1 files changed, 20 insertions, 2 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 5778632f..e50d27a8 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -375,6 +375,7 @@ GRANT ALL ON cds_quotes TO serenitas_user;
 CREATE INDEX IF NOT EXISTS cds_quotes_date_index ON cds_quotes(date);
 
 CREATE TABLE markit_tranche_quotes(
+       id integer GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
        quotedate date,
        basketid integer REFERENCES index_version,
        tenor tenor,
@@ -385,7 +386,7 @@ CREATE TABLE markit_tranche_quotes(
        upfront_ask float,
        tranche_spread smallint,
        index_price float,
-       PRIMARY KEY (quotedate, basketid, tenor, attach, detach)
+       UNIQUE (quotedate, basketid, tenor, attach, detach)
 );
 
 GRANT ALL ON markit_tranche_quotes TO serenitas_user;
@@ -763,7 +764,24 @@ CREATE TABLE tranche_risk(
 
 GRANT ALL ON tranche_risk to serenitas_user;
 
-ALTER TABLE tranche_risk ADD UNIQUE(tranche_id);
+CREATE TABLE markit_tranche_risk(
+     id integer GENERATED BY DEFAULT PRIMARY KEY,
+     tranche_id integer UNIQUE REFERENCES markit_tranche_quotes(id) ON DELETE CASCADE,
+     index_price float,
+     index_basis float,
+     index_expected_loss float,
+     index_duration float,
+     index_theta float,
+     corr_at_detach float,
+     delta float,
+     fwd_delta float,
+     gamma float,
+     theta float,
+     corr01 float,
+     duration float,
+     spread float,
+     expected_loss float);
+
 
 CREATE OR REPLACE FUNCTION riskmonitor_getindicesinfo2(
     IN p_date date,