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 189c2cb2..39bac9cf 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -58,7 +58,7 @@ SWAPTION_STRAT = ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP', name='swaption_strat') FUTURE_STRAT = ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', 'SER_ITRXCURVE', - 'M_CSH_CASH', name='future_strat') + 'M_CSH_CASH', 'DELTAONE', name='future_strat') CASH_STRAT = ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', diff --git a/sql/dawn.sql b/sql/dawn.sql index 42900487..e16d0a60 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -18,7 +18,7 @@ CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_strat AS ENUM(''); CREATE TYPE future_strat AS ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', - 'SER_ITRXCURVE', 'M_CSH_CASH'); + 'SER_ITRXCURVE', 'M_CSH_CASH', 'DELTAONE'); CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', @@ -1452,7 +1452,7 @@ CREATE TYPE strategy AS ENUM( -- OPTIONS portfolio 'IGOPTDEL', 'IGPAYER', 'IGREC', 'HYOPTDEL', 'HYPAYER', 'HYREC', 'IGCDSCSH', 'HYCDSCSH', 'COCSH' -- IR portfolio -'IR', 'IRDEVCSH', 'STEEP', 'FLAT', +'IR', 'IRDEVCSH', 'STEEP', 'FLAT', 'DELTAONE', -- STRUCTURED portfolio 'STR_MAV', 'STR_MEZZ', 'HEDGE_CSO', 'CSO_TRANCH', 'CSOCDSCSH', -- MORTGAGES portfolio |