1 files changed, 13 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 70ba0e98..593c92d9 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -1569,7 +1569,19 @@ CREATE TABLE tranche_risk(
        index_duration float,
        hy_equiv float,
        theta_amount float,
-       PRIMARY KEY (date, tranche_id))
+       PRIMARY KEY (date, tranche_id));
+
+CREATE TABLE ir_swaption_risk(
+       date date,
+       swpt_id integer REFERENCES swaptions(id),
+       notional float,
+       pv float,
+       vol float,
+       vol_type text,
+       "DV01" float,
+       "IRGamma1bp" float,
+       vega float,
+       PRIMARY KEY (date, swpt_id));
 
 CREATE OR REPLACE function list_tranche_marks(p_date date, fund fund DEFAULT 'SERCGMAST'::fund)
 RETURNS TABLE(security_id varchar(12), security_desc varchar(32), p_index index_type,