aboutsummaryrefslogtreecommitdiffstats
diff options
context:
space:
mode:
-rw-r--r--python/Dawn/models.py5
-rw-r--r--python/Dawn/static/dawn.js1
-rw-r--r--sql/dawn.sql2
3 files changed, 5 insertions, 3 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index 9effbef3..23280c29 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -101,11 +101,13 @@ CDS_STRAT = ENUM(
"SER_HYMEZ",
"SER_HYEQY",
"SER_HYINX",
+ "SER_HYCURVE",
"SER_IGCURVE",
+ "SER_ITRXCURVE",
+ "XCURVE",
"MBSCDS",
"IGOPTDEL",
"HYOPTDEL",
- "SER_ITRXCURVE",
"HYEQY",
"HYMEZ",
"HYSNR",
@@ -122,7 +124,6 @@ CDS_STRAT = ENUM(
"EUSNR",
"EUINX",
"BSPK",
- "XCURVE",
name="cds_strat",
)
diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js
index 98903b61..970a0e0c 100644
--- a/python/Dawn/static/dawn.js
+++ b/python/Dawn/static/dawn.js
@@ -40,6 +40,7 @@ $(function() {
case 'HYOPTDEL':
$('#portfolio').val('OPTIONS');
break;
+ case 'SER_HYCURVE':
case 'SER_ITRXCURVE':
case 'SER_IGCURVE':
case 'XCURVE':
diff --git a/sql/dawn.sql b/sql/dawn.sql
index e4abaee1..6aa341a3 100644
--- a/sql/dawn.sql
+++ b/sql/dawn.sql
@@ -12,7 +12,7 @@ CREATE TYPE cds_strat AS ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS'
'IGEQY', 'IGMEZ', 'IGSNR', 'IGINX',
'XOEQY', 'XOMEZ', 'XOINX',
'EUEQY', 'EUMEZ', 'EUSNR', 'EUINX',
- 'BSPK', 'XCURVE', '*');
+ 'BSPK', 'XCURVE', 'SER_HYCURVE', '*');
CREATE TYPE swaption_strat AS ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP', 'DV01');
CREATE TYPE swaption_type AS ENUM('CD_INDEX_OPTION', 'SWAPTION');