diff options
Diffstat (limited to 'python/Dawn/models.py')
| -rw-r--r-- | python/Dawn/models.py | 8 |
1 files changed, 7 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 1ec84193..34464fec 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -170,7 +170,13 @@ CASH_STRAT = ENUM( ) SPOT_STRAT = ENUM( - "M_STR_MAV", "M_STR_MEZZ", "M_CSH_CASH", "TCSH", "CVECSH", name="spot_strat", + "M_STR_MAV", + "M_STR_MEZZ", + "M_CSH_CASH", + "TCSH", + "CVECSH", + "SER_ITRXCURVE", + name="spot_strat", ) OPTION_TYPE = ENUM("PAYER", "RECEIVER", name="option_type") |