
+ maturity date,
+ tradeid text PRIMARY KEY,
+ coupon integer,
+);
+
CREATE OR REPLACE VIEW index_desc AS
SELECT b.*, a.tenor, a.maturity, a.coupon, a.issue_date
FROM index_maturity a
|