diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/serenitasdb.sql | 34 |
1 files changed, 19 insertions, 15 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 3e498781..46f56076 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -665,22 +665,26 @@ CREATE TABLE USD_swap_fixings( "30y" numeric(5, 3)
)
+CREATE TYPE VOL_SOURCE AS ENUM('BVOL', 'CMPN', 'BBIR');
+
CREATE TABLE swaption_vol(
- date date PRIMARY KEY,
- "1y" numeric(7, 4)[18],
- "2y" numeric(7, 4)[18],
- "3y" numeric(7, 4)[18],
- "4y" numeric(7, 4)[18],
- "5y" numeric(7, 4)[18],
- "6y" numeric(7, 4)[18],
- "7y" numeric(7, 4)[18],
- "8y" numeric(7, 4)[18],
- "9y" numeric(7, 4)[18],
- "10y" numeric(7, 4)[18],
- "15y" numeric(7, 4)[18],
- "20y" numeric(7, 4)[18],
- "25y" numeric(7, 4)[18],
- "30y" numeric(7, 4)[18])
+ date date,
+ "1y" float[18],
+ "2y" float[18],
+ "3y" float[18],
+ "4y" float[18],
+ "5y" float[18],
+ "6y" float[18],
+ "7y" float[18],
+ "8y" float[18],
+ "9y" float[18],
+ "10y" float[18],
+ "15y" float[18],
+ "20y" float[18],
+ "25y" float[18],
+ "30y" float[18],
+ source VOL_SOURCE,
+ PRIMARY KEY(date, source))
CREATE TABLE swaption_quotes(
quotedate timestamptz,
|