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-rw-r--r--sql/dawn.sql6
-rw-r--r--sql/serenitasdb.sql2
2 files changed, 6 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 9b9b7ce1..be7ea18e 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -809,7 +809,7 @@ CREATE FOREIGN TABLE index_maturity(
issue_date date)
SERVER postgresql_server;
-CREATE FOREIGN TABLE index_quotes(
+CREATE IF NOT EXISTS FOREIGN TABLE index_quotes(
date date,
index index_type,
series smallint,
@@ -822,7 +822,9 @@ CREATE FOREIGN TABLE index_quotes(
adjcloseprice float,
adjmodelprice float,
duration float,
- theta float)
+ theta float,
+ duration2 float,
+ theta2 float)
SERVER postgresql_server;
CREATE FOREIGN TABLE markit_tranche_quotes(
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index 27dd71a1..da7a3b41 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -324,6 +324,8 @@ CREATE TABLE index_quotes(
adjmodelprice float,
duration float,
theta float,
+ duration2 float,
+ theta2 float,
PRIMARY KEY(date, index, series, tenor, version));
CREATE OR REPLACE FUNCTION get_tranche_quotes(pg_index_type text, pg_series integer, pg_tenor text,