diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 13 |
1 files changed, 11 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 85548a06..96400a7d 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -325,8 +325,16 @@ CREATE TABLE external_marks_deriv(date date NOT NULL, identifier text NOT NULL, nav float, cpty varchar(4), + trade_date + trade_type trade_type, PRIMARY KEY(identifier, date)); +CREATE VIEW id_mappings AS + SELECT trade_date, dealid, cpty_id, notional*price/100 as nav, + 'SWAPTION'::trade_type as trade_type from swaptions + UNION SELECT trade_date, dealid, cds.cpty_id, upfront as nav, + 'TRANCHE' FROM cds WHERE attach IS NOT NULL ORDER BY trade_date; + CREATE TABLE cashflow_history( identifier varchar(12) REFERENCES securities ON UPDATE CASCADE, date date, @@ -1307,9 +1315,9 @@ CREATE TABLE pnl_reports( CREATE INDEX on pnl_reports (date); CREATE TYPE clearing_cp AS ENUM('ICE-CREDIT'); -CREATE TYPE trade_type AS ENUM('CREDIT_DEFAULT_SWAP', 'SWAPTION'); +CREATE TYPE trade_type AS ENUM('CREDIT_DEFAULT_SWAP', 'SWAPTION', 'TRANCHE'); CREATE TYPE transaction_status AS ENUM('Bilateral', 'Cleared'); -CREATE TYPE calendar AS ENUM('Payment-GB,US', 'Payment-US,GB'); +CREATE TYPE calendar AS ENUM('Payment-GB,US', 'Payment-US,GB', 'Payment-EU,GB'); CREATE TYPE clearing_broker AS ENUM('ML', 'SGFCM'); CREATE TYpe frequency AS ENUM('Monthly', 'Quarterly'); @@ -1364,6 +1372,7 @@ CREATE TABLE cds_reports( underlying_name text, upfront_fee float, upfront_fee_date date, + executing_broker text PRIMARY KEY(date, row)); CREATE INDEX on cds_reports (date); |