diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 10 |
1 files changed, 10 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index a1d67751..f82ed4db 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -50,6 +50,8 @@ CREATE TYPE call_notice AS ENUM('24H', '48H', '3D', '4D', '5D', '6D', CREATE TYPE settlement_type AS ENUM('Delivery', 'Cash'); +CREATE TYPE beta_type AS ENUM('IG', 'CRT', 'EU', 'SUBPRIME', 'XO'); + CREATE TABLE accounts( code varchar(5) PRIMARY KEY, name text, @@ -1440,8 +1442,16 @@ CREATE TABLE subprime_risk( v1_hpidel float, v1_irdel float, pv_FB float, + bond_yield float, + hy_equiv float, + delta_ir float, PRIMARY KEY (date, cusip)) +CREATE TABLE beta( + date date, + asset_class beta_type, + beta float, + PRIMARY KEY (date, asset_class)) CREATE TYPE portfolio AS ENUM('CASH', 'CLO', 'CURVE', 'GFS_HELPER_BUSINESS_UNIT', 'HEDGE_MAC', 'HY', 'IG', 'LQD_TRANCH', 'MORTGAGES', 'OPTIONS', |