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-rw-r--r--python/Dawn/models.py3
-rw-r--r--python/Dawn/static/dawn.js3
-rw-r--r--sql/dawn.sql4
3 files changed, 9 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index 21c8d8f8..e884423e 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -103,6 +103,9 @@ CDS_STRAT = ENUM(
"IGMEZ",
"IGSNR",
"IGINX",
+ "XOEQY",
+ "XOMEZ",
+ "XOINX",
"BSPK",
"XCURVE",
name="cds_strat",
diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js
index c6f8d0c6..17e45e3b 100644
--- a/python/Dawn/static/dawn.js
+++ b/python/Dawn/static/dawn.js
@@ -50,6 +50,9 @@ $(function() {
case 'IGMEZ':
case 'IGSNR':
case 'IGINX':
+ case 'XOEQY':
+ case 'XOMEZ':
+ case 'XOINX':
case 'BSPK':
$('#portfolio').val('TRANCHE');
break;
diff --git a/sql/dawn.sql b/sql/dawn.sql
index 93ddc377..d8bf769c 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -10,6 +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',
+ 'XOEQY', 'XOMEZ', 'XOINX',
'BSPK', 'XCURVE');
CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP');
@@ -1464,7 +1465,8 @@ CREATE TYPE strategy AS ENUM(
-- CLO portfolio
'CLOCDSCSH', 'CLO_AAA', 'CLO_BB20', 'CLO_BBB', 'HEDGE_CLO',
-- TRANCHE portfolio
-'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', 'BSPK', 'TCSH'
+'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX', 'BSPK', 'TCSH',
+'XOEQY', 'XOMEZ', 'XOINX',
-- CURVE portfolio
'IGCURVE', 'IGCVECSH', 'ITRXCURVE', 'ITRXCVCSH', 'HYCURVE', 'XCURVE',
-- OPTIONS portfolio