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-rw-r--r--python/Dawn/models.py1
-rw-r--r--sql/dawn.sql3
2 files changed, 3 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index b246f44c..163b7b75 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -159,6 +159,7 @@ CASH_STRAT = ENUM(
"SER_HYINX",
"IGOPTDEL",
"IGINX",
+ "HEDGE_CLO",
name="cash_strat",
)
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 52922498..75f1181b 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -26,7 +26,8 @@ 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', 'M_STR_MEZZ', 'IRDEVCSH', 'TCSH', 'COCSH',
- 'SER_ITRXCURVE', 'XCURVE', 'BSPK', 'SER_HYINX', 'IGOPTDEL', 'IGINX');
+ 'SER_ITRXCURVE', 'XCURVE', 'BSPK', 'SER_HYINX', 'IGOPTDEL', 'IGINX',
+ 'HEDGE_CLO');
CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures',
'Cash', 'FX', 'Cleared', 'CRT');