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Merge branch 'master' of https://github.com/rkapl123/OreControl
2 parents 62c9197 + 372be56 commit cfb316d

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OreDB/Tables/PortfolioTables.sql

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@@ -1,5 +1,15 @@
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use ORE;
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CREATE TABLE dbo.PortfolioPartiesGroupingIds (
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PartiesId varchar(30) NOT NULL,
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GroupingId varchar(70) NOT NULL,
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CONSTRAINT PK_PortfolioPartiesGroupingIds PRIMARY KEY CLUSTERED (
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PartiesId ASC,
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GroupingId ASC
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));
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ALTER TABLE PortfolioPartiesGroupingIds ADD CONSTRAINT FK_PortfolioPartiesGroupingIds_PartiesId FOREIGN KEY(PartiesId)
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REFERENCES TypesParties (value);
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CREATE TABLE PortfolioTrades (
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Id varchar(180) not null,
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TradeType varchar(30),
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ALTER TABLE PortfolioTrades ADD CONSTRAINT FK_PortfolioTrades_EnvelopeNettingSetId FOREIGN KEY(EnvelopeNettingSetId)
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REFERENCES NettingSet (NettingSetId);
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CREATE TABLE PortfolioTradeGroupingIds (
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TradeId varchar(180) not null,
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GroupingId varchar(70) not null,
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CONSTRAINT PK_PortfolioTradeGroupingIds PRIMARY KEY CLUSTERED (
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TradeId ASC,
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GroupingId ASC
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));
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ALTER TABLE PortfolioTradeGroupingIds ADD CONSTRAINT FK_PortfolioTradeGroupingIds_TradeId FOREIGN KEY(TradeId)
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REFERENCES PortfolioTrades (Id);
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CREATE TABLE PortfolioTradeActions (
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Id int not null,
@@ -86,15 +96,6 @@ CONSTRAINT PK_PortfolioScheduleDataDates PRIMARY KEY CLUSTERED (
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-- REFERENCES TypesCalendar (value);
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CREATE TABLE PortfolioSwapData (
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TradeId varchar(180) not null,
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CONSTRAINT PK_PortfolioSwapData PRIMARY KEY CLUSTERED (
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TradeId ASC
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));
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ALTER TABLE PortfolioSwapData ADD CONSTRAINT FK_PortfolioSwapData_TradeId FOREIGN KEY(TradeId)
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REFERENCES PortfolioTrades (Id);
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CREATE TABLE PortfolioCDOData (
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TradeId varchar(180) not null,
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ProtectionStart date,

README.md

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# ORE Control
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Tools for easier usage of Opensource Risk Engine (ORE, http://www.opensourcerisk.org/)
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Tools for easier implementation of Opensource Risk Engine (ORE, http://www.opensourcerisk.org/)
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* starting from Excel (OreAddin),
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* easy starting from Excel (OreAddin in conjunction with OreMgr),
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* loading ORE data from a Database (OreDB),
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OreAddin is currently in development, details see [https://rkapl123.github.io/OreControl](https://rkapl123.github.io/OreControl)

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