diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index a1a6921f..f0d2b25a 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -601,7 +601,9 @@ CREATE TABLE index_risk2( id integer PRIMARY REFERENCES index_quotes_pre,
theta float,
duration float,
- tweak float
+ tweak float,
+ dispersion float,
+ gini float
);
CREATE OR REPLACE VIEW index_quotes AS
@@ -609,7 +611,8 @@ SELECT id, date, index, series, version, tenor, close_price AS closeprice, close_spread AS closespread,
model_price AS modelprice, model_spread AS modelspread,
index_risk.duration, index_risk.theta,
-index_risk2.duration AS duration2, index_risk2.theta AS theta2
+index_risk2.duration AS duration2, index_risk2.theta AS theta2,
+dispersion, gini
FROM index_quotes_pre
LEFT JOIN index_risk USING (id)
LEFT JOIN index_risk2 USING(id)
|