diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 48 |
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'; |
