1 files changed, 14 insertions, 1 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index d50bf2d7..96ef9167 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -153,7 +153,7 @@ CREATE TABLE tranche_quotes (
        IndexRefSpread smallint,
        IndexDuration real,
        TrancheDuration real,
-       TrancheDelta real,
+       TrancheDelta numeric(5, 3),
        CorrAtDetachment real,
        Basis real,
        QuoteSource varchar(4),
@@ -161,6 +161,19 @@ CREATE TABLE tranche_quotes (
        deleted bool DEFAULT False NOT NULL,
        UNIQUE (QuoteDate, Index, Series, Version, Tenor, Attach, Detach, QuoteSource, trancheupfrontmid)
 );
+
+CREATE TABLE tranche_skew
+(id integer GENERATED ALWAYS AS IDENTITY,
+ date date NOT NULL,
+ INDEX index_type NOT NULL,
+ series SMALLINT NOT NULL,
+ VERSION SMALLINT NOT NULL,
+ tenor tenor NOT NULL,
+ el double PRECISION NOT NULL,
+ x bytea NOT NULL,
+ c bytea NOT NULL,
+ UNIQUE (date, INDEX, series, VERSION, tenor));
+
 -- partial index constraint, didn't clean the db further back
 CREATE UNIQUE INDEX
 ON tranche_quotes(quotedate, index, series, version, tenor, attach, detach, quotesource, trancherunningmid)