diff options
Diffstat (limited to 'python/collateral/common.py')
| -rw-r--r-- | python/collateral/common.py | 9 |
1 files changed, 8 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index 747ffb43..b4c83197 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -32,7 +32,14 @@ CASH_STRATEGY_MAPPING = { "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS"], "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], - "CLOCDSCSH": ["HEDGE_CLO"], + "CLOCDSCSH": ["HEDGE_CLO", "M_CLO_BB20"], + "M_CSH_CASH": [ + "CRT_LD", + "CRT_LD_JNR", + "CRT_SD", + "MTG_FP", + "MTG_LMG", + ], } STRATEGY_CASH_MAPPING = {e: k for k, v in CASH_STRATEGY_MAPPING.items() for e in v} |