diff options
| -rw-r--r-- | python/Dawn/models.py | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
2 files changed, 3 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 72087e98..b0dd8c5d 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -152,7 +152,7 @@ CASH_STRAT = ENUM( ) SPOT_STRAT = ENUM( - "M_STR_MAV", "M_STR_MEZZ", "SER_ITRXCURVE", "M_CSH_CASH", name="spot_strat" + "M_STR_MAV", "M_STR_MEZZ", "SER_ITRXCURVE", "M_CSH_CASH", "TCSH", name="spot_strat" ) OPTION_TYPE = ENUM("PAYER", "RECEIVER", name="option_type") diff --git a/sql/dawn.sql b/sql/dawn.sql index b6e834ba..a7d2d3f4 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -18,6 +18,8 @@ CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_strat AS ENUM(''); +CREATE TYPE spot_strat AS ENUM('M_STR_MAV', 'M_STR_MEZZ', 'SER_ITRXCURVE', 'M_CSH_CASH', 'TCSH'); + CREATE TYPE future_strat AS ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', 'SER_ITRXCURVE', 'M_CSH_CASH', 'DELTAONE', 'TCSH'); |