diff options
Diffstat (limited to 'python/collateral')
| -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 15f585f0..6abf0233 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", "CASH_BASIS"], + "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS", "SOFR"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO", "M_CLO_BB20"], "M_CSH_CASH": [ |