diff options
Diffstat (limited to 'sql/serenitasdb.sql')
| -rw-r--r-- | sql/serenitasdb.sql | 80 |
1 files changed, 74 insertions, 6 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 9582cf5b..d32676ad 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -881,6 +881,28 @@ CREATE TABLE USD_rates( "25Y" real,
"30Y" real);
+CREATE TABLE USD_OIS_rates(
+ effective_date date PRIMARY KEY,
+ "1M" real,
+ "2M" real,
+ "3M" real,
+ "6M" real,
+ "1Y" real,
+ "2Y" real,
+ "3Y" real,
+ "4Y" real,
+ "5Y" real,
+ "6Y" real,
+ "7Y" real,
+ "8Y" real,
+ "9Y" real,
+ "10Y" real,
+ "12Y" real,
+ "15Y" real,
+ "20Y" real,
+ "25Y" real,
+ "30Y" real);
+
CREATE TABLE EUR_rates(
effective_date date PRIMARY KEY,
"1M" real,
@@ -904,6 +926,28 @@ CREATE TABLE EUR_rates( "25Y" real,
"30Y" real);
+CREATE TABLE EUR_OIS_rates(
+ effective_date date PRIMARY KEY,
+ "1M" real,
+ "2M" real,
+ "3M" real,
+ "6M" real,
+ "1Y" real,
+ "2Y" real,
+ "3Y" real,
+ "4Y" real,
+ "5Y" real,
+ "6Y" real,
+ "7Y" real,
+ "8Y" real,
+ "9Y" real,
+ "10Y" real,
+ "12Y" real,
+ "15Y" real,
+ "20Y" real,
+ "25Y" real,
+ "30Y" real);
+
CREATE TABLE JPY_rates(
effective_date date PRIMARY KEY,
"1M" real,
@@ -927,6 +971,27 @@ CREATE TABLE JPY_rates( "25Y" real,
"30Y" real);
+CREATE TABLE JPY_OIS_rates(
+ effective_date date PRIMARY KEY,
+ "1M" real,
+ "2M" real,
+ "3M" real,
+ "6M" real,
+ "1Y" real,
+ "2Y" real,
+ "3Y" real,
+ "4Y" real,
+ "5Y" real,
+ "6Y" real,
+ "7Y" real,
+ "8Y" real,
+ "9Y" real,
+ "10Y" real,
+ "12Y" real,
+ "15Y" real,
+ "20Y" real,
+ "30Y" real);
+
CREATE TABLE USD_curves(
effective_date date PRIMARY KEY,
curve bytea);
@@ -939,6 +1004,15 @@ CREATE TABLE JPY_curves( effective_date date PRIMARY KEY,
curve bytea);
+CREATE TABLE rate_curves(
+ "id" integer GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
+ effective_date date NOT NULL,
+ curve_type smallint,
+ curve bytea,
+ UNIQUE (effective_date, curve_type));
+
+CREATE INDEX ON rate_curves(effective_date, curve_type);
+
CREATE TYPE rate_type AS ENUM('OIS', 'FUT', 'SWP', 'DEP', 'IND', 'BASIS', 'SFR_FUT');
CREATE TABLE bbg_rate_tickers(
@@ -966,12 +1040,6 @@ CREATE TABLE bbg_curves( EXCLUDE USING gist (curve_type WITH =, in_effect WITH &&)
);
-CREATE TABLE bbg_curves(
- curve_type smallint,
- members text[] NOT NULL,
- in_effect daterange
-);
-
CREATE TABLE cds_curves(
date date NOT NULL,
company_id integer NOT NULL,
|