diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index b75e3a84..3e498781 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -665,6 +665,23 @@ CREATE TABLE USD_swap_fixings( "30y" numeric(5, 3)
)
+CREATE TABLE swaption_vol(
+ date date PRIMARY KEY,
+ "1y" numeric(7, 4)[18],
+ "2y" numeric(7, 4)[18],
+ "3y" numeric(7, 4)[18],
+ "4y" numeric(7, 4)[18],
+ "5y" numeric(7, 4)[18],
+ "6y" numeric(7, 4)[18],
+ "7y" numeric(7, 4)[18],
+ "8y" numeric(7, 4)[18],
+ "9y" numeric(7, 4)[18],
+ "10y" numeric(7, 4)[18],
+ "15y" numeric(7, 4)[18],
+ "20y" numeric(7, 4)[18],
+ "25y" numeric(7, 4)[18],
+ "30y" numeric(7, 4)[18])
+
CREATE TABLE swaption_quotes(
quotedate timestamptz,
index index_type,
|