diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 73328645..2de5f29d 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -3097,7 +3097,8 @@ CREATE TYPE "interest_calc_method" AS ENUM ( 'Simple'); - CREATE TABLE public.trs ( + +CREATE TABLE public.trs ( id int4 NOT NULL GENERATED BY DEFAULT AS IDENTITY PRIMARY KEY, dealid text NULL GENERATED ALWAYS AS ('TRS'::text || id::text) STORED, "fund" "fund" NOT NULL DEFAULT 'SERCGMAST'::fund, @@ -3108,10 +3109,18 @@ CREATE TYPE "interest_calc_method" AS ENUM ( trade_date date NOT NULL, effective_date date NOT NULL, maturity_date date NOT NULL, + funding_index cash_rate NOT NULL DEFAULT 'SOFRRATE'::cash_rate, buysell bool NOT NULL, underlying_security varchar(32) NOT NULL, price float8 NOT NULL, accrued float8 NOT NULL, + funding_freq frequency NOT NULL, + funding_daycount frequency NOT NULL, + funding_payment_roll_convention bus_day_convention NOT NULL, + funding_arrears bool NOT NULL, + asset_freq frequency NOT NULL, + asset_daycount frequency NOT NULL, + asset_payment_roll_convention bus_day_convention NOT NULL, initial_margin_percentage float8 NOT NULL, notional float8 NOT NULL, "currency" "currency" NOT NULL DEFAULT 'USD'::currency, |