diff options
| -rw-r--r-- | python/Dawn/models.py | 2 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index b0dd8c5d..68bf8631 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -112,7 +112,7 @@ CDS_STRAT = ENUM( ) SWAPTION_STRAT = ENUM( - "IGPAYER", "IGREC", "HYPAYER", "HYREC", "STEEP", name="swaption_strat" + "IGPAYER", "IGREC", "HYPAYER", "HYREC", "STEEP", "DV01", name="swaption_strat" ) FUTURE_STRAT = ENUM( diff --git a/sql/dawn.sql b/sql/dawn.sql index a7d2d3f4..50e22e01 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -13,7 +13,7 @@ CREATE TYPE cds_strat AS ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS' 'XOEQY', 'XOMEZ', 'XOINX', 'BSPK', 'XCURVE', '*'); -CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP'); +CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP', 'DV01'); CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION'); CREATE TYPE repo_strat AS ENUM(''); |