diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index a6acca18..67626cdd 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1770,6 +1770,7 @@ CREATE TABLE tranche_risk( theta_amount float, ir_dv01 float, index_factor float, + corr01_vec float[2], PRIMARY KEY (date, tranche_id)); CREATE TABLE ir_swaption_risk( |