diff options
| -rw-r--r-- | python/Dawn/models.py | 1 | ||||
| -rw-r--r-- | python/Dawn/static/dawn.js | 1 | ||||
| -rw-r--r-- | sql/dawn.sql | 4 |
3 files changed, 4 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 5fe85047..21c8d8f8 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -104,6 +104,7 @@ CDS_STRAT = ENUM( "IGSNR", "IGINX", "BSPK", + "XCURVE", name="cds_strat", ) diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js index 0ae6b543..bc788b1d 100644 --- a/python/Dawn/static/dawn.js +++ b/python/Dawn/static/dawn.js @@ -34,6 +34,7 @@ $(function() { break; case 'SER_ITRXCURVE': case 'SER_IGCURVE': + case 'XCURVE': $('#portfolio').val('CURVE'); break; case 'HYEQY': diff --git a/sql/dawn.sql b/sql/dawn.sql index 7924d2df..dc1dbeb4 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -10,7 +10,7 @@ CREATE TYPE cds_strat AS ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS' 'IGOPTDEL', 'HYOPTDEL', 'SER_ITRXCURVE', 'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', - 'BSPK'); + 'BSPK', 'XCURVE'); CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP'); CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION'); @@ -1466,7 +1466,7 @@ CREATE TYPE strategy AS ENUM( -- TRANCHE portfolio 'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', 'BSPK', 'TCSH' -- CURVE portfolio -'IGCURVE', 'IGCVECSH', 'ITRXCURVE', 'ITRXCVCSH', 'HYCURVE', +'IGCURVE', 'IGCVECSH', 'ITRXCURVE', 'ITRXCVCSH', 'HYCURVE', 'XCURVE', -- OPTIONS portfolio 'IGOPTDEL', 'IGPAYER', 'IGREC', 'HYOPTDEL', 'HYPAYER', 'HYREC', 'IGCDSCSH', 'HYCDSCSH', 'COCSH' -- IR portfolio |