diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/common.py | 10 |
1 files changed, 9 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index b618321c..4ce7ae43 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -33,7 +33,15 @@ CASH_STRATEGY_MAPPING = { "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO", "M_CLO_BB20"], - "M_CSH_CASH": ["CRT_LD", "CRT_LD_JNR", "CRT_SD", "MTG_FP", "MTG_LMG", "M_MTG_FP"], + "M_CSH_CASH": [ + "CRT_LD", + "CRT_LD_JNR", + "CRT_SD", + "MTG_FP", + "MTG_LMG", + "M_MTG_FP", + "M_MTG_LMG", + ], } STRATEGY_CASH_MAPPING = {e: k for k, v in CASH_STRATEGY_MAPPING.items() for e in v} |