diff options
| -rw-r--r-- | python/collateral/common.py | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 1 |
2 files changed, 2 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index 20806ea1..654b697a 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -29,7 +29,7 @@ CASH_STRATEGY_MAPPING = { "EUMEZ", "EUINX", ], - "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS"], + "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS", "IR_HEDGE"], "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS", "SOFR"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO", "M_CLO_BB20"], diff --git a/sql/dawn.sql b/sql/dawn.sql index c738166e..bef61962 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -2459,6 +2459,7 @@ CREATE TYPE strategy_dirty AS ENUM ( 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS', + "IR_HEDGE", 'SER_IGSNR', 'SER_IGMEZ', 'SER_IGEQY', |