diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 77 |
1 files changed, 77 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index 1d2f0f4e..89e9091a 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -892,3 +892,80 @@ CREATE TABLE swaption_marks( delta float, gamma float, vega float) + +CREATE TYPE portfolio AS ENUM('CASH', 'CLO', 'CURVE', 'GFS_HELPER_BUSINESS_UNIT', 'HEDGE_MAC', 'HY', 'IG', 'LQD_TRANCH', 'MORTGAGES', + 'OPTIONS', 'SERCGLLC__SERCGLLC', 'SERCGLTD__SERCGLTD', 'SER_TEST__SER_TEST', 'STRUCTURED'); + +CREATE TYPE fund AS ENUM('SERCGLLC', 'SERCGLTD', 'SERCGMAST', 'SER_TEST') + +CREATE TYPE strategy AS ENUM('CLOCDSCSH', 'CLO_AAA', 'CLO_BB20', 'CLO_BBB', 'CSH_CASH', 'CSH_EXP', 'CSOCDSCSH', 'CSO_TRANCH', 'GFS_TRANSFER_HELPER', + 'HEDGE_CLO', 'HEDGE_CSO', 'HEDGE_MAC', 'HEDGE_MBS', 'HYCURVE', 'HYEQY', 'HYINX', 'HYMEZ', 'HYSNR', 'IGCDSCSH', + 'IGCURVE', 'IGCVECSH', 'IGEQY', 'IGINX', 'IGMEZ', 'IGOPTDEL', 'IGPAYER', 'IGSNR', 'IGTCDSCSH', 'LQD_TRANCH', + 'MACCDSCSH', 'MBSCDS', 'MBSCDSCSH', 'MTG_B4PR', 'MTG_FP', 'MTG_GOOD', 'MTG_IO', 'MTG_LMG', 'MTG_PR', + 'MTG_RW', 'MTG_SD', 'MTG_THRU', 'SERCGLLC__SERCGLLC', 'SERCGLTD__SERCGLTD', 'SERCGLTD__SERLTD_EXP', 'SER_TEST__SER_TEST', 'STR_MAV', 'STR_MEZZ') + +CREATE TABLE val_reports( + custacctname text, + endbookcost float, + endbookmv float, + endbooknav float, + endbookunrealfxgl float, + endbookunrealincome float, + endbookunrealmtm float, + endlocalcost float, + endlocalmv float, + endlocalmarketprice float, + endqty float, + fund fund, + gfstranid1 text, + invccy currency, + invdesc text, + invid text, + invtype text, + knowledgedate date NOT NULL, + periodenddate date NOT NULL, + port portfolio, + strat strategy, + row integer, + PRIMARY KEY(periodenddate, row) +); + +CREATE INDEX on val_reports (periodenddate); + +CREATE TYPE longshort AS ENUM('L', 'S'); + +CREATE TABLE pnl_reports( + date date, + fund fund, + port portfolio, + strat strategy, + longshortindicator longshort, + custacctname text, + pricelist text, + invassettype text, + invccy currency, + invdesc text, + invid text, + endqty float, + endlocalmarketprice float, + dailybookrealmtm float, + dailybookunrealmtm float, + dailybookrealfxgl float, + dailybookunrealfxgl float, + dailybookrealincome float, + dailybookunrealincome float, + dailybookmiscrevexp float, + dailytotalbookpl float, + mtdbookrealmtm float, + mtdbookunrealmtm float, + mtdbookrealfxgl float, + mtdbookunrealfxgl float, + mtdbookrealincome float, + mtdbookunrealincome float, + mtdbookmiscrevexp float, + mtdtotalbookpl float, + row integer, + PRIMARY KEY(date, row) +); + +CREATE INDEX on pnl_reports (date);
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