diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/serenitasdb.sql | 25 |
1 files changed, 13 insertions, 12 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 37f44135..293023ed 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -27,14 +27,15 @@ CREATE TABLE tranche_data ( GRANT ALL ON tranche_data TO serenitas_user;
CREATE TABLE index_version(
- BasketID serial,
- Index index_type,
- Series smallint,
- Version smallint,
- IndexFactor float,
- CumulativeLoss float,
- lastdate date,
+ BasketID serial PRIMARY KEY,
+ Index index_type NOT NULL,
+ Series smallint NOT NULL,
+ Version smallint NOT NULL,
+ IndexFactor float DEFAULT 100,
+ CumulativeLoss float DEFAULT 0.,
+ lastdate date DEFAULT 'infinity',
redindexcode text,
+ description text,
PRIMARY KEY(BasketID)
);
CREATE TYPE INDEXFAMILY AS ENUM('ITRAXX-Asian', 'LCDXNA', 'MCDXNA',
@@ -374,12 +375,12 @@ CREATE TABLE trace_trades( CREATE OR REPLACE FUNCTION nameToBasketID(index_name varchar(4), p_date date) RETURNS integer AS $$
DECLARE
- p_index index_type;
- p_series smallint;
- p_basketid integer;
+ p_index index_type;
+ p_series smallint;
+ p_basketid integer;
BEGIN
- p_index := upper(left(index_name, 2))::index_type;
- p_series := right(index_name, -2);
+ p_index := upper(left(index_name, 2))::index_type;
+ p_series := right(index_name, -2);
SELECT MIN(basketid) INTO p_basketid FROM index_version WHERE Index=p_index and
Series=p_series and lastdate>=p_date;
RETURN p_basketid;
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