1 files changed, 119 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 90d4cd22..507772a0 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -353,3 +353,122 @@ BEGIN
   ORDER by identifier asc;
 END;
 $$ LANGUAGE plpgsql;
+
+-- Not sure how to map enums so use text for now
+CREATE FOREIGN TABLE priced(
+     cusip varchar(9),
+     model_version smallint,
+     normalization text,
+     timestamp timestamp,
+     pv numeric(23,6),
+     pv_RnW numeric(23,6),
+     pv_io numeric(23,6),
+     pv_po numeric(23,6),
+     modDur float,
+     modDur_io float,
+     modDur_po float,
+     wal float,
+     wal_width float,
+     wal_io float,
+     wal_po float,
+     delta_hpi numeric(23,6),
+     delta_ir numeric(23,6),
+     delta_ir_io numeric(23,6),
+     delta_ir_po numeric(23,6),
+     delta_mult numeric(23,6),
+     delta_yield numeric(23,6),
+     delta_quantile numeric(23,6),
+     delta_RnW numeric(23,6),
+     tot_gamma_hpi numeric(23,6),
+     tot_gamma_ir numeric(23,6),
+     tot_gamma numeric(23,6))
+     SERVER mysql_server
+     OPTIONS (dbname 'rmbs_model');
+
+-- We want to use INHERITS here, but will only be available on 9.5
+CREATE FOREIGN TABLE priced_orig_ntl(
+     cusip varchar(9),
+     model_version smallint,
+     normalization text,
+     timestamp timestamp,
+     pv numeric(23,6),
+     pv_RnW numeric(23,6),
+     pv_io numeric(23,6),
+     pv_po numeric(23,6),
+     modDur float,
+     modDur_io float,
+     modDur_po float,
+     wal float,
+     wal_width float,
+     wal_io float,
+     wal_po float,
+     delta_hpi numeric(23,6),
+     delta_ir numeric(23,6),
+     delta_ir_io numeric(23,6),
+     delta_ir_po numeric(23,6),
+     delta_mult numeric(23,6),
+     delta_yield numeric(23,6),
+     delta_quantile numeric(23,6),
+     delta_RnW numeric(23,6),
+     tot_gamma_hpi numeric(23,6),
+     tot_gamma_ir numeric(23,6),
+     tot_gamma numeric(23,6))
+     SERVER mysql_server
+     OPTIONS (dbname 'rmbs_model');
+
+CREATE FOREIGN TABLE priced_percentiles(
+     cusip varchar(9),
+     model_version smallint,
+     percentile float,
+     normalization text,
+     timestamp timestamp,
+     pv numeric(23,6),
+     pv_io numeric(23,6),
+     pv_po numeric(23,6),
+     modDur float,
+     modDur_io float,
+     modDur_po float,
+     wal float,
+     wal_width float,
+     wal_io float,
+     wal_po float)
+     SERVER mysql_server
+     OPTIONS (dbname 'rmbs_model');
+
+CREATE FOREIGN TABLE priced_percentiles_orig_ntl(
+     cusip varchar(9),
+     model_version smallint,
+     percentile float,
+     normalization text,
+     timestamp timestamp,
+     pv numeric(23,6),
+     pv_io numeric(23,6),
+     pv_po numeric(23,6),
+     modDur float,
+     modDur_io float,
+     modDur_po float,
+     wal float,
+     wal_width float,
+     wal_io float,
+     wal_po float)
+     SERVER mysql_server
+     OPTIONS (dbname 'rmbs_model');
+
+CREATE FOREIGN TABLE index_desc(
+       basketid integer,
+       index text,
+       series smallint,
+       version smallint,
+       indexfactor float,
+       cumulativeloss float,
+       lastdate date,
+       redindexcode text,
+       tenor text,
+       maturity date)
+   SERVER postgresql_server;
+
+
+-- #bonds that get written down
+-- update securities set identifier='073879R75_A' where identifier='073879R75';
+-- update bonds set identifier='073879R75_A' where identifier='073879R75';
+-- refresh materialized view factors_history;