diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 10 |
1 files changed, 2 insertions, 8 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 53ba613e..53960790 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -45,7 +45,7 @@ CREATE type index_type AS ENUM('IG', 'HY', 'EU', 'LCDX', 'XO', 'BS', 'HYBB'); CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr'); CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', - 'ABS_CDS', 'CD_INDEX_OPTION', 'SWAPTION', 'CREDIT_DEFAULT_SWAP'); + 'ABS_CDS', 'CD_INDEX_OPTION', 'SWAPTION', 'CREDIT_DEFAULT_SWAP', 'OIS_SWAP', 'TOTAL_RETURN_SWAP'); CREATE TYPE repo_type AS ENUM('REPO', 'REVERSE REPO'); CREATE TYPE option_type AS ENUM('PAYER', 'RECEIVER'); @@ -3077,20 +3077,18 @@ CREATE TABLE irs ( fixed_daycount day_count NOT NULL, fixed_payment_freq frequency NOT NULL, fixed_bdc bus_day_convention NOT NULL, - fixed_calendar rate_calendar NOT NULL, notional float8 NOT NULL, float_index cash_rate NOT NULL, float_daycount day_count NOT NULL, float_payment_freq frequency NOT NULL, float_bdc bus_day_convention NOT NULL, - float_calendar rate_calendar NOT NULL, float_arrears bool NOT NULL, "currency" "currency" NOT NULL, initial_margin_percentage float8 NULL, float_fixing_freq text NOT NULL, pay_interest_calc_method text NOT NULL, clearing_facility clearing_cp NOT NULL DEFAULT 'LCH-LTD'::clearing_cp, - swaptype text NOT NULL, + swap_type swap_type NOT NULL, cleared_trade_id text NULL, ); @@ -3103,10 +3101,6 @@ CREATE TYPE "interest_calc_method" AS ENUM ( 'Compound', 'Simple'); -CREATE TYPE "rate_calendar" AS ENUM ( - 'P US;R US', - 'P US'); - CREATE TABLE trs ( id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, dealid text NULL GENERATED ALWAYS AS ('TRS'::text || id::text) STORED, |