diff options
Diffstat (limited to 'python/Dawn')
| -rw-r--r-- | python/Dawn/models.py | 10 |
1 files changed, 7 insertions, 3 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index f03a7eee..a1c35762 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -36,7 +36,9 @@ class Accounts(db.Model): cash_account = db.Column(db.String) counterparty = db.Column(db.String(12), db.ForeignKey('counterparties.code')) -PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', 'CURVE', 'TRANCHE', name='portfolio') +PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', 'IG', 'HY', 'CURVE', 'TRANCHE', + 'CLO', 'HEDGE_MAC', 'MORTGAGES', 'STRUCTURED', + name='portfolio') BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'CSO_TRANCH', 'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU', @@ -46,7 +48,9 @@ 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', 'SER_ITRXCURVE', name='cds_strat') + 'IGOPTDEL', 'HYOPTDEL', 'SER_ITRXCURVE', + 'HYEQY', 'HYMEZ', 'HYSNR', 'HYINX', 'IGEQY', 'IGMEZ', + 'IGSNR', 'IGINX', 'BSPK', name='cds_strat') SWAPTION_STRAT = ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP', name='swaption_strat') @@ -56,7 +60,7 @@ FUTURE_STRAT = ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', 'SER_ITRX CASH_STRAT = ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', - 'IRDEVCSH', + 'IRDEVCSH', 'TCDSCSH', name='cash_strat') SPOT_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'SER_ITRXCURVE', 'M_CSH_CASH', |