diff options
Diffstat (limited to 'python/collateral/common.py')
| -rw-r--r-- | python/collateral/common.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index a210c5fb..00b8c8e2 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -30,7 +30,7 @@ CASH_STRATEGY_MAPPING = { "EUINX", ], "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS"], - "MACCDSCSH": ["HEDGE_MAC"], + "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO"], } |