1 files changed, 28 insertions, 3 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 2ed20248..01b9ad9b 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -938,11 +938,36 @@ CREATE TABLE JPY_curves(
        effective_date date PRIMARY KEY,
        curve bytea);
 
+CREATE TYPE rate_type AS ENUM('OIS', 'FUT', 'SWP', 'DEP', 'IND', 'BASIS');
+
+CREATE TABLE bbg_rate_tickers(
+       bbg_ticker text PRIMARY KEY,
+       quote_type rate_type NOT NULL,
+       currency curr NOT NULL,
+       tenor text,
+       start_date date
+);
+
+CREATE TABLE bbg_rate_quotes(
+       date date,
+       bbg_ticker text REFERENCES bbg_rate_tickers,
+       quote1 double,
+       quote2 double,
+       PRIMARY KEY (date, bbg_ticker)
+);
+
+-- require the btree_gist extension
+CREATE TABLE bbg_curves(
+       curve_type smallint,
+       members text[] NOT NULL,
+       in_effect daterange,
+       EXCLUDE USING gist (curve_type WITH =, in_effect WITH &&)
+);
+
 CREATE TABLE bbg_curves(
-       curve_date date,
        curve_type smallint,
-       quotes jsonb,
-       PRIMARY KEY (curve_date, curve_type)
+       members text[] NOT NULL,
+       in_effect daterange
 );
 
 CREATE TABLE cds_curves(