diff options
| -rw-r--r-- | python/Dawn/models.py | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 4 |
2 files changed, 3 insertions, 3 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index afbd0f1b..063c2316 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -55,7 +55,7 @@ FUTURE_STRAT = ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', 'SER_ITRX CASH_STRAT = ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', - 'IR_CSH', + 'IRDEVCSH', name='cash_strat') SWAPTION_TYPE = ENUM('PAYER', 'RECEIVER', diff --git a/sql/dawn.sql b/sql/dawn.sql index a91cfe0b..4f8c4aeb 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -18,7 +18,7 @@ CREATE TYPE future_strat AS ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_R CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', - 'IGTCDSCSH', 'MACCDSCSH'); + 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', 'IRDEVCSH'); CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared'); @@ -33,7 +33,7 @@ CREATE type last_period_convention AS ENUM('Adjusted', 'Unadjusted'); CREATE type index_type AS ENUM('IG', 'HY', 'EU', 'LCDX', 'XO'); CREATE TYPE tenor AS ENUM('6mo', '1yr', '2yr', '3yr', '4yr', '5yr', '7yr', '10yr'); -CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS'); +CREATE TYPE swap_type AS ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS', 'CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_type AS ENUM('REPO', 'REVERSE REPO'); CREATE TYPE swaption_type AS ENUM('PAYER', 'RECEIVER'); |