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-rw-r--r--sql/serenitasdb.sql14
1 files changed, 10 insertions, 4 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 03677d6a..8282ca5c 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -445,18 +445,24 @@ CREATE TABLE index_quotes_pre (
);
CREATE TABLE index_risk(
- id integer PRIMARY REFERENCES index_quotes_new,
+ id integer PRIMARY REFERENCES index_quotes_pre,
theta float,
- duration float,
+ duration float);
+
+CREATE TABLE index_risk2(
+ id integer PRIMARY REFERENCES index_quotes_pre,
theta2 float,
duration2 float,
tweak float
);
-CREATE VIEW index_quotes AS
+CREATE OR REPLACE VIEW index_quotes AS
SELECT date, index, series, version, tenor, close_price, close_spread,
model_price, model_spread, duration, theta, duration2, theta2
-FROM index_quotes_pre JOIN index_risk USING (id) WHERE SOURCE='MKIT';
+FROM index_quotes_pre
+LEFT JOIN index_risk USING (id)
+LEFT JOIN index_risk2 USING(id)
+WHERE SOURCE='MKIT';
CREATE TABLE bbg_ticker_mapping(
ticker text PRIMARY KEY,