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-- -*- mode: sql; sql-product: postgres; -*-
CREATE TYPE bonds_strat AS ENUM('M_STR_MAV', 'M_STR_SMEZZ', 'CSO_TRANCH',
'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU',
'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW');
CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared');
CREATE TABLE counterparties(code text primary key,
name text,
location text,
dtc_number integer,
sales_contact text,
email1 text,
phone text,
valuation_contact1 text,
valuation_email1 text,
valuation_contact2 text,
valuation_email2 text,
valuation_contact3 text,
valuation_email3 text,
notes text);
CREATE INDEX ON counterparties(name);
CREATE TABLE bonds(id serial primary key,
trade_date date,
settle_date date,
cusip varchar(9),
isin varchar(12),
description text,
notional float,
price float,
counterparty text references counterparties(code),
strategy bonds_start,
account text
acc_int float,
asset_class );
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