1 files changed, 30 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql
index d1e83e3a..0dfcdc20 100644
--- a/sql/serenitasdb.sql
+++ b/sql/serenitasdb.sql
@@ -471,3 +471,33 @@ CREATE TABLE USD_rates(
        "20Y" real,
        "25Y" real,
        "30Y" real)
+
+CREATE TABLE swaption_quotes(
+       quotedate timestamp,
+       index index_type,
+       series smallint,
+       expiry date,
+       strike float,
+       delta_pay float,
+       delta_rec float,
+       pay_bid float,
+       pay_offer float,
+       rec_bid float,
+       rec_offer float,
+       vol float,
+       price_vol float,
+       gamma float,
+       tail float,
+       quote_source varchar(4),
+       PRIMARY KEY(quotedate, index, series, expiry, strike))
+
+CREATE TABLE swaption_ref_quotes(
+       quotedate timestamp,
+       index index_type,
+       series smallint,
+       expiry date,
+       ref float,
+       fwdprice float,
+       fwdspread  float,
+       fwdbpv float,
+       PRIMARY KEY(quotedate, index, series, expiry))