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-rw-r--r--sql/dawn.sql50
1 files changed, 48 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql
index bc5ac7c6..509eceee 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -527,7 +527,7 @@ CREATE TABLE bbh_val(
custody_head_account_number float,
security_id text,
security_description text,
- asset_currency text,
+ asset_currency currency,
original_face float,
base_price float,
local_unit_cost float,
@@ -552,7 +552,7 @@ CREATE TABLE bbh_pnl(
security_id text,
custody_head_account_number int,
issue_name text,
- local_currency text,
+ local_currency currency,
base_market_value float,
base_change_income float,
base_change_fx_realized_gain_loss float,
@@ -566,6 +566,52 @@ CREATE TABLE bbh_pnl(
source text,
PRIMARY KEY (accounting_date, row));
+
+CREATE TYPE bony_asset_type AS ENUM(
+'CASH & CASH EQUIVALENTS', 'FIXED INCOME SECURITIES', 'FUTURES CONTRACTS');
+
+CREATE TABLE bowdst_val(
+ row integer not null,
+ as_of_date date not null,
+ source_account_number integer REFERENCES bowdst_accounts(account_number),
+ mellon_security_id text,
+ asset_type bony_asset_type,
+ security_description_1 text,
+ security_description_2 text,
+ maturity_date date,
+ coupon_rate float,
+ current_notional float,
+ local_price float,
+ local_currency_code currency,
+ base_price float,
+ local_cost float,
+ base_cost float,
+ local_market_value float,
+ base_market_value float,
+ local_unrealized_pnl float,
+ base_unrealized_pnl float,
+ local_notional_cost float,
+ base_notional_cost float,
+ local_notional_value float,
+ base_notional_value float,
+ gen_ledger_acct integer,
+ report_run_date date,
+ link_ref text,
+ counterparty_name text,
+ exchange_rate float,
+ original_strike_price float,
+ current_strike_price float,
+ cusip text,
+ ticker text,
+ isin text,
+ PRIMARY KEY (as_of_date, row)
+);
+
+CREATE TABLE bowdst_accounts(
+ account_number integer NOT NULL PRIMARY KEY,
+ account_name text NOT NULL
+);
+
CREATE OR REPLACE function list_marks(p_date date)
RETURNS TABLE(p_date date, identifier varchar(12), price float) AS $$
BEGIN