diff options
| -rw-r--r-- | python/Dawn/models.py | 1 | ||||
| -rw-r--r-- | python/collateral/common.py | 3 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
3 files changed, 3 insertions, 3 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 23280c29..0118acd7 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -148,6 +148,7 @@ CASH_STRAT = ENUM( "MBSCDSCSH", "SER_IGCVECSH", "SER_ITRXCVCSH", + "CVECSH", "CSOCDSCSH", "IGCDSCSH", "HYCDSCSH", diff --git a/python/collateral/common.py b/python/collateral/common.py index 95315d5a..caaaa965 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -27,8 +27,7 @@ CASH_STRATEGY_MAPPING = { ], "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS"], "MACCDSCSH": ["HEDGE_MAC"], - "SER_ITRXCVCSH": ["SER_ITRXCURVE"], - "SER_IGCVECSH": ["SER_IGCURVE"], + "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO"], } diff --git a/sql/dawn.sql b/sql/dawn.sql index 6aa341a3..b7690eaa 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -28,7 +28,7 @@ CREATE TYPE cash_strat AS ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', 'IRDEVCSH', 'TCSH', 'COCSH', 'SER_ITRXCURVE', 'XCURVE', 'BSPK', 'SER_HYINX', 'IGOPTDEL', 'IGINX', - 'HEDGE_CLO'); + 'HEDGE_CLO', 'CVECSH'); CREATE TYPE asset_class AS ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared', 'CRT'); |