diff options
Diffstat (limited to 'python/Dawn/models.py')
| -rw-r--r-- | python/Dawn/models.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 7e556f15..ab5a6fb7 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -37,7 +37,7 @@ BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'CSO_TRANCH', CDS_STRAT = ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS', 'SER_IGSNR', 'SER_IGMEZ', 'SER_IGEQY', 'SER_IGINX', 'SER_HYSNR', 'SER_HYMEZ', 'SER_HYEQY', 'SER_HYINX', 'SER_IGCURVE', 'MBSCDS', - 'IGOPTDEL', 'HYOPTDEL', name='cds_strat') + 'IGOPTDEL', 'HYOPTDEL', 'SER_ITRXCURVE', name='cds_strat') SWAPTION_STRAT = ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', name='swaption_strat') @@ -129,6 +129,7 @@ class CDSDeal(db.Model): security_desc = db.Column(db.String(32), nullable = False) upfront = db.Column(db.Float, nullable = False) upfront_settle_date = db.Column(db.Date, nullable = False) + initial_margin_percentage = db.Column(db.Float) swap_type = db.Column(SWAP_TYPE, nullable = False) attach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) detach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) @@ -136,7 +137,8 @@ class CDSDeal(db.Model): isda_definition = db.Column(ISDA) counterparty = db.relationship(Counterparties) __table_args__ = (db.CheckConstraint("swap_type!='CD_INDEX_TRANCHE' or " \ - "(attach is not NULL and detach is not NULL)"),) + "(attach is not NULL and detach is not NULL AND " \ + "clearing_facility is NULL)"),) class RepoDeal(db.Model): __tablename__ = 'repo' |