diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/dawn.sql | 16 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 2 |
2 files changed, 16 insertions, 2 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index c6360a70..6b221da4 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -13,7 +13,15 @@ CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC'); CREATE TYPE repo_strat AS ENUM(''); -CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared'); +CREATE TYPE future_strat AS ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', + 'SER_ITRXCURVE'); + +CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', + 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', + 'IGTCDSCSH', 'MACCDSCSH'); + +CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', + 'Cash', 'FX', 'Cleared'); CREATE TYPE action AS ENUM('NEW', 'UPDATE', 'CANCEL'); CREATE TYPE currency AS ENUM('USD', 'CAD', 'EUR', 'YEN'); @@ -35,6 +43,12 @@ CREATE TYPE protection AS ENUM('Buyer', 'Seller'); CREATE TYPE call_notice AS ENUM('24H', '48H', '3D', '4D', '5D', '6D', '1W', '8D', '9D', '10D', '2W', '1M', '2M'); +CREATE TABLE accounts( + code varchar(5) PRIMARY KEY, + custodian text, + cash_account text, + counterparty text REFERENCES counterparties(code)) + CREATE TABLE counterparties(code varchar(12) primary key, name text, city text, diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index edac65f7..f423c3fd 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -137,7 +137,7 @@ CREATE TABLE tranche_quotes ( Basis real,
QuoteSource varchar(4),
markit_id integer
- UNIQUE (QuoteDate, Index, Series, Version, Tenor, Attach, Detach, QuoteSource, trancherunningmid)
+ UNIQUE (QuoteDate, Index, Series, Version, Tenor, Attach, Detach, QuoteSource, trancherunningmid, markit_id)
);
CREATE INDEX tranche_quotes_idx ON
|
