diff options
| -rw-r--r-- | python/Dawn/models.py | 1 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
2 files changed, 2 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index e884423e..79e87490 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -123,6 +123,7 @@ FUTURE_STRAT = ENUM( "SER_ITRXCURVE", "M_CSH_CASH", "DELTAONE", + "TCSH", name="future_strat", ) diff --git a/sql/dawn.sql b/sql/dawn.sql index f825557b..23508abe 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -19,7 +19,7 @@ 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', 'DELTAONE'); + 'SER_ITRXCURVE', 'M_CSH_CASH', 'DELTAONE', 'TCSH'); CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', |