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-rw-r--r--python/Dawn/models.py1
1 files changed, 1 insertions, 0 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index d71a520e..d11a6394 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -241,6 +241,7 @@ class SwaptionDeal(db.Model):
fixed_rate = db.Column(db.Float)
maturity = db.Column(db.Date, nullable=False)
currency = db.Column(CCY, nullable=False)
+ settlement_type = db.Column(SETTLEMENT_TYPE, nullable=False)
termination_date = db.Column(db.Date)
termination_amount = db.Column(db.Float)
termination_cp = db.Column(db.String(12), db.ForeignKey('counterparties.code'),