diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 6 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 2 |
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,
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