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-rw-r--r--sql/dawn.sql48
1 files changed, 43 insertions, 5 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 5346d359..423755a6 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -491,20 +491,58 @@ CREATE FOREIGN TABLE index_desc(
lastdate date,
redindexcode text,
tenor text,
- maturity date)
+ maturity date,
+ coupon integer)
SERVER postgresql_server;
CREATE FOREIGN TABLE index_version(
basketID serial,
- Index index_type,
+ Index text,
Series smallint,
Version smallint,
IndexFactor float,
CumulativeLoss float,
lastdate date,
- redindexcode text,
- PRIMARY KEY(BasketID)
-);
+ redindexcode text)
+ SERVER postgresql_server;
+
+CREATE FOREIGN TABLE index_maturity(
+ index index_type,
+ series smallint,
+ tenor text,
+ maturity date)
+ SERVER postgresql_server;
+
+CREATE FOREIGN TABLE index_quotes(
+ date date,
+ index index_type,
+ series smallint,
+ version smallint,
+ tenor text,
+ closeprice float,
+ closespread float,
+ modelprice float,
+ modelspread float,
+ adjcloseprice float,
+ adjmodelprice float,
+ duration float,
+ theta float)
+SERVER postgresql_server;
+
+CREATE FOREIGN TABLE markit_tranche_quotes(
+ quotedate date,
+ basketid integer,
+ tenor text,
+ attach smallint,
+ detach smallint,
+ upfront_bid float,
+ upfront_mid float,
+ upfront_ask float,
+ tranche_spread smallint,
+ index_price float)
+SERVER postgresql_server;
+
+
-- #bonds that get written down
-- update securities set identifier='073879R75_A' where identifier='073879R75';