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Diffstat (limited to 'python/Dawn/models.py')
| -rw-r--r-- | python/Dawn/models.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 24dc8b37..70a3cce7 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -171,6 +171,8 @@ class CDSDeal(db.Model): upfront_settle_date = db.Column(db.Date, nullable=False) initial_margin_percentage = db.Column(db.Float) swap_type = db.Column(SWAP_TYPE, nullable=False) + orig_attach = db.Column(db.SmallInteger, info={'min': 0, 'max': 100}) + orig_detach = db.Column(db.SmallInteger, info={'min': 0, 'max': 100}) attach = db.Column(db.Float, info={'min': 0., 'max': 100.}) detach = db.Column(db.Float, info={'min': 0., 'max': 100.}) corr_attach = db.Column(db.Float, info={'min': 0., 'max': 1.}) @@ -188,7 +190,7 @@ class CDSDeal(db.Model): termination_counterparty = db.relationship(Counterparties, foreign_keys=[termination_cp]) fcm_account = db.relationship(Accounts, foreign_keys=[account_code]) __table_args__ = (db.CheckConstraint("swap_type!='CD_INDEX_TRANCHE' or " \ - "(attach is not NULL and detach is not NULL AND " \ + "(orig_attach is not NULL and orig_detach is not NULL AND " \ "clearing_facility is NULL)"),) class RepoDeal(db.Model): |