aboutsummaryrefslogtreecommitdiffstats
path: root/sql
diff options
context:
space:
mode:
Diffstat (limited to 'sql')
-rw-r--r--sql/dawn.sql12
1 files changed, 12 insertions, 0 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index cd01d5d9..7b6df615 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -4808,6 +4808,18 @@ CREATE TABLE shocks (
CONSTRAINT shocks_pkey PRIMARY KEY (date, risk_type, spread_shock, strategy, fund)
);
+CREATE TABLE jtd_risks (
+ "date" date NOT NULL,
+ "fund" "fund" NOT NULL,
+ company_id int4 NOT NULL,
+ "name" text NOT NULL,
+ jtd float8 NOT NULL,
+ five_year_spread float8 NOT NULL,
+ one_year_spread float8 NULL,
+ three_year_spread float8 NULL,
+ CONSTRAINT jtd_risks_pkey PRIMARY KEY (date, fund, company_id)
+);
+
CREATE TYPE risk_type AS ENUM ('HY_EQUIV', 'PNL');
CREATE TABLE irs_tickets (