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Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/common.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index d17becb0..3d07796b 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -27,6 +27,7 @@ CASH_STRATEGY_MAPPING = { "MACCDSCSH": ["HEDGE_MAC"], "SER_ITRXCVCSH": ["SER_ITRXCURVE"], "SER_IGCVECSH": ["SER_IGCURVE"], + "CLOCDSCSH": ["HEDGE_CLO"], } STRATEGY_CASH_MAPPING = {e: k for k, v in CASH_STRATEGY_MAPPING.items() for e in v} |